CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
598-4 |
606-4 |
8-0 |
1.3% |
608-0 |
| High |
607-4 |
613-4 |
6-0 |
1.0% |
613-4 |
| Low |
596-0 |
601-2 |
5-2 |
0.9% |
592-4 |
| Close |
606-0 |
611-4 |
5-4 |
0.9% |
611-4 |
| Range |
11-4 |
12-2 |
0-6 |
6.5% |
21-0 |
| ATR |
13-5 |
13-5 |
-0-1 |
-0.7% |
0-0 |
| Volume |
185,688 |
144,462 |
-41,226 |
-22.2% |
689,832 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645-4 |
640-6 |
618-2 |
|
| R3 |
633-2 |
628-4 |
614-7 |
|
| R2 |
621-0 |
621-0 |
613-6 |
|
| R1 |
616-2 |
616-2 |
612-5 |
618-5 |
| PP |
608-6 |
608-6 |
608-6 |
610-0 |
| S1 |
604-0 |
604-0 |
610-3 |
606-3 |
| S2 |
596-4 |
596-4 |
609-2 |
|
| S3 |
584-2 |
591-6 |
608-1 |
|
| S4 |
572-0 |
579-4 |
604-6 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-7 |
661-1 |
623-0 |
|
| R3 |
647-7 |
640-1 |
617-2 |
|
| R2 |
626-7 |
626-7 |
615-3 |
|
| R1 |
619-1 |
619-1 |
613-3 |
623-0 |
| PP |
605-7 |
605-7 |
605-7 |
607-6 |
| S1 |
598-1 |
598-1 |
609-5 |
602-0 |
| S2 |
584-7 |
584-7 |
607-5 |
|
| S3 |
563-7 |
577-1 |
605-6 |
|
| S4 |
542-7 |
556-1 |
600-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
613-4 |
592-4 |
21-0 |
3.4% |
10-2 |
1.7% |
90% |
True |
False |
178,171 |
| 10 |
662-4 |
592-4 |
70-0 |
11.4% |
8-6 |
1.4% |
27% |
False |
False |
153,792 |
| 20 |
664-0 |
592-4 |
71-4 |
11.7% |
9-3 |
1.5% |
27% |
False |
False |
136,377 |
| 40 |
664-0 |
560-0 |
104-0 |
17.0% |
10-5 |
1.7% |
50% |
False |
False |
136,639 |
| 60 |
674-0 |
560-0 |
114-0 |
18.6% |
11-1 |
1.8% |
45% |
False |
False |
122,131 |
| 80 |
677-4 |
560-0 |
117-4 |
19.2% |
11-5 |
1.9% |
44% |
False |
False |
103,067 |
| 100 |
788-0 |
560-0 |
228-0 |
37.3% |
12-1 |
2.0% |
23% |
False |
False |
89,033 |
| 120 |
788-0 |
560-0 |
228-0 |
37.3% |
11-7 |
1.9% |
23% |
False |
False |
78,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
665-4 |
|
2.618 |
645-5 |
|
1.618 |
633-3 |
|
1.000 |
625-6 |
|
0.618 |
621-1 |
|
HIGH |
613-4 |
|
0.618 |
608-7 |
|
0.500 |
607-3 |
|
0.382 |
605-7 |
|
LOW |
601-2 |
|
0.618 |
593-5 |
|
1.000 |
589-0 |
|
1.618 |
581-3 |
|
2.618 |
569-1 |
|
4.250 |
549-2 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
610-1 |
608-5 |
| PP |
608-6 |
605-7 |
| S1 |
607-3 |
603-0 |
|