CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
620-0 |
617-4 |
-2-4 |
-0.4% |
608-0 |
| High |
620-4 |
635-0 |
14-4 |
2.3% |
613-4 |
| Low |
612-0 |
617-0 |
5-0 |
0.8% |
592-4 |
| Close |
620-0 |
630-2 |
10-2 |
1.7% |
611-4 |
| Range |
8-4 |
18-0 |
9-4 |
111.8% |
21-0 |
| ATR |
13-2 |
13-5 |
0-3 |
2.6% |
0-0 |
| Volume |
163,709 |
220,223 |
56,514 |
34.5% |
689,832 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681-3 |
673-7 |
640-1 |
|
| R3 |
663-3 |
655-7 |
635-2 |
|
| R2 |
645-3 |
645-3 |
633-4 |
|
| R1 |
637-7 |
637-7 |
631-7 |
641-5 |
| PP |
627-3 |
627-3 |
627-3 |
629-2 |
| S1 |
619-7 |
619-7 |
628-5 |
623-5 |
| S2 |
609-3 |
609-3 |
627-0 |
|
| S3 |
591-3 |
601-7 |
625-2 |
|
| S4 |
573-3 |
583-7 |
620-3 |
|
|
| 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 |
635-0 |
592-4 |
42-4 |
6.7% |
11-6 |
1.9% |
89% |
True |
False |
181,803 |
| 10 |
655-4 |
592-4 |
63-0 |
10.0% |
9-5 |
1.5% |
60% |
False |
False |
160,440 |
| 20 |
664-0 |
592-4 |
71-4 |
11.3% |
9-3 |
1.5% |
53% |
False |
False |
143,602 |
| 40 |
664-0 |
560-0 |
104-0 |
16.5% |
11-0 |
1.7% |
68% |
False |
False |
140,136 |
| 60 |
674-0 |
560-0 |
114-0 |
18.1% |
11-2 |
1.8% |
62% |
False |
False |
127,311 |
| 80 |
674-0 |
560-0 |
114-0 |
18.1% |
11-4 |
1.8% |
62% |
False |
False |
106,939 |
| 100 |
786-0 |
560-0 |
226-0 |
35.9% |
12-2 |
1.9% |
31% |
False |
False |
92,301 |
| 120 |
788-0 |
560-0 |
228-0 |
36.2% |
11-6 |
1.9% |
31% |
False |
False |
81,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-4 |
|
2.618 |
682-1 |
|
1.618 |
664-1 |
|
1.000 |
653-0 |
|
0.618 |
646-1 |
|
HIGH |
635-0 |
|
0.618 |
628-1 |
|
0.500 |
626-0 |
|
0.382 |
623-7 |
|
LOW |
617-0 |
|
0.618 |
605-7 |
|
1.000 |
599-0 |
|
1.618 |
587-7 |
|
2.618 |
569-7 |
|
4.250 |
540-4 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
628-7 |
626-2 |
| PP |
627-3 |
622-1 |
| S1 |
626-0 |
618-1 |
|