CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
617-4 |
632-0 |
14-4 |
2.3% |
608-0 |
| High |
635-0 |
638-0 |
3-0 |
0.5% |
613-4 |
| Low |
617-0 |
625-4 |
8-4 |
1.4% |
592-4 |
| Close |
630-2 |
634-4 |
4-2 |
0.7% |
611-4 |
| Range |
18-0 |
12-4 |
-5-4 |
-30.6% |
21-0 |
| ATR |
13-5 |
13-4 |
-0-1 |
-0.6% |
0-0 |
| Volume |
220,223 |
31,732 |
-188,491 |
-85.6% |
689,832 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-1 |
664-7 |
641-3 |
|
| R3 |
657-5 |
652-3 |
638-0 |
|
| R2 |
645-1 |
645-1 |
636-6 |
|
| R1 |
639-7 |
639-7 |
635-5 |
642-4 |
| PP |
632-5 |
632-5 |
632-5 |
634-0 |
| S1 |
627-3 |
627-3 |
633-3 |
630-0 |
| S2 |
620-1 |
620-1 |
632-2 |
|
| S3 |
607-5 |
614-7 |
631-0 |
|
| S4 |
595-1 |
602-3 |
627-5 |
|
|
| 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 |
638-0 |
596-0 |
42-0 |
6.6% |
12-4 |
2.0% |
92% |
True |
False |
149,162 |
| 10 |
654-0 |
592-4 |
61-4 |
9.7% |
10-1 |
1.6% |
68% |
False |
False |
148,823 |
| 20 |
664-0 |
592-4 |
71-4 |
11.3% |
9-6 |
1.5% |
59% |
False |
False |
141,702 |
| 40 |
664-0 |
560-0 |
104-0 |
16.4% |
10-7 |
1.7% |
72% |
False |
False |
137,115 |
| 60 |
674-0 |
560-0 |
114-0 |
18.0% |
11-2 |
1.8% |
65% |
False |
False |
126,811 |
| 80 |
674-0 |
560-0 |
114-0 |
18.0% |
11-5 |
1.8% |
65% |
False |
False |
106,814 |
| 100 |
776-4 |
560-0 |
216-4 |
34.1% |
12-2 |
1.9% |
34% |
False |
False |
92,438 |
| 120 |
788-0 |
560-0 |
228-0 |
35.9% |
11-6 |
1.9% |
33% |
False |
False |
81,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691-1 |
|
2.618 |
670-6 |
|
1.618 |
658-2 |
|
1.000 |
650-4 |
|
0.618 |
645-6 |
|
HIGH |
638-0 |
|
0.618 |
633-2 |
|
0.500 |
631-6 |
|
0.382 |
630-2 |
|
LOW |
625-4 |
|
0.618 |
617-6 |
|
1.000 |
613-0 |
|
1.618 |
605-2 |
|
2.618 |
592-6 |
|
4.250 |
572-3 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
633-5 |
631-3 |
| PP |
632-5 |
628-1 |
| S1 |
631-6 |
625-0 |
|