CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
632-0 |
643-0 |
11-0 |
1.7% |
608-0 |
| High |
638-0 |
645-4 |
7-4 |
1.2% |
613-4 |
| Low |
625-4 |
633-2 |
7-6 |
1.2% |
592-4 |
| Close |
634-4 |
634-4 |
0-0 |
0.0% |
611-4 |
| Range |
12-4 |
12-2 |
-0-2 |
-2.0% |
21-0 |
| ATR |
13-4 |
13-3 |
-0-1 |
-0.7% |
0-0 |
| Volume |
31,732 |
192,444 |
160,712 |
506.5% |
689,832 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674-4 |
666-6 |
641-2 |
|
| R3 |
662-2 |
654-4 |
637-7 |
|
| R2 |
650-0 |
650-0 |
636-6 |
|
| R1 |
642-2 |
642-2 |
635-5 |
640-0 |
| PP |
637-6 |
637-6 |
637-6 |
636-5 |
| S1 |
630-0 |
630-0 |
633-3 |
627-6 |
| S2 |
625-4 |
625-4 |
632-2 |
|
| S3 |
613-2 |
617-6 |
631-1 |
|
| S4 |
601-0 |
605-4 |
627-6 |
|
|
| 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 |
645-4 |
601-2 |
44-2 |
7.0% |
12-6 |
2.0% |
75% |
True |
False |
150,514 |
| 10 |
645-4 |
592-4 |
53-0 |
8.4% |
10-5 |
1.7% |
79% |
True |
False |
164,305 |
| 20 |
664-0 |
592-4 |
71-4 |
11.3% |
9-6 |
1.5% |
59% |
False |
False |
146,749 |
| 40 |
664-0 |
560-0 |
104-0 |
16.4% |
11-0 |
1.7% |
72% |
False |
False |
139,408 |
| 60 |
674-0 |
560-0 |
114-0 |
18.0% |
11-2 |
1.8% |
65% |
False |
False |
129,227 |
| 80 |
674-0 |
560-0 |
114-0 |
18.0% |
11-5 |
1.8% |
65% |
False |
False |
108,802 |
| 100 |
776-4 |
560-0 |
216-4 |
34.1% |
12-1 |
1.9% |
34% |
False |
False |
94,186 |
| 120 |
788-0 |
560-0 |
228-0 |
35.9% |
11-6 |
1.9% |
33% |
False |
False |
82,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-4 |
|
2.618 |
677-5 |
|
1.618 |
665-3 |
|
1.000 |
657-6 |
|
0.618 |
653-1 |
|
HIGH |
645-4 |
|
0.618 |
640-7 |
|
0.500 |
639-3 |
|
0.382 |
637-7 |
|
LOW |
633-2 |
|
0.618 |
625-5 |
|
1.000 |
621-0 |
|
1.618 |
613-3 |
|
2.618 |
601-1 |
|
4.250 |
581-2 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
639-3 |
633-3 |
| PP |
637-6 |
632-3 |
| S1 |
636-1 |
631-2 |
|