CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
643-0 |
638-6 |
-4-2 |
-0.7% |
620-0 |
| High |
645-4 |
642-2 |
-3-2 |
-0.5% |
645-4 |
| Low |
633-2 |
635-4 |
2-2 |
0.4% |
612-0 |
| Close |
634-4 |
641-6 |
7-2 |
1.1% |
641-6 |
| Range |
12-2 |
6-6 |
-5-4 |
-44.9% |
33-4 |
| ATR |
13-3 |
13-0 |
-0-3 |
-3.0% |
0-0 |
| Volume |
192,444 |
142,505 |
-49,939 |
-25.9% |
750,613 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-1 |
657-5 |
645-4 |
|
| R3 |
653-3 |
650-7 |
643-5 |
|
| R2 |
646-5 |
646-5 |
643-0 |
|
| R1 |
644-1 |
644-1 |
642-3 |
645-3 |
| PP |
639-7 |
639-7 |
639-7 |
640-4 |
| S1 |
637-3 |
637-3 |
641-1 |
638-5 |
| S2 |
633-1 |
633-1 |
640-4 |
|
| S3 |
626-3 |
630-5 |
639-7 |
|
| S4 |
619-5 |
623-7 |
638-0 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733-5 |
721-1 |
660-1 |
|
| R3 |
700-1 |
687-5 |
651-0 |
|
| R2 |
666-5 |
666-5 |
647-7 |
|
| R1 |
654-1 |
654-1 |
644-7 |
660-3 |
| PP |
633-1 |
633-1 |
633-1 |
636-2 |
| S1 |
620-5 |
620-5 |
638-5 |
626-7 |
| S2 |
599-5 |
599-5 |
635-5 |
|
| S3 |
566-1 |
587-1 |
632-4 |
|
| S4 |
532-5 |
553-5 |
623-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
645-4 |
612-0 |
33-4 |
5.2% |
11-5 |
1.8% |
89% |
False |
False |
150,122 |
| 10 |
645-4 |
592-4 |
53-0 |
8.3% |
11-0 |
1.7% |
93% |
False |
False |
164,147 |
| 20 |
664-0 |
592-4 |
71-4 |
11.1% |
9-4 |
1.5% |
69% |
False |
False |
148,070 |
| 40 |
664-0 |
560-0 |
104-0 |
16.2% |
10-7 |
1.7% |
79% |
False |
False |
138,491 |
| 60 |
674-0 |
560-0 |
114-0 |
17.8% |
11-2 |
1.7% |
72% |
False |
False |
130,497 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
11-4 |
1.8% |
72% |
False |
False |
109,840 |
| 100 |
776-4 |
560-0 |
216-4 |
33.7% |
12-0 |
1.9% |
38% |
False |
False |
95,299 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-6 |
1.8% |
36% |
False |
False |
83,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
671-0 |
|
2.618 |
659-7 |
|
1.618 |
653-1 |
|
1.000 |
649-0 |
|
0.618 |
646-3 |
|
HIGH |
642-2 |
|
0.618 |
639-5 |
|
0.500 |
638-7 |
|
0.382 |
638-1 |
|
LOW |
635-4 |
|
0.618 |
631-3 |
|
1.000 |
628-6 |
|
1.618 |
624-5 |
|
2.618 |
617-7 |
|
4.250 |
606-6 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
640-6 |
639-5 |
| PP |
639-7 |
637-5 |
| S1 |
638-7 |
635-4 |
|