CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
633-4 |
640-6 |
7-2 |
1.1% |
620-0 |
| High |
634-4 |
641-4 |
7-0 |
1.1% |
645-4 |
| Low |
628-0 |
631-6 |
3-6 |
0.6% |
612-0 |
| Close |
631-6 |
639-0 |
7-2 |
1.1% |
641-6 |
| Range |
6-4 |
9-6 |
3-2 |
50.0% |
33-4 |
| ATR |
13-1 |
12-7 |
-0-2 |
-1.8% |
0-0 |
| Volume |
148,576 |
211,057 |
62,481 |
42.1% |
750,613 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-5 |
662-5 |
644-3 |
|
| R3 |
656-7 |
652-7 |
641-5 |
|
| R2 |
647-1 |
647-1 |
640-6 |
|
| R1 |
643-1 |
643-1 |
639-7 |
640-2 |
| PP |
637-3 |
637-3 |
637-3 |
636-0 |
| S1 |
633-3 |
633-3 |
638-1 |
630-4 |
| S2 |
627-5 |
627-5 |
637-2 |
|
| S3 |
617-7 |
623-5 |
636-3 |
|
| S4 |
608-1 |
613-7 |
633-5 |
|
|
| 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 |
625-4 |
20-0 |
3.1% |
9-4 |
1.5% |
68% |
False |
False |
145,262 |
| 10 |
645-4 |
592-4 |
53-0 |
8.3% |
10-5 |
1.7% |
88% |
False |
False |
163,532 |
| 20 |
664-0 |
592-4 |
71-4 |
11.2% |
9-4 |
1.5% |
65% |
False |
False |
156,485 |
| 40 |
664-0 |
560-0 |
104-0 |
16.3% |
10-5 |
1.7% |
76% |
False |
False |
138,149 |
| 60 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
69% |
False |
False |
134,369 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
11-3 |
1.8% |
69% |
False |
False |
112,969 |
| 100 |
760-0 |
560-0 |
200-0 |
31.3% |
11-7 |
1.9% |
40% |
False |
False |
98,353 |
| 120 |
788-0 |
560-0 |
228-0 |
35.7% |
11-6 |
1.8% |
35% |
False |
False |
86,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-0 |
|
2.618 |
667-0 |
|
1.618 |
657-2 |
|
1.000 |
651-2 |
|
0.618 |
647-4 |
|
HIGH |
641-4 |
|
0.618 |
637-6 |
|
0.500 |
636-5 |
|
0.382 |
635-4 |
|
LOW |
631-6 |
|
0.618 |
625-6 |
|
1.000 |
622-0 |
|
1.618 |
616-0 |
|
2.618 |
606-2 |
|
4.250 |
590-2 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
638-2 |
637-6 |
| PP |
637-3 |
636-3 |
| S1 |
636-5 |
635-1 |
|