CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
669-0 |
667-0 |
-2-0 |
-0.3% |
635-0 |
| High |
671-0 |
668-0 |
-3-0 |
-0.4% |
655-6 |
| Low |
663-4 |
663-0 |
-0-4 |
-0.1% |
635-0 |
| Close |
667-0 |
666-6 |
-0-2 |
0.0% |
654-6 |
| Range |
7-4 |
5-0 |
-2-4 |
-33.3% |
20-6 |
| ATR |
11-0 |
10-5 |
-0-3 |
-3.9% |
0-0 |
| Volume |
17,905 |
42,766 |
24,861 |
138.8% |
81,642 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-7 |
678-7 |
669-4 |
|
| R3 |
675-7 |
673-7 |
668-1 |
|
| R2 |
670-7 |
670-7 |
667-5 |
|
| R1 |
668-7 |
668-7 |
667-2 |
667-3 |
| PP |
665-7 |
665-7 |
665-7 |
665-2 |
| S1 |
663-7 |
663-7 |
666-2 |
662-3 |
| S2 |
660-7 |
660-7 |
665-7 |
|
| S3 |
655-7 |
658-7 |
665-3 |
|
| S4 |
650-7 |
653-7 |
664-0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710-6 |
703-4 |
666-1 |
|
| R3 |
690-0 |
682-6 |
660-4 |
|
| R2 |
669-2 |
669-2 |
658-4 |
|
| R1 |
662-0 |
662-0 |
656-5 |
665-5 |
| PP |
648-4 |
648-4 |
648-4 |
650-2 |
| S1 |
641-2 |
641-2 |
652-7 |
644-7 |
| S2 |
627-6 |
627-6 |
651-0 |
|
| S3 |
607-0 |
620-4 |
649-0 |
|
| S4 |
586-2 |
599-6 |
643-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671-0 |
641-4 |
29-4 |
4.4% |
6-7 |
1.0% |
86% |
False |
False |
25,558 |
| 10 |
671-0 |
609-2 |
61-6 |
9.3% |
7-7 |
1.2% |
93% |
False |
False |
23,900 |
| 20 |
671-0 |
587-0 |
84-0 |
12.6% |
8-3 |
1.3% |
95% |
False |
False |
27,372 |
| 40 |
681-0 |
587-0 |
94-0 |
14.1% |
8-6 |
1.3% |
85% |
False |
False |
27,420 |
| 60 |
681-0 |
587-0 |
94-0 |
14.1% |
8-7 |
1.3% |
85% |
False |
False |
23,213 |
| 80 |
766-0 |
587-0 |
179-0 |
26.8% |
9-3 |
1.4% |
45% |
False |
False |
20,592 |
| 100 |
792-0 |
587-0 |
205-0 |
30.7% |
9-0 |
1.4% |
39% |
False |
False |
17,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-2 |
|
2.618 |
681-1 |
|
1.618 |
676-1 |
|
1.000 |
673-0 |
|
0.618 |
671-1 |
|
HIGH |
668-0 |
|
0.618 |
666-1 |
|
0.500 |
665-4 |
|
0.382 |
664-7 |
|
LOW |
663-0 |
|
0.618 |
659-7 |
|
1.000 |
658-0 |
|
1.618 |
654-7 |
|
2.618 |
649-7 |
|
4.250 |
641-6 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
666-3 |
664-5 |
| PP |
665-7 |
662-5 |
| S1 |
665-4 |
660-4 |
|