CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
667-0 |
659-4 |
-7-4 |
-1.1% |
635-0 |
| High |
668-0 |
659-4 |
-8-4 |
-1.3% |
655-6 |
| Low |
663-0 |
650-0 |
-13-0 |
-2.0% |
635-0 |
| Close |
666-6 |
651-4 |
-15-2 |
-2.3% |
654-6 |
| Range |
5-0 |
9-4 |
4-4 |
90.0% |
20-6 |
| ATR |
10-5 |
11-0 |
0-4 |
4.2% |
0-0 |
| Volume |
42,766 |
42,602 |
-164 |
-0.4% |
81,642 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
682-1 |
676-3 |
656-6 |
|
| R3 |
672-5 |
666-7 |
654-1 |
|
| R2 |
663-1 |
663-1 |
653-2 |
|
| R1 |
657-3 |
657-3 |
652-3 |
655-4 |
| PP |
653-5 |
653-5 |
653-5 |
652-6 |
| S1 |
647-7 |
647-7 |
650-5 |
646-0 |
| S2 |
644-1 |
644-1 |
649-6 |
|
| S3 |
634-5 |
638-3 |
648-7 |
|
| S4 |
625-1 |
628-7 |
646-2 |
|
|
| 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 |
644-4 |
26-4 |
4.1% |
6-4 |
1.0% |
26% |
False |
False |
29,989 |
| 10 |
671-0 |
610-0 |
61-0 |
9.4% |
8-0 |
1.2% |
68% |
False |
False |
24,581 |
| 20 |
671-0 |
587-0 |
84-0 |
12.9% |
8-1 |
1.2% |
77% |
False |
False |
28,117 |
| 40 |
681-0 |
587-0 |
94-0 |
14.4% |
8-7 |
1.4% |
69% |
False |
False |
28,053 |
| 60 |
681-0 |
587-0 |
94-0 |
14.4% |
8-7 |
1.4% |
69% |
False |
False |
23,818 |
| 80 |
747-0 |
587-0 |
160-0 |
24.6% |
9-2 |
1.4% |
40% |
False |
False |
20,974 |
| 100 |
792-0 |
587-0 |
205-0 |
31.5% |
9-1 |
1.4% |
31% |
False |
False |
18,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
699-7 |
|
2.618 |
684-3 |
|
1.618 |
674-7 |
|
1.000 |
669-0 |
|
0.618 |
665-3 |
|
HIGH |
659-4 |
|
0.618 |
655-7 |
|
0.500 |
654-6 |
|
0.382 |
653-5 |
|
LOW |
650-0 |
|
0.618 |
644-1 |
|
1.000 |
640-4 |
|
1.618 |
634-5 |
|
2.618 |
625-1 |
|
4.250 |
609-5 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
654-6 |
660-4 |
| PP |
653-5 |
657-4 |
| S1 |
652-5 |
654-4 |
|