CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
660-0 |
659-4 |
-0-4 |
-0.1% |
669-0 |
| High |
666-0 |
661-6 |
-4-2 |
-0.6% |
671-0 |
| Low |
659-0 |
655-6 |
-3-2 |
-0.5% |
650-0 |
| Close |
659-4 |
659-2 |
-0-2 |
0.0% |
650-6 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
21-0 |
| ATR |
11-0 |
10-5 |
-0-3 |
-3.2% |
0-0 |
| Volume |
47,177 |
36,632 |
-10,545 |
-22.4% |
163,538 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-7 |
674-1 |
662-4 |
|
| R3 |
670-7 |
668-1 |
660-7 |
|
| R2 |
664-7 |
664-7 |
660-3 |
|
| R1 |
662-1 |
662-1 |
659-6 |
660-4 |
| PP |
658-7 |
658-7 |
658-7 |
658-1 |
| S1 |
656-1 |
656-1 |
658-6 |
654-4 |
| S2 |
652-7 |
652-7 |
658-1 |
|
| S3 |
646-7 |
650-1 |
657-5 |
|
| S4 |
640-7 |
644-1 |
656-0 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-2 |
706-4 |
662-2 |
|
| R3 |
699-2 |
685-4 |
656-4 |
|
| R2 |
678-2 |
678-2 |
654-5 |
|
| R1 |
664-4 |
664-4 |
652-5 |
660-7 |
| PP |
657-2 |
657-2 |
657-2 |
655-4 |
| S1 |
643-4 |
643-4 |
648-7 |
639-7 |
| S2 |
636-2 |
636-2 |
646-7 |
|
| S3 |
615-2 |
622-4 |
645-0 |
|
| S4 |
594-2 |
601-4 |
639-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
668-0 |
650-0 |
18-0 |
2.7% |
6-5 |
1.0% |
51% |
False |
False |
45,888 |
| 10 |
671-0 |
635-0 |
36-0 |
5.5% |
7-1 |
1.1% |
67% |
False |
False |
32,898 |
| 20 |
671-0 |
587-0 |
84-0 |
12.7% |
7-4 |
1.1% |
86% |
False |
False |
30,424 |
| 40 |
671-0 |
587-0 |
84-0 |
12.7% |
8-5 |
1.3% |
86% |
False |
False |
28,679 |
| 60 |
681-0 |
587-0 |
94-0 |
14.3% |
8-3 |
1.3% |
77% |
False |
False |
25,207 |
| 80 |
726-0 |
587-0 |
139-0 |
21.1% |
9-2 |
1.4% |
52% |
False |
False |
22,386 |
| 100 |
792-0 |
587-0 |
205-0 |
31.1% |
9-2 |
1.4% |
35% |
False |
False |
19,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-2 |
|
2.618 |
677-4 |
|
1.618 |
671-4 |
|
1.000 |
667-6 |
|
0.618 |
665-4 |
|
HIGH |
661-6 |
|
0.618 |
659-4 |
|
0.500 |
658-6 |
|
0.382 |
658-0 |
|
LOW |
655-6 |
|
0.618 |
652-0 |
|
1.000 |
649-6 |
|
1.618 |
646-0 |
|
2.618 |
640-0 |
|
4.250 |
630-2 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
659-1 |
658-7 |
| PP |
658-7 |
658-5 |
| S1 |
658-6 |
658-2 |
|