CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
616-0 |
607-0 |
-9-0 |
-1.5% |
660-0 |
| High |
616-0 |
607-0 |
-9-0 |
-1.5% |
666-0 |
| Low |
609-2 |
599-2 |
-10-0 |
-1.6% |
605-4 |
| Close |
610-6 |
600-2 |
-10-4 |
-1.7% |
606-4 |
| Range |
6-6 |
7-6 |
1-0 |
14.8% |
60-4 |
| ATR |
12-2 |
12-2 |
0-0 |
-0.5% |
0-0 |
| Volume |
34,621 |
54,983 |
20,362 |
58.8% |
242,948 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-3 |
620-5 |
604-4 |
|
| R3 |
617-5 |
612-7 |
602-3 |
|
| R2 |
609-7 |
609-7 |
601-5 |
|
| R1 |
605-1 |
605-1 |
601-0 |
603-5 |
| PP |
602-1 |
602-1 |
602-1 |
601-4 |
| S1 |
597-3 |
597-3 |
599-4 |
595-7 |
| S2 |
594-3 |
594-3 |
598-7 |
|
| S3 |
586-5 |
589-5 |
598-1 |
|
| S4 |
578-7 |
581-7 |
596-0 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807-4 |
767-4 |
639-6 |
|
| R3 |
747-0 |
707-0 |
623-1 |
|
| R2 |
686-4 |
686-4 |
617-5 |
|
| R1 |
646-4 |
646-4 |
612-0 |
636-2 |
| PP |
626-0 |
626-0 |
626-0 |
620-7 |
| S1 |
586-0 |
586-0 |
601-0 |
575-6 |
| S2 |
565-4 |
565-4 |
595-3 |
|
| S3 |
505-0 |
525-4 |
589-7 |
|
| S4 |
444-4 |
465-0 |
573-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
661-0 |
599-2 |
61-6 |
10.3% |
7-3 |
1.2% |
2% |
False |
True |
49,748 |
| 10 |
668-0 |
599-2 |
68-6 |
11.5% |
7-0 |
1.2% |
1% |
False |
True |
47,818 |
| 20 |
671-0 |
599-2 |
71-6 |
12.0% |
7-4 |
1.2% |
1% |
False |
True |
35,564 |
| 40 |
671-0 |
587-0 |
84-0 |
14.0% |
8-1 |
1.4% |
16% |
False |
False |
31,482 |
| 60 |
681-0 |
587-0 |
94-0 |
15.7% |
8-3 |
1.4% |
14% |
False |
False |
28,124 |
| 80 |
684-4 |
587-0 |
97-4 |
16.2% |
9-0 |
1.5% |
14% |
False |
False |
24,843 |
| 100 |
792-0 |
587-0 |
205-0 |
34.2% |
9-3 |
1.6% |
6% |
False |
False |
21,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
640-0 |
|
2.618 |
627-2 |
|
1.618 |
619-4 |
|
1.000 |
614-6 |
|
0.618 |
611-6 |
|
HIGH |
607-0 |
|
0.618 |
604-0 |
|
0.500 |
603-1 |
|
0.382 |
602-2 |
|
LOW |
599-2 |
|
0.618 |
594-4 |
|
1.000 |
591-4 |
|
1.618 |
586-6 |
|
2.618 |
579-0 |
|
4.250 |
566-2 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
603-1 |
607-7 |
| PP |
602-1 |
605-3 |
| S1 |
601-2 |
602-6 |
|