CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
611-4 |
624-0 |
12-4 |
2.0% |
616-0 |
| High |
618-4 |
626-0 |
7-4 |
1.2% |
618-4 |
| Low |
610-4 |
620-0 |
9-4 |
1.6% |
599-2 |
| Close |
616-6 |
625-6 |
9-0 |
1.5% |
616-6 |
| Range |
8-0 |
6-0 |
-2-0 |
-25.0% |
19-2 |
| ATR |
12-0 |
11-6 |
-0-2 |
-1.6% |
0-0 |
| Volume |
79,567 |
36,630 |
-42,937 |
-54.0% |
233,963 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641-7 |
639-7 |
629-0 |
|
| R3 |
635-7 |
633-7 |
627-3 |
|
| R2 |
629-7 |
629-7 |
626-7 |
|
| R1 |
627-7 |
627-7 |
626-2 |
628-7 |
| PP |
623-7 |
623-7 |
623-7 |
624-4 |
| S1 |
621-7 |
621-7 |
625-2 |
622-7 |
| S2 |
617-7 |
617-7 |
624-5 |
|
| S3 |
611-7 |
615-7 |
624-1 |
|
| S4 |
605-7 |
609-7 |
622-4 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-2 |
662-2 |
627-3 |
|
| R3 |
650-0 |
643-0 |
622-0 |
|
| R2 |
630-6 |
630-6 |
620-2 |
|
| R1 |
623-6 |
623-6 |
618-4 |
627-2 |
| PP |
611-4 |
611-4 |
611-4 |
613-2 |
| S1 |
604-4 |
604-4 |
615-0 |
608-0 |
| S2 |
592-2 |
592-2 |
613-2 |
|
| S3 |
573-0 |
585-2 |
611-4 |
|
| S4 |
553-6 |
566-0 |
606-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
626-0 |
599-2 |
26-6 |
4.3% |
7-4 |
1.2% |
99% |
True |
False |
54,118 |
| 10 |
666-0 |
599-2 |
66-6 |
10.7% |
7-2 |
1.2% |
40% |
False |
False |
51,354 |
| 20 |
671-0 |
599-2 |
71-6 |
11.5% |
7-1 |
1.1% |
37% |
False |
False |
40,011 |
| 40 |
671-0 |
587-0 |
84-0 |
13.4% |
8-2 |
1.3% |
46% |
False |
False |
34,101 |
| 60 |
681-0 |
587-0 |
94-0 |
15.0% |
8-4 |
1.4% |
41% |
False |
False |
30,487 |
| 80 |
681-0 |
587-0 |
94-0 |
15.0% |
8-7 |
1.4% |
41% |
False |
False |
26,665 |
| 100 |
792-0 |
587-0 |
205-0 |
32.8% |
9-2 |
1.5% |
19% |
False |
False |
23,323 |
| 120 |
792-0 |
587-0 |
205-0 |
32.8% |
8-6 |
1.4% |
19% |
False |
False |
20,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-4 |
|
2.618 |
641-6 |
|
1.618 |
635-6 |
|
1.000 |
632-0 |
|
0.618 |
629-6 |
|
HIGH |
626-0 |
|
0.618 |
623-6 |
|
0.500 |
623-0 |
|
0.382 |
622-2 |
|
LOW |
620-0 |
|
0.618 |
616-2 |
|
1.000 |
614-0 |
|
1.618 |
610-2 |
|
2.618 |
604-2 |
|
4.250 |
594-4 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
624-7 |
622-1 |
| PP |
623-7 |
618-5 |
| S1 |
623-0 |
615-0 |
|