CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
636-4 |
649-0 |
12-4 |
2.0% |
616-0 |
| High |
641-0 |
650-0 |
9-0 |
1.4% |
618-4 |
| Low |
632-0 |
639-2 |
7-2 |
1.1% |
599-2 |
| Close |
640-2 |
640-0 |
-0-2 |
0.0% |
616-6 |
| Range |
9-0 |
10-6 |
1-6 |
19.4% |
19-2 |
| ATR |
12-0 |
11-7 |
-0-1 |
-0.7% |
0-0 |
| Volume |
58,919 |
60,449 |
1,530 |
2.6% |
233,963 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-3 |
668-3 |
645-7 |
|
| R3 |
664-5 |
657-5 |
643-0 |
|
| R2 |
653-7 |
653-7 |
642-0 |
|
| R1 |
646-7 |
646-7 |
641-0 |
645-0 |
| PP |
643-1 |
643-1 |
643-1 |
642-1 |
| S1 |
636-1 |
636-1 |
639-0 |
634-2 |
| S2 |
632-3 |
632-3 |
638-0 |
|
| S3 |
621-5 |
625-3 |
637-0 |
|
| S4 |
610-7 |
614-5 |
634-1 |
|
|
| 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 |
650-0 |
610-4 |
39-4 |
6.2% |
10-2 |
1.6% |
75% |
True |
False |
54,283 |
| 10 |
650-0 |
599-2 |
50-6 |
7.9% |
9-0 |
1.4% |
80% |
True |
False |
54,780 |
| 20 |
671-0 |
599-2 |
71-6 |
11.2% |
8-0 |
1.2% |
57% |
False |
False |
44,970 |
| 40 |
671-0 |
587-0 |
84-0 |
13.1% |
8-5 |
1.4% |
63% |
False |
False |
36,317 |
| 60 |
681-0 |
587-0 |
94-0 |
14.7% |
8-6 |
1.4% |
56% |
False |
False |
32,553 |
| 80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-7 |
1.4% |
56% |
False |
False |
28,067 |
| 100 |
780-4 |
587-0 |
193-4 |
30.2% |
9-2 |
1.4% |
27% |
False |
False |
24,687 |
| 120 |
792-0 |
587-0 |
205-0 |
32.0% |
8-6 |
1.4% |
26% |
False |
False |
21,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
695-6 |
|
2.618 |
678-1 |
|
1.618 |
667-3 |
|
1.000 |
660-6 |
|
0.618 |
656-5 |
|
HIGH |
650-0 |
|
0.618 |
645-7 |
|
0.500 |
644-5 |
|
0.382 |
643-3 |
|
LOW |
639-2 |
|
0.618 |
632-5 |
|
1.000 |
628-4 |
|
1.618 |
621-7 |
|
2.618 |
611-1 |
|
4.250 |
593-4 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
644-5 |
638-6 |
| PP |
643-1 |
637-4 |
| S1 |
641-4 |
636-2 |
|