CME Pit-Traded Corn Future September 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 |
615-0 |
611-2 |
-3-6 |
-0.6% |
600-0 |
| High |
617-6 |
611-2 |
-6-4 |
-1.1% |
613-2 |
| Low |
615-0 |
603-2 |
-11-6 |
-1.9% |
600-0 |
| Close |
617-6 |
606-4 |
-11-2 |
-1.8% |
613-2 |
| Range |
2-6 |
8-0 |
5-2 |
190.9% |
13-2 |
| ATR |
6-3 |
7-0 |
0-5 |
9.0% |
0-0 |
| Volume |
6,421 |
4,073 |
-2,348 |
-36.6% |
10,341 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631-0 |
626-6 |
610-7 |
|
| R3 |
623-0 |
618-6 |
608-6 |
|
| R2 |
615-0 |
615-0 |
608-0 |
|
| R1 |
610-6 |
610-6 |
607-2 |
608-7 |
| PP |
607-0 |
607-0 |
607-0 |
606-0 |
| S1 |
602-6 |
602-6 |
605-6 |
600-7 |
| S2 |
599-0 |
599-0 |
605-0 |
|
| S3 |
591-0 |
594-6 |
604-2 |
|
| S4 |
583-0 |
586-6 |
602-1 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-5 |
644-1 |
620-4 |
|
| R3 |
635-3 |
630-7 |
616-7 |
|
| R2 |
622-1 |
622-1 |
615-5 |
|
| R1 |
617-5 |
617-5 |
614-4 |
619-7 |
| PP |
608-7 |
608-7 |
608-7 |
610-0 |
| S1 |
604-3 |
604-3 |
612-0 |
606-5 |
| S2 |
595-5 |
595-5 |
610-7 |
|
| S3 |
582-3 |
591-1 |
609-5 |
|
| S4 |
569-1 |
577-7 |
606-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645-2 |
|
2.618 |
632-2 |
|
1.618 |
624-2 |
|
1.000 |
619-2 |
|
0.618 |
616-2 |
|
HIGH |
611-2 |
|
0.618 |
608-2 |
|
0.500 |
607-2 |
|
0.382 |
606-2 |
|
LOW |
603-2 |
|
0.618 |
598-2 |
|
1.000 |
595-2 |
|
1.618 |
590-2 |
|
2.618 |
582-2 |
|
4.250 |
569-2 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
607-2 |
610-5 |
| PP |
607-0 |
609-2 |
| S1 |
606-6 |
607-7 |
|