CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
640-6 |
649-4 |
8-6 |
1.4% |
620-0 |
| High |
641-4 |
649-4 |
8-0 |
1.2% |
645-4 |
| Low |
631-6 |
639-6 |
8-0 |
1.3% |
612-0 |
| Close |
639-0 |
642-0 |
3-0 |
0.5% |
641-6 |
| Range |
9-6 |
9-6 |
0-0 |
0.0% |
33-4 |
| ATR |
12-7 |
12-5 |
-0-1 |
-1.3% |
0-0 |
| Volume |
211,057 |
164,966 |
-46,091 |
-21.8% |
750,613 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-0 |
667-2 |
647-3 |
|
| R3 |
663-2 |
657-4 |
644-5 |
|
| R2 |
653-4 |
653-4 |
643-6 |
|
| R1 |
647-6 |
647-6 |
642-7 |
645-6 |
| PP |
643-6 |
643-6 |
643-6 |
642-6 |
| S1 |
638-0 |
638-0 |
641-1 |
636-0 |
| S2 |
634-0 |
634-0 |
640-2 |
|
| S3 |
624-2 |
628-2 |
639-3 |
|
| S4 |
614-4 |
618-4 |
636-5 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733-5 |
721-1 |
660-1 |
|
| R3 |
700-1 |
687-5 |
651-0 |
|
| R2 |
666-5 |
666-5 |
647-7 |
|
| R1 |
654-1 |
654-1 |
644-7 |
660-3 |
| PP |
633-1 |
633-1 |
633-1 |
636-2 |
| S1 |
620-5 |
620-5 |
638-5 |
626-7 |
| S2 |
599-5 |
599-5 |
635-5 |
|
| S3 |
566-1 |
587-1 |
632-4 |
|
| S4 |
532-5 |
553-5 |
623-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-4 |
628-0 |
21-4 |
3.3% |
9-0 |
1.4% |
65% |
True |
False |
171,909 |
| 10 |
649-4 |
596-0 |
53-4 |
8.3% |
10-6 |
1.7% |
86% |
True |
False |
160,536 |
| 20 |
662-4 |
592-4 |
70-0 |
10.9% |
9-4 |
1.5% |
71% |
False |
False |
156,907 |
| 40 |
664-0 |
560-0 |
104-0 |
16.2% |
10-4 |
1.6% |
79% |
False |
False |
138,965 |
| 60 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
72% |
False |
False |
135,990 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
11-3 |
1.8% |
72% |
False |
False |
114,634 |
| 100 |
760-0 |
560-0 |
200-0 |
31.2% |
11-7 |
1.8% |
41% |
False |
False |
99,741 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-6 |
1.8% |
36% |
False |
False |
87,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691-0 |
|
2.618 |
675-0 |
|
1.618 |
665-2 |
|
1.000 |
659-2 |
|
0.618 |
655-4 |
|
HIGH |
649-4 |
|
0.618 |
645-6 |
|
0.500 |
644-5 |
|
0.382 |
643-4 |
|
LOW |
639-6 |
|
0.618 |
633-6 |
|
1.000 |
630-0 |
|
1.618 |
624-0 |
|
2.618 |
614-2 |
|
4.250 |
598-2 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
644-5 |
640-7 |
| PP |
643-6 |
639-7 |
| S1 |
642-7 |
638-6 |
|