CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
649-4 |
636-4 |
-13-0 |
-2.0% |
620-0 |
| High |
649-4 |
646-4 |
-3-0 |
-0.5% |
645-4 |
| Low |
639-6 |
636-0 |
-3-6 |
-0.6% |
612-0 |
| Close |
642-0 |
643-0 |
1-0 |
0.2% |
641-6 |
| Range |
9-6 |
10-4 |
0-6 |
7.7% |
33-4 |
| ATR |
12-5 |
12-4 |
-0-1 |
-1.2% |
0-0 |
| Volume |
164,966 |
165,558 |
592 |
0.4% |
750,613 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-3 |
668-5 |
648-6 |
|
| R3 |
662-7 |
658-1 |
645-7 |
|
| R2 |
652-3 |
652-3 |
644-7 |
|
| R1 |
647-5 |
647-5 |
644-0 |
650-0 |
| PP |
641-7 |
641-7 |
641-7 |
643-0 |
| S1 |
637-1 |
637-1 |
642-0 |
639-4 |
| S2 |
631-3 |
631-3 |
641-1 |
|
| S3 |
620-7 |
626-5 |
640-1 |
|
| S4 |
610-3 |
616-1 |
637-2 |
|
|
| 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% |
8-5 |
1.3% |
70% |
False |
False |
166,532 |
| 10 |
649-4 |
601-2 |
48-2 |
7.5% |
10-5 |
1.7% |
87% |
False |
False |
158,523 |
| 20 |
662-4 |
592-4 |
70-0 |
10.9% |
9-6 |
1.5% |
72% |
False |
False |
158,265 |
| 40 |
664-0 |
560-0 |
104-0 |
16.2% |
10-4 |
1.6% |
80% |
False |
False |
139,938 |
| 60 |
674-0 |
560-0 |
114-0 |
17.7% |
10-7 |
1.7% |
73% |
False |
False |
137,836 |
| 80 |
674-0 |
560-0 |
114-0 |
17.7% |
11-4 |
1.8% |
73% |
False |
False |
116,233 |
| 100 |
760-0 |
560-0 |
200-0 |
31.1% |
11-7 |
1.8% |
42% |
False |
False |
100,954 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-6 |
1.8% |
36% |
False |
False |
88,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691-1 |
|
2.618 |
674-0 |
|
1.618 |
663-4 |
|
1.000 |
657-0 |
|
0.618 |
653-0 |
|
HIGH |
646-4 |
|
0.618 |
642-4 |
|
0.500 |
641-2 |
|
0.382 |
640-0 |
|
LOW |
636-0 |
|
0.618 |
629-4 |
|
1.000 |
625-4 |
|
1.618 |
619-0 |
|
2.618 |
608-4 |
|
4.250 |
591-3 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-3 |
642-2 |
| PP |
641-7 |
641-3 |
| S1 |
641-2 |
640-5 |
|