CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
636-4 |
645-0 |
8-4 |
1.3% |
633-4 |
| High |
646-4 |
645-4 |
-1-0 |
-0.2% |
649-4 |
| Low |
636-0 |
638-4 |
2-4 |
0.4% |
628-0 |
| Close |
643-0 |
644-4 |
1-4 |
0.2% |
644-4 |
| Range |
10-4 |
7-0 |
-3-4 |
-33.3% |
21-4 |
| ATR |
12-4 |
12-1 |
-0-3 |
-3.1% |
0-0 |
| Volume |
165,558 |
127,505 |
-38,053 |
-23.0% |
817,662 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-7 |
661-1 |
648-3 |
|
| R3 |
656-7 |
654-1 |
646-3 |
|
| R2 |
649-7 |
649-7 |
645-6 |
|
| R1 |
647-1 |
647-1 |
645-1 |
645-0 |
| PP |
642-7 |
642-7 |
642-7 |
641-6 |
| S1 |
640-1 |
640-1 |
643-7 |
638-0 |
| S2 |
635-7 |
635-7 |
643-2 |
|
| S3 |
628-7 |
633-1 |
642-5 |
|
| S4 |
621-7 |
626-1 |
640-5 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-1 |
696-3 |
656-3 |
|
| R3 |
683-5 |
674-7 |
650-3 |
|
| R2 |
662-1 |
662-1 |
648-4 |
|
| R1 |
653-3 |
653-3 |
646-4 |
657-6 |
| PP |
640-5 |
640-5 |
640-5 |
642-7 |
| S1 |
631-7 |
631-7 |
642-4 |
636-2 |
| S2 |
619-1 |
619-1 |
640-4 |
|
| S3 |
597-5 |
610-3 |
638-5 |
|
| S4 |
576-1 |
588-7 |
632-5 |
|
|
| 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% |
8-6 |
1.3% |
77% |
False |
False |
163,532 |
| 10 |
649-4 |
612-0 |
37-4 |
5.8% |
10-1 |
1.6% |
87% |
False |
False |
156,827 |
| 20 |
662-4 |
592-4 |
70-0 |
10.9% |
9-4 |
1.5% |
74% |
False |
False |
155,310 |
| 40 |
664-0 |
560-0 |
104-0 |
16.1% |
10-2 |
1.6% |
81% |
False |
False |
138,854 |
| 60 |
674-0 |
560-0 |
114-0 |
17.7% |
10-7 |
1.7% |
74% |
False |
False |
138,776 |
| 80 |
674-0 |
560-0 |
114-0 |
17.7% |
11-3 |
1.8% |
74% |
False |
False |
117,609 |
| 100 |
754-0 |
560-0 |
194-0 |
30.1% |
11-6 |
1.8% |
44% |
False |
False |
101,790 |
| 120 |
788-0 |
560-0 |
228-0 |
35.4% |
11-6 |
1.8% |
37% |
False |
False |
89,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675-2 |
|
2.618 |
663-7 |
|
1.618 |
656-7 |
|
1.000 |
652-4 |
|
0.618 |
649-7 |
|
HIGH |
645-4 |
|
0.618 |
642-7 |
|
0.500 |
642-0 |
|
0.382 |
641-1 |
|
LOW |
638-4 |
|
0.618 |
634-1 |
|
1.000 |
631-4 |
|
1.618 |
627-1 |
|
2.618 |
620-1 |
|
4.250 |
608-6 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
643-5 |
643-7 |
| PP |
642-7 |
643-3 |
| S1 |
642-0 |
642-6 |
|