CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
645-0 |
644-6 |
-0-2 |
0.0% |
633-4 |
| High |
645-4 |
645-0 |
-0-4 |
-0.1% |
649-4 |
| Low |
638-4 |
640-0 |
1-4 |
0.2% |
628-0 |
| Close |
644-4 |
644-2 |
-0-2 |
0.0% |
644-4 |
| Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
21-4 |
| ATR |
12-1 |
11-5 |
-0-4 |
-4.2% |
0-0 |
| Volume |
127,505 |
124,938 |
-2,567 |
-2.0% |
817,662 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-1 |
656-1 |
647-0 |
|
| R3 |
653-1 |
651-1 |
645-5 |
|
| R2 |
648-1 |
648-1 |
645-1 |
|
| R1 |
646-1 |
646-1 |
644-6 |
644-5 |
| PP |
643-1 |
643-1 |
643-1 |
642-2 |
| S1 |
641-1 |
641-1 |
643-6 |
639-5 |
| S2 |
638-1 |
638-1 |
643-3 |
|
| S3 |
633-1 |
636-1 |
642-7 |
|
| S4 |
628-1 |
631-1 |
641-4 |
|
|
| 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 |
631-6 |
17-6 |
2.8% |
8-3 |
1.3% |
70% |
False |
False |
158,804 |
| 10 |
649-4 |
617-0 |
32-4 |
5.0% |
9-6 |
1.5% |
84% |
False |
False |
152,950 |
| 20 |
662-4 |
592-4 |
70-0 |
10.9% |
9-3 |
1.5% |
74% |
False |
False |
154,557 |
| 40 |
664-0 |
560-0 |
104-0 |
16.1% |
10-2 |
1.6% |
81% |
False |
False |
139,233 |
| 60 |
668-4 |
560-0 |
108-4 |
16.8% |
10-7 |
1.7% |
78% |
False |
False |
138,967 |
| 80 |
674-0 |
560-0 |
114-0 |
17.7% |
11-0 |
1.7% |
74% |
False |
False |
118,654 |
| 100 |
740-0 |
560-0 |
180-0 |
27.9% |
11-5 |
1.8% |
47% |
False |
False |
102,659 |
| 120 |
788-0 |
560-0 |
228-0 |
35.4% |
11-6 |
1.8% |
37% |
False |
False |
89,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666-2 |
|
2.618 |
658-1 |
|
1.618 |
653-1 |
|
1.000 |
650-0 |
|
0.618 |
648-1 |
|
HIGH |
645-0 |
|
0.618 |
643-1 |
|
0.500 |
642-4 |
|
0.382 |
641-7 |
|
LOW |
640-0 |
|
0.618 |
636-7 |
|
1.000 |
635-0 |
|
1.618 |
631-7 |
|
2.618 |
626-7 |
|
4.250 |
618-6 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
643-5 |
643-2 |
| PP |
643-1 |
642-2 |
| S1 |
642-4 |
641-2 |
|