CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
642-0 |
647-0 |
5-0 |
0.8% |
633-4 |
| High |
643-2 |
648-4 |
5-2 |
0.8% |
649-4 |
| Low |
639-4 |
633-0 |
-6-4 |
-1.0% |
628-0 |
| Close |
642-2 |
642-4 |
0-2 |
0.0% |
644-4 |
| Range |
3-6 |
15-4 |
11-6 |
313.3% |
21-4 |
| ATR |
11-1 |
11-3 |
0-3 |
2.8% |
0-0 |
| Volume |
168,895 |
228,857 |
59,962 |
35.5% |
817,662 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687-7 |
680-5 |
651-0 |
|
| R3 |
672-3 |
665-1 |
646-6 |
|
| R2 |
656-7 |
656-7 |
645-3 |
|
| R1 |
649-5 |
649-5 |
643-7 |
645-4 |
| PP |
641-3 |
641-3 |
641-3 |
639-2 |
| S1 |
634-1 |
634-1 |
641-1 |
630-0 |
| S2 |
625-7 |
625-7 |
639-5 |
|
| S3 |
610-3 |
618-5 |
638-2 |
|
| S4 |
594-7 |
603-1 |
634-0 |
|
|
| 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 |
648-4 |
633-0 |
15-4 |
2.4% |
8-3 |
1.3% |
61% |
True |
True |
163,150 |
| 10 |
649-4 |
628-0 |
21-4 |
3.3% |
8-5 |
1.4% |
67% |
False |
False |
167,530 |
| 20 |
654-0 |
592-4 |
61-4 |
9.6% |
9-3 |
1.5% |
81% |
False |
False |
158,176 |
| 40 |
664-0 |
576-4 |
87-4 |
13.6% |
9-3 |
1.5% |
75% |
False |
False |
141,796 |
| 60 |
664-0 |
560-0 |
104-0 |
16.2% |
10-6 |
1.7% |
79% |
False |
False |
140,276 |
| 80 |
674-0 |
560-0 |
114-0 |
17.7% |
10-7 |
1.7% |
72% |
False |
False |
122,238 |
| 100 |
718-0 |
560-0 |
158-0 |
24.6% |
11-4 |
1.8% |
52% |
False |
False |
105,858 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-6 |
1.8% |
36% |
False |
False |
92,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714-3 |
|
2.618 |
689-1 |
|
1.618 |
673-5 |
|
1.000 |
664-0 |
|
0.618 |
658-1 |
|
HIGH |
648-4 |
|
0.618 |
642-5 |
|
0.500 |
640-6 |
|
0.382 |
638-7 |
|
LOW |
633-0 |
|
0.618 |
623-3 |
|
1.000 |
617-4 |
|
1.618 |
607-7 |
|
2.618 |
592-3 |
|
4.250 |
567-1 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
641-7 |
641-7 |
| PP |
641-3 |
641-3 |
| S1 |
640-6 |
640-6 |
|