CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
641-4 |
636-6 |
-4-6 |
-0.7% |
636-4 |
| High |
646-0 |
636-6 |
-9-2 |
-1.4% |
646-0 |
| Low |
638-0 |
625-4 |
-12-4 |
-2.0% |
625-4 |
| Close |
641-6 |
629-4 |
-12-2 |
-1.9% |
641-6 |
| Range |
8-0 |
11-2 |
3-2 |
40.6% |
20-4 |
| ATR |
11-3 |
11-6 |
0-3 |
3.0% |
0-0 |
| Volume |
148,691 |
199,337 |
50,646 |
34.1% |
914,701 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-3 |
658-1 |
635-6 |
|
| R3 |
653-1 |
646-7 |
632-5 |
|
| R2 |
641-7 |
641-7 |
631-4 |
|
| R1 |
635-5 |
635-5 |
630-4 |
633-1 |
| PP |
630-5 |
630-5 |
630-5 |
629-2 |
| S1 |
624-3 |
624-3 |
628-4 |
621-7 |
| S2 |
619-3 |
619-3 |
627-4 |
|
| S3 |
608-1 |
613-1 |
626-3 |
|
| S4 |
596-7 |
601-7 |
623-2 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-2 |
691-0 |
653-0 |
|
| R3 |
678-6 |
670-4 |
647-3 |
|
| R2 |
658-2 |
658-2 |
645-4 |
|
| R1 |
650-0 |
650-0 |
643-5 |
654-1 |
| PP |
637-6 |
637-6 |
637-6 |
639-6 |
| S1 |
629-4 |
629-4 |
639-7 |
633-5 |
| S2 |
617-2 |
617-2 |
638-0 |
|
| S3 |
596-6 |
609-0 |
636-1 |
|
| S4 |
576-2 |
588-4 |
630-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
646-0 |
625-4 |
20-4 |
3.3% |
10-1 |
1.6% |
20% |
False |
True |
178,582 |
| 10 |
652-0 |
625-4 |
26-4 |
4.2% |
10-6 |
1.7% |
15% |
False |
True |
193,155 |
| 20 |
652-0 |
617-0 |
35-0 |
5.6% |
10-2 |
1.6% |
36% |
False |
False |
173,052 |
| 40 |
664-0 |
592-4 |
71-4 |
11.4% |
9-5 |
1.5% |
52% |
False |
False |
155,864 |
| 60 |
664-0 |
560-0 |
104-0 |
16.5% |
10-4 |
1.7% |
67% |
False |
False |
149,597 |
| 80 |
674-0 |
560-0 |
114-0 |
18.1% |
11-0 |
1.7% |
61% |
False |
False |
136,495 |
| 100 |
674-0 |
560-0 |
114-0 |
18.1% |
11-2 |
1.8% |
61% |
False |
False |
118,410 |
| 120 |
788-0 |
560-0 |
228-0 |
36.2% |
11-7 |
1.9% |
30% |
False |
False |
104,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-4 |
|
2.618 |
666-2 |
|
1.618 |
655-0 |
|
1.000 |
648-0 |
|
0.618 |
643-6 |
|
HIGH |
636-6 |
|
0.618 |
632-4 |
|
0.500 |
631-1 |
|
0.382 |
629-6 |
|
LOW |
625-4 |
|
0.618 |
618-4 |
|
1.000 |
614-2 |
|
1.618 |
607-2 |
|
2.618 |
596-0 |
|
4.250 |
577-6 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
631-1 |
635-6 |
| PP |
630-5 |
633-5 |
| S1 |
630-0 |
631-5 |
|