CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
628-4 |
639-4 |
11-0 |
1.8% |
636-4 |
| High |
639-0 |
643-0 |
4-0 |
0.6% |
646-0 |
| Low |
628-4 |
633-4 |
5-0 |
0.8% |
625-4 |
| Close |
638-2 |
639-4 |
1-2 |
0.2% |
641-6 |
| Range |
10-4 |
9-4 |
-1-0 |
-9.5% |
20-4 |
| ATR |
11-5 |
11-4 |
-0-1 |
-1.3% |
0-0 |
| Volume |
154,805 |
142,369 |
-12,436 |
-8.0% |
914,701 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-1 |
662-7 |
644-6 |
|
| R3 |
657-5 |
653-3 |
642-1 |
|
| R2 |
648-1 |
648-1 |
641-2 |
|
| R1 |
643-7 |
643-7 |
640-3 |
644-2 |
| PP |
638-5 |
638-5 |
638-5 |
638-7 |
| S1 |
634-3 |
634-3 |
638-5 |
634-6 |
| S2 |
629-1 |
629-1 |
637-6 |
|
| S3 |
619-5 |
624-7 |
636-7 |
|
| S4 |
610-1 |
615-3 |
634-2 |
|
|
| 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 |
3.2% |
10-0 |
1.6% |
68% |
False |
False |
165,925 |
| 10 |
652-0 |
625-4 |
26-4 |
4.1% |
10-7 |
1.7% |
53% |
False |
False |
183,097 |
| 20 |
652-0 |
625-4 |
26-4 |
4.1% |
9-6 |
1.5% |
53% |
False |
False |
175,313 |
| 40 |
664-0 |
592-4 |
71-4 |
11.2% |
9-6 |
1.5% |
66% |
False |
False |
158,507 |
| 60 |
664-0 |
560-0 |
104-0 |
16.3% |
10-4 |
1.6% |
76% |
False |
False |
149,848 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
70% |
False |
False |
138,937 |
| 100 |
674-0 |
560-0 |
114-0 |
17.8% |
11-2 |
1.8% |
70% |
False |
False |
120,514 |
| 120 |
776-4 |
560-0 |
216-4 |
33.9% |
11-7 |
1.9% |
37% |
False |
False |
106,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-3 |
|
2.618 |
667-7 |
|
1.618 |
658-3 |
|
1.000 |
652-4 |
|
0.618 |
648-7 |
|
HIGH |
643-0 |
|
0.618 |
639-3 |
|
0.500 |
638-2 |
|
0.382 |
637-1 |
|
LOW |
633-4 |
|
0.618 |
627-5 |
|
1.000 |
624-0 |
|
1.618 |
618-1 |
|
2.618 |
608-5 |
|
4.250 |
593-1 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
639-1 |
637-6 |
| PP |
638-5 |
636-0 |
| S1 |
638-2 |
634-2 |
|