CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
639-4 |
637-4 |
-2-0 |
-0.3% |
636-6 |
| High |
643-0 |
641-4 |
-1-4 |
-0.2% |
643-0 |
| Low |
633-4 |
634-6 |
1-2 |
0.2% |
625-4 |
| Close |
639-4 |
640-6 |
1-2 |
0.2% |
640-6 |
| Range |
9-4 |
6-6 |
-2-6 |
-28.9% |
17-4 |
| ATR |
11-4 |
11-1 |
-0-3 |
-3.0% |
0-0 |
| Volume |
142,369 |
109,944 |
-32,425 |
-22.8% |
606,455 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-2 |
656-6 |
644-4 |
|
| R3 |
652-4 |
650-0 |
642-5 |
|
| R2 |
645-6 |
645-6 |
642-0 |
|
| R1 |
643-2 |
643-2 |
641-3 |
644-4 |
| PP |
639-0 |
639-0 |
639-0 |
639-5 |
| S1 |
636-4 |
636-4 |
640-1 |
637-6 |
| S2 |
632-2 |
632-2 |
639-4 |
|
| S3 |
625-4 |
629-6 |
638-7 |
|
| S4 |
618-6 |
623-0 |
637-0 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-7 |
682-3 |
650-3 |
|
| R3 |
671-3 |
664-7 |
645-4 |
|
| R2 |
653-7 |
653-7 |
644-0 |
|
| R1 |
647-3 |
647-3 |
642-3 |
650-5 |
| PP |
636-3 |
636-3 |
636-3 |
638-0 |
| S1 |
629-7 |
629-7 |
639-1 |
633-1 |
| S2 |
618-7 |
618-7 |
637-4 |
|
| S3 |
601-3 |
612-3 |
636-0 |
|
| S4 |
583-7 |
594-7 |
631-1 |
|
|
| 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% |
9-2 |
1.4% |
74% |
False |
False |
151,029 |
| 10 |
646-0 |
625-4 |
20-4 |
3.2% |
9-5 |
1.5% |
74% |
False |
False |
168,564 |
| 20 |
652-0 |
625-4 |
26-4 |
4.1% |
9-4 |
1.5% |
58% |
False |
False |
171,188 |
| 40 |
664-0 |
592-4 |
71-4 |
11.2% |
9-5 |
1.5% |
67% |
False |
False |
158,969 |
| 60 |
664-0 |
560-0 |
104-0 |
16.2% |
10-4 |
1.6% |
78% |
False |
False |
150,001 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
71% |
False |
False |
139,717 |
| 100 |
674-0 |
560-0 |
114-0 |
17.8% |
11-1 |
1.7% |
71% |
False |
False |
121,279 |
| 120 |
776-4 |
560-0 |
216-4 |
33.8% |
11-6 |
1.8% |
37% |
False |
False |
107,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670-2 |
|
2.618 |
659-1 |
|
1.618 |
652-3 |
|
1.000 |
648-2 |
|
0.618 |
645-5 |
|
HIGH |
641-4 |
|
0.618 |
638-7 |
|
0.500 |
638-1 |
|
0.382 |
637-3 |
|
LOW |
634-6 |
|
0.618 |
630-5 |
|
1.000 |
628-0 |
|
1.618 |
623-7 |
|
2.618 |
617-1 |
|
4.250 |
606-0 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
639-7 |
639-1 |
| PP |
639-0 |
637-3 |
| S1 |
638-1 |
635-6 |
|