CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
646-4 |
655-4 |
9-0 |
1.4% |
624-0 |
| High |
646-6 |
655-4 |
8-6 |
1.4% |
650-0 |
| Low |
639-0 |
646-4 |
7-4 |
1.2% |
620-0 |
| Close |
645-2 |
648-2 |
3-0 |
0.5% |
647-4 |
| Range |
7-6 |
9-0 |
1-2 |
16.1% |
30-0 |
| ATR |
11-4 |
11-3 |
-0-1 |
-0.8% |
0-0 |
| Volume |
40,679 |
79,864 |
39,185 |
96.3% |
242,189 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-1 |
671-5 |
653-2 |
|
| R3 |
668-1 |
662-5 |
650-6 |
|
| R2 |
659-1 |
659-1 |
649-7 |
|
| R1 |
653-5 |
653-5 |
649-1 |
651-7 |
| PP |
650-1 |
650-1 |
650-1 |
649-2 |
| S1 |
644-5 |
644-5 |
647-3 |
642-7 |
| S2 |
641-1 |
641-1 |
646-5 |
|
| S3 |
632-1 |
635-5 |
645-6 |
|
| S4 |
623-1 |
626-5 |
643-2 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-1 |
718-3 |
664-0 |
|
| R3 |
699-1 |
688-3 |
655-6 |
|
| R2 |
669-1 |
669-1 |
653-0 |
|
| R1 |
658-3 |
658-3 |
650-2 |
663-6 |
| PP |
639-1 |
639-1 |
639-1 |
641-7 |
| S1 |
628-3 |
628-3 |
644-6 |
633-6 |
| S2 |
609-1 |
609-1 |
642-0 |
|
| S3 |
579-1 |
598-3 |
639-2 |
|
| S4 |
549-1 |
568-3 |
631-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655-4 |
635-0 |
20-4 |
3.2% |
7-6 |
1.2% |
65% |
True |
False |
52,311 |
| 10 |
655-4 |
604-0 |
51-4 |
7.9% |
8-7 |
1.4% |
86% |
True |
False |
53,731 |
| 20 |
668-0 |
599-2 |
68-6 |
10.6% |
7-7 |
1.2% |
71% |
False |
False |
50,775 |
| 40 |
671-0 |
587-0 |
84-0 |
13.0% |
8-2 |
1.3% |
73% |
False |
False |
38,532 |
| 60 |
681-0 |
587-0 |
94-0 |
14.5% |
8-3 |
1.3% |
65% |
False |
False |
34,760 |
| 80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-5 |
1.3% |
65% |
False |
False |
29,751 |
| 100 |
766-0 |
587-0 |
179-0 |
27.6% |
9-1 |
1.4% |
34% |
False |
False |
26,308 |
| 120 |
792-0 |
587-0 |
205-0 |
31.6% |
8-7 |
1.4% |
30% |
False |
False |
22,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-6 |
|
2.618 |
679-0 |
|
1.618 |
670-0 |
|
1.000 |
664-4 |
|
0.618 |
661-0 |
|
HIGH |
655-4 |
|
0.618 |
652-0 |
|
0.500 |
651-0 |
|
0.382 |
650-0 |
|
LOW |
646-4 |
|
0.618 |
641-0 |
|
1.000 |
637-4 |
|
1.618 |
632-0 |
|
2.618 |
623-0 |
|
4.250 |
608-2 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
651-0 |
647-2 |
| PP |
650-1 |
646-2 |
| S1 |
649-1 |
645-2 |
|