CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
655-4 |
642-4 |
-13-0 |
-2.0% |
624-0 |
| High |
655-4 |
652-2 |
-3-2 |
-0.5% |
650-0 |
| Low |
646-4 |
642-0 |
-4-4 |
-0.7% |
620-0 |
| Close |
648-2 |
649-4 |
1-2 |
0.2% |
647-4 |
| Range |
9-0 |
10-2 |
1-2 |
13.9% |
30-0 |
| ATR |
11-3 |
11-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
79,864 |
48,606 |
-31,258 |
-39.1% |
242,189 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-5 |
674-3 |
655-1 |
|
| R3 |
668-3 |
664-1 |
652-3 |
|
| R2 |
658-1 |
658-1 |
651-3 |
|
| R1 |
653-7 |
653-7 |
650-4 |
656-0 |
| PP |
647-7 |
647-7 |
647-7 |
649-0 |
| S1 |
643-5 |
643-5 |
648-4 |
645-6 |
| S2 |
637-5 |
637-5 |
647-5 |
|
| S3 |
627-3 |
633-3 |
646-5 |
|
| S4 |
617-1 |
623-1 |
643-7 |
|
|
| 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% |
71% |
False |
False |
49,943 |
| 10 |
655-4 |
610-4 |
45-0 |
6.9% |
9-0 |
1.4% |
87% |
False |
False |
52,113 |
| 20 |
666-0 |
599-2 |
66-6 |
10.3% |
8-2 |
1.3% |
75% |
False |
False |
51,067 |
| 40 |
671-0 |
587-0 |
84-0 |
12.9% |
8-2 |
1.3% |
74% |
False |
False |
39,219 |
| 60 |
681-0 |
587-0 |
94-0 |
14.5% |
8-4 |
1.3% |
66% |
False |
False |
35,302 |
| 80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-6 |
1.3% |
66% |
False |
False |
30,176 |
| 100 |
766-0 |
587-0 |
179-0 |
27.6% |
9-1 |
1.4% |
35% |
False |
False |
26,687 |
| 120 |
792-0 |
587-0 |
205-0 |
31.6% |
8-7 |
1.4% |
30% |
False |
False |
23,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
695-6 |
|
2.618 |
679-1 |
|
1.618 |
668-7 |
|
1.000 |
662-4 |
|
0.618 |
658-5 |
|
HIGH |
652-2 |
|
0.618 |
648-3 |
|
0.500 |
647-1 |
|
0.382 |
645-7 |
|
LOW |
642-0 |
|
0.618 |
635-5 |
|
1.000 |
631-6 |
|
1.618 |
625-3 |
|
2.618 |
615-1 |
|
4.250 |
598-4 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
648-6 |
648-6 |
| PP |
647-7 |
648-0 |
| S1 |
647-1 |
647-2 |
|