CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
642-4 |
650-4 |
8-0 |
1.2% |
639-4 |
High |
652-2 |
651-2 |
-1-0 |
-0.2% |
655-4 |
Low |
642-0 |
646-4 |
4-4 |
0.7% |
635-0 |
Close |
649-4 |
650-6 |
1-2 |
0.2% |
650-6 |
Range |
10-2 |
4-6 |
-5-4 |
-53.7% |
20-4 |
ATR |
11-2 |
10-7 |
-0-4 |
-4.1% |
0-0 |
Volume |
48,606 |
61,942 |
13,336 |
27.4% |
261,318 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-6 |
662-0 |
653-3 |
|
R3 |
659-0 |
657-2 |
652-0 |
|
R2 |
654-2 |
654-2 |
651-5 |
|
R1 |
652-4 |
652-4 |
651-1 |
653-3 |
PP |
649-4 |
649-4 |
649-4 |
650-0 |
S1 |
647-6 |
647-6 |
650-3 |
648-5 |
S2 |
644-6 |
644-6 |
649-7 |
|
S3 |
640-0 |
643-0 |
649-4 |
|
S4 |
635-2 |
638-2 |
648-1 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-5 |
700-1 |
662-0 |
|
R3 |
688-1 |
679-5 |
656-3 |
|
R2 |
667-5 |
667-5 |
654-4 |
|
R1 |
659-1 |
659-1 |
652-5 |
663-3 |
PP |
647-1 |
647-1 |
647-1 |
649-2 |
S1 |
638-5 |
638-5 |
648-7 |
642-7 |
S2 |
626-5 |
626-5 |
647-0 |
|
S3 |
606-1 |
618-1 |
645-1 |
|
S4 |
585-5 |
597-5 |
639-4 |
|
|
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% |
7-3 |
1.1% |
77% |
False |
False |
52,263 |
10 |
655-4 |
620-0 |
35-4 |
5.5% |
8-5 |
1.3% |
87% |
False |
False |
50,350 |
20 |
666-0 |
599-2 |
66-6 |
10.3% |
8-0 |
1.2% |
77% |
False |
False |
52,034 |
40 |
671-0 |
587-0 |
84-0 |
12.9% |
8-0 |
1.2% |
76% |
False |
False |
40,075 |
60 |
681-0 |
587-0 |
94-0 |
14.4% |
8-4 |
1.3% |
68% |
False |
False |
36,046 |
80 |
681-0 |
587-0 |
94-0 |
14.4% |
8-5 |
1.3% |
68% |
False |
False |
30,872 |
100 |
747-0 |
587-0 |
160-0 |
24.6% |
9-0 |
1.4% |
40% |
False |
False |
27,186 |
120 |
792-0 |
587-0 |
205-0 |
31.5% |
8-7 |
1.4% |
31% |
False |
False |
23,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-4 |
2.618 |
663-5 |
1.618 |
658-7 |
1.000 |
656-0 |
0.618 |
654-1 |
HIGH |
651-2 |
0.618 |
649-3 |
0.500 |
648-7 |
0.382 |
648-3 |
LOW |
646-4 |
0.618 |
643-5 |
1.000 |
641-6 |
1.618 |
638-7 |
2.618 |
634-1 |
4.250 |
626-2 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
650-1 |
650-1 |
PP |
649-4 |
649-3 |
S1 |
648-7 |
648-6 |
|