CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
650-4 |
651-4 |
1-0 |
0.2% |
639-4 |
High |
651-2 |
651-4 |
0-2 |
0.0% |
655-4 |
Low |
646-4 |
647-0 |
0-4 |
0.1% |
635-0 |
Close |
650-6 |
651-2 |
0-4 |
0.1% |
650-6 |
Range |
4-6 |
4-4 |
-0-2 |
-5.3% |
20-4 |
ATR |
10-7 |
10-3 |
-0-4 |
-4.2% |
0-0 |
Volume |
61,942 |
43,597 |
-18,345 |
-29.6% |
261,318 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-3 |
661-7 |
653-6 |
|
R3 |
658-7 |
657-3 |
652-4 |
|
R2 |
654-3 |
654-3 |
652-1 |
|
R1 |
652-7 |
652-7 |
651-5 |
651-3 |
PP |
649-7 |
649-7 |
649-7 |
649-2 |
S1 |
648-3 |
648-3 |
650-7 |
646-7 |
S2 |
645-3 |
645-3 |
650-3 |
|
S3 |
640-7 |
643-7 |
650-0 |
|
S4 |
636-3 |
639-3 |
648-6 |
|
|
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 |
639-0 |
16-4 |
2.5% |
7-2 |
1.1% |
74% |
False |
False |
54,937 |
10 |
655-4 |
622-4 |
33-0 |
5.1% |
8-4 |
1.3% |
87% |
False |
False |
51,047 |
20 |
666-0 |
599-2 |
66-6 |
10.2% |
7-7 |
1.2% |
78% |
False |
False |
51,200 |
40 |
671-0 |
587-0 |
84-0 |
12.9% |
8-0 |
1.2% |
76% |
False |
False |
40,023 |
60 |
680-4 |
587-0 |
93-4 |
14.4% |
8-4 |
1.3% |
69% |
False |
False |
36,288 |
80 |
681-0 |
587-0 |
94-0 |
14.4% |
8-2 |
1.3% |
68% |
False |
False |
31,265 |
100 |
745-4 |
587-0 |
158-4 |
24.3% |
9-0 |
1.4% |
41% |
False |
False |
27,534 |
120 |
792-0 |
587-0 |
205-0 |
31.5% |
9-0 |
1.4% |
31% |
False |
False |
24,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
670-5 |
2.618 |
663-2 |
1.618 |
658-6 |
1.000 |
656-0 |
0.618 |
654-2 |
HIGH |
651-4 |
0.618 |
649-6 |
0.500 |
649-2 |
0.382 |
648-6 |
LOW |
647-0 |
0.618 |
644-2 |
1.000 |
642-4 |
1.618 |
639-6 |
2.618 |
635-2 |
4.250 |
627-7 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
650-5 |
649-7 |
PP |
649-7 |
648-4 |
S1 |
649-2 |
647-1 |
|