CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
651-4 |
649-0 |
-2-4 |
-0.4% |
639-4 |
High |
651-4 |
649-2 |
-2-2 |
-0.3% |
655-4 |
Low |
647-0 |
646-4 |
-0-4 |
-0.1% |
635-0 |
Close |
651-2 |
648-4 |
-2-6 |
-0.4% |
650-6 |
Range |
4-4 |
2-6 |
-1-6 |
-38.9% |
20-4 |
ATR |
10-3 |
10-0 |
-0-3 |
-3.9% |
0-0 |
Volume |
43,597 |
58,872 |
15,275 |
35.0% |
261,318 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-3 |
655-1 |
650-0 |
|
R3 |
653-5 |
652-3 |
649-2 |
|
R2 |
650-7 |
650-7 |
649-0 |
|
R1 |
649-5 |
649-5 |
648-6 |
648-7 |
PP |
648-1 |
648-1 |
648-1 |
647-6 |
S1 |
646-7 |
646-7 |
648-2 |
646-1 |
S2 |
645-3 |
645-3 |
648-0 |
|
S3 |
642-5 |
644-1 |
647-6 |
|
S4 |
639-7 |
641-3 |
647-0 |
|
|
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 |
642-0 |
13-4 |
2.1% |
6-2 |
1.0% |
48% |
False |
False |
58,576 |
10 |
655-4 |
632-0 |
23-4 |
3.6% |
7-0 |
1.1% |
70% |
False |
False |
53,349 |
20 |
661-6 |
599-2 |
62-4 |
9.6% |
7-6 |
1.2% |
79% |
False |
False |
51,785 |
40 |
671-0 |
587-0 |
84-0 |
13.0% |
7-5 |
1.2% |
73% |
False |
False |
40,791 |
60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-2 |
1.3% |
73% |
False |
False |
36,676 |
80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-2 |
1.3% |
65% |
False |
False |
31,670 |
100 |
741-0 |
587-0 |
154-0 |
23.7% |
9-0 |
1.4% |
40% |
False |
False |
28,034 |
120 |
792-0 |
587-0 |
205-0 |
31.6% |
9-0 |
1.4% |
30% |
False |
False |
24,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
661-0 |
2.618 |
656-4 |
1.618 |
653-6 |
1.000 |
652-0 |
0.618 |
651-0 |
HIGH |
649-2 |
0.618 |
648-2 |
0.500 |
647-7 |
0.382 |
647-4 |
LOW |
646-4 |
0.618 |
644-6 |
1.000 |
643-6 |
1.618 |
642-0 |
2.618 |
639-2 |
4.250 |
634-6 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
648-2 |
649-0 |
PP |
648-1 |
648-7 |
S1 |
647-7 |
648-5 |
|