CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
649-0 |
652-4 |
3-4 |
0.5% |
639-4 |
| High |
649-2 |
653-0 |
3-6 |
0.6% |
655-4 |
| Low |
646-4 |
639-0 |
-7-4 |
-1.2% |
635-0 |
| Close |
648-4 |
648-0 |
-0-4 |
-0.1% |
650-6 |
| Range |
2-6 |
14-0 |
11-2 |
409.1% |
20-4 |
| ATR |
10-0 |
10-2 |
0-2 |
2.9% |
0-0 |
| Volume |
58,872 |
77,135 |
18,263 |
31.0% |
261,318 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-5 |
682-3 |
655-6 |
|
| R3 |
674-5 |
668-3 |
651-7 |
|
| R2 |
660-5 |
660-5 |
650-5 |
|
| R1 |
654-3 |
654-3 |
649-2 |
650-4 |
| PP |
646-5 |
646-5 |
646-5 |
644-6 |
| S1 |
640-3 |
640-3 |
646-6 |
636-4 |
| S2 |
632-5 |
632-5 |
645-3 |
|
| S3 |
618-5 |
626-3 |
644-1 |
|
| S4 |
604-5 |
612-3 |
640-2 |
|
|
| 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 |
653-0 |
639-0 |
14-0 |
2.2% |
7-2 |
1.1% |
64% |
True |
True |
58,030 |
| 10 |
655-4 |
635-0 |
20-4 |
3.2% |
7-4 |
1.2% |
63% |
False |
False |
55,171 |
| 20 |
661-0 |
599-2 |
61-6 |
9.5% |
8-1 |
1.2% |
79% |
False |
False |
53,810 |
| 40 |
671-0 |
587-0 |
84-0 |
13.0% |
7-6 |
1.2% |
73% |
False |
False |
42,117 |
| 60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-4 |
1.3% |
73% |
False |
False |
37,056 |
| 80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-2 |
1.3% |
65% |
False |
False |
32,358 |
| 100 |
726-0 |
587-0 |
139-0 |
21.5% |
9-0 |
1.4% |
44% |
False |
False |
28,671 |
| 120 |
792-0 |
587-0 |
205-0 |
31.6% |
9-0 |
1.4% |
30% |
False |
False |
25,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712-4 |
|
2.618 |
689-5 |
|
1.618 |
675-5 |
|
1.000 |
667-0 |
|
0.618 |
661-5 |
|
HIGH |
653-0 |
|
0.618 |
647-5 |
|
0.500 |
646-0 |
|
0.382 |
644-3 |
|
LOW |
639-0 |
|
0.618 |
630-3 |
|
1.000 |
625-0 |
|
1.618 |
616-3 |
|
2.618 |
602-3 |
|
4.250 |
579-4 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
647-3 |
647-3 |
| PP |
646-5 |
646-5 |
| S1 |
646-0 |
646-0 |
|