CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
644-0 |
637-4 |
-6-4 |
-1.0% |
651-4 |
High |
654-4 |
640-6 |
-13-6 |
-2.1% |
654-4 |
Low |
637-4 |
633-4 |
-4-0 |
-0.6% |
633-4 |
Close |
641-4 |
635-4 |
-6-0 |
-0.9% |
635-4 |
Range |
17-0 |
7-2 |
-9-6 |
-57.4% |
21-0 |
ATR |
10-6 |
10-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
109,166 |
100,244 |
-8,922 |
-8.2% |
389,014 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
658-3 |
654-1 |
639-4 |
|
R3 |
651-1 |
646-7 |
637-4 |
|
R2 |
643-7 |
643-7 |
636-7 |
|
R1 |
639-5 |
639-5 |
636-1 |
638-1 |
PP |
636-5 |
636-5 |
636-5 |
635-6 |
S1 |
632-3 |
632-3 |
634-7 |
630-7 |
S2 |
629-3 |
629-3 |
634-1 |
|
S3 |
622-1 |
625-1 |
633-4 |
|
S4 |
614-7 |
617-7 |
631-4 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704-1 |
690-7 |
647-0 |
|
R3 |
683-1 |
669-7 |
641-2 |
|
R2 |
662-1 |
662-1 |
639-3 |
|
R1 |
648-7 |
648-7 |
637-3 |
645-0 |
PP |
641-1 |
641-1 |
641-1 |
639-2 |
S1 |
627-7 |
627-7 |
633-5 |
624-0 |
S2 |
620-1 |
620-1 |
631-5 |
|
S3 |
599-1 |
606-7 |
629-6 |
|
S4 |
578-1 |
585-7 |
624-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
654-4 |
633-4 |
21-0 |
3.3% |
9-1 |
1.4% |
10% |
False |
True |
77,802 |
10 |
655-4 |
633-4 |
22-0 |
3.5% |
8-2 |
1.3% |
9% |
False |
True |
65,033 |
20 |
655-4 |
599-2 |
56-2 |
8.9% |
8-6 |
1.4% |
64% |
False |
False |
58,973 |
40 |
671-0 |
587-0 |
84-0 |
13.2% |
8-0 |
1.3% |
58% |
False |
False |
45,655 |
60 |
671-0 |
587-0 |
84-0 |
13.2% |
8-5 |
1.4% |
58% |
False |
False |
39,511 |
80 |
681-0 |
587-0 |
94-0 |
14.8% |
8-3 |
1.3% |
52% |
False |
False |
34,589 |
100 |
722-4 |
587-0 |
135-4 |
21.3% |
9-0 |
1.4% |
36% |
False |
False |
30,543 |
120 |
792-0 |
587-0 |
205-0 |
32.3% |
9-2 |
1.4% |
24% |
False |
False |
26,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-4 |
2.618 |
659-6 |
1.618 |
652-4 |
1.000 |
648-0 |
0.618 |
645-2 |
HIGH |
640-6 |
0.618 |
638-0 |
0.500 |
637-1 |
0.382 |
636-2 |
LOW |
633-4 |
0.618 |
629-0 |
1.000 |
626-2 |
1.618 |
621-6 |
2.618 |
614-4 |
4.250 |
602-6 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
637-1 |
644-0 |
PP |
636-5 |
641-1 |
S1 |
636-0 |
638-3 |
|