CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
637-4 |
640-0 |
2-4 |
0.4% |
651-4 |
High |
640-6 |
646-0 |
5-2 |
0.8% |
654-4 |
Low |
633-4 |
638-4 |
5-0 |
0.8% |
633-4 |
Close |
635-4 |
643-0 |
7-4 |
1.2% |
635-4 |
Range |
7-2 |
7-4 |
0-2 |
3.4% |
21-0 |
ATR |
10-4 |
10-4 |
0-0 |
0.0% |
0-0 |
Volume |
100,244 |
72,211 |
-28,033 |
-28.0% |
389,014 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-0 |
661-4 |
647-1 |
|
R3 |
657-4 |
654-0 |
645-0 |
|
R2 |
650-0 |
650-0 |
644-3 |
|
R1 |
646-4 |
646-4 |
643-6 |
648-2 |
PP |
642-4 |
642-4 |
642-4 |
643-3 |
S1 |
639-0 |
639-0 |
642-2 |
640-6 |
S2 |
635-0 |
635-0 |
641-5 |
|
S3 |
627-4 |
631-4 |
641-0 |
|
S4 |
620-0 |
624-0 |
638-7 |
|
|
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% |
9-6 |
1.5% |
45% |
False |
False |
83,525 |
10 |
655-4 |
633-4 |
22-0 |
3.4% |
8-4 |
1.3% |
43% |
False |
False |
69,231 |
20 |
655-4 |
599-2 |
56-2 |
8.7% |
8-4 |
1.3% |
78% |
False |
False |
59,934 |
40 |
671-0 |
587-0 |
84-0 |
13.1% |
7-7 |
1.2% |
67% |
False |
False |
46,951 |
60 |
671-0 |
587-0 |
84-0 |
13.1% |
8-4 |
1.3% |
67% |
False |
False |
40,263 |
80 |
681-0 |
587-0 |
94-0 |
14.6% |
8-4 |
1.3% |
60% |
False |
False |
35,346 |
100 |
706-0 |
587-0 |
119-0 |
18.5% |
9-0 |
1.4% |
47% |
False |
False |
31,152 |
120 |
792-0 |
587-0 |
205-0 |
31.9% |
9-2 |
1.4% |
27% |
False |
False |
27,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-7 |
2.618 |
665-5 |
1.618 |
658-1 |
1.000 |
653-4 |
0.618 |
650-5 |
HIGH |
646-0 |
0.618 |
643-1 |
0.500 |
642-2 |
0.382 |
641-3 |
LOW |
638-4 |
0.618 |
633-7 |
1.000 |
631-0 |
1.618 |
626-3 |
2.618 |
618-7 |
4.250 |
606-5 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
642-6 |
644-0 |
PP |
642-4 |
643-5 |
S1 |
642-2 |
643-3 |
|