CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
640-0 |
639-2 |
-0-6 |
-0.1% |
651-4 |
| High |
646-0 |
643-0 |
-3-0 |
-0.5% |
654-4 |
| Low |
638-4 |
636-0 |
-2-4 |
-0.4% |
633-4 |
| Close |
643-0 |
638-0 |
-5-0 |
-0.8% |
635-4 |
| Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
21-0 |
| ATR |
10-4 |
10-2 |
-0-2 |
-2.4% |
0-0 |
| Volume |
72,211 |
131,689 |
59,478 |
82.4% |
389,014 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-0 |
656-0 |
641-7 |
|
| R3 |
653-0 |
649-0 |
639-7 |
|
| R2 |
646-0 |
646-0 |
639-2 |
|
| R1 |
642-0 |
642-0 |
638-5 |
640-4 |
| PP |
639-0 |
639-0 |
639-0 |
638-2 |
| S1 |
635-0 |
635-0 |
637-3 |
633-4 |
| S2 |
632-0 |
632-0 |
636-6 |
|
| S3 |
625-0 |
628-0 |
636-1 |
|
| S4 |
618-0 |
621-0 |
634-1 |
|
|
| 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% |
10-4 |
1.7% |
21% |
False |
False |
98,089 |
| 10 |
655-4 |
633-4 |
22-0 |
3.4% |
8-3 |
1.3% |
20% |
False |
False |
78,332 |
| 20 |
655-4 |
599-2 |
56-2 |
8.8% |
8-5 |
1.3% |
69% |
False |
False |
64,788 |
| 40 |
671-0 |
590-0 |
81-0 |
12.7% |
8-0 |
1.2% |
59% |
False |
False |
49,750 |
| 60 |
671-0 |
587-0 |
84-0 |
13.2% |
8-5 |
1.3% |
61% |
False |
False |
42,104 |
| 80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-4 |
1.3% |
54% |
False |
False |
36,757 |
| 100 |
688-0 |
587-0 |
101-0 |
15.8% |
9-0 |
1.4% |
50% |
False |
False |
32,349 |
| 120 |
792-0 |
587-0 |
205-0 |
32.1% |
9-2 |
1.4% |
25% |
False |
False |
28,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-6 |
|
2.618 |
661-3 |
|
1.618 |
654-3 |
|
1.000 |
650-0 |
|
0.618 |
647-3 |
|
HIGH |
643-0 |
|
0.618 |
640-3 |
|
0.500 |
639-4 |
|
0.382 |
638-5 |
|
LOW |
636-0 |
|
0.618 |
631-5 |
|
1.000 |
629-0 |
|
1.618 |
624-5 |
|
2.618 |
617-5 |
|
4.250 |
606-2 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
639-4 |
639-6 |
| PP |
639-0 |
639-1 |
| S1 |
638-4 |
638-5 |
|