CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
639-2 |
638-6 |
-0-4 |
-0.1% |
651-4 |
| High |
643-0 |
642-0 |
-1-0 |
-0.2% |
654-4 |
| Low |
636-0 |
629-2 |
-6-6 |
-1.1% |
633-4 |
| Close |
638-0 |
631-0 |
-7-0 |
-1.1% |
635-4 |
| Range |
7-0 |
12-6 |
5-6 |
82.1% |
21-0 |
| ATR |
10-2 |
10-4 |
0-1 |
1.7% |
0-0 |
| Volume |
131,689 |
114,300 |
-17,389 |
-13.2% |
389,014 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672-3 |
664-3 |
638-0 |
|
| R3 |
659-5 |
651-5 |
634-4 |
|
| R2 |
646-7 |
646-7 |
633-3 |
|
| R1 |
638-7 |
638-7 |
632-1 |
636-4 |
| PP |
634-1 |
634-1 |
634-1 |
632-7 |
| S1 |
626-1 |
626-1 |
629-7 |
623-6 |
| S2 |
621-3 |
621-3 |
628-5 |
|
| S3 |
608-5 |
613-3 |
627-4 |
|
| S4 |
595-7 |
600-5 |
624-0 |
|
|
| 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 |
629-2 |
25-2 |
4.0% |
10-2 |
1.6% |
7% |
False |
True |
105,522 |
| 10 |
654-4 |
629-2 |
25-2 |
4.0% |
8-6 |
1.4% |
7% |
False |
True |
81,776 |
| 20 |
655-4 |
604-0 |
51-4 |
8.2% |
8-7 |
1.4% |
52% |
False |
False |
67,754 |
| 40 |
671-0 |
599-2 |
71-6 |
11.4% |
8-1 |
1.3% |
44% |
False |
False |
51,659 |
| 60 |
671-0 |
587-0 |
84-0 |
13.3% |
8-3 |
1.3% |
52% |
False |
False |
43,573 |
| 80 |
681-0 |
587-0 |
94-0 |
14.9% |
8-4 |
1.4% |
47% |
False |
False |
38,031 |
| 100 |
684-4 |
587-0 |
97-4 |
15.5% |
9-0 |
1.4% |
45% |
False |
False |
33,425 |
| 120 |
792-0 |
587-0 |
205-0 |
32.5% |
9-2 |
1.5% |
21% |
False |
False |
29,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-2 |
|
2.618 |
675-3 |
|
1.618 |
662-5 |
|
1.000 |
654-6 |
|
0.618 |
649-7 |
|
HIGH |
642-0 |
|
0.618 |
637-1 |
|
0.500 |
635-5 |
|
0.382 |
634-1 |
|
LOW |
629-2 |
|
0.618 |
621-3 |
|
1.000 |
616-4 |
|
1.618 |
608-5 |
|
2.618 |
595-7 |
|
4.250 |
575-0 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
635-5 |
637-5 |
| PP |
634-1 |
635-3 |
| S1 |
632-4 |
633-2 |
|