CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
638-6 |
630-4 |
-8-2 |
-1.3% |
651-4 |
| High |
642-0 |
640-0 |
-2-0 |
-0.3% |
654-4 |
| Low |
629-2 |
629-4 |
0-2 |
0.0% |
633-4 |
| Close |
631-0 |
639-6 |
8-6 |
1.4% |
635-4 |
| Range |
12-6 |
10-4 |
-2-2 |
-17.6% |
21-0 |
| ATR |
10-4 |
10-4 |
0-0 |
0.0% |
0-0 |
| Volume |
114,300 |
91,911 |
-22,389 |
-19.6% |
389,014 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-7 |
664-3 |
645-4 |
|
| R3 |
657-3 |
653-7 |
642-5 |
|
| R2 |
646-7 |
646-7 |
641-5 |
|
| R1 |
643-3 |
643-3 |
640-6 |
645-1 |
| PP |
636-3 |
636-3 |
636-3 |
637-2 |
| S1 |
632-7 |
632-7 |
638-6 |
634-5 |
| S2 |
625-7 |
625-7 |
637-7 |
|
| S3 |
615-3 |
622-3 |
636-7 |
|
| S4 |
604-7 |
611-7 |
634-0 |
|
|
| 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 |
646-0 |
629-2 |
16-6 |
2.6% |
9-0 |
1.4% |
63% |
False |
False |
102,071 |
| 10 |
654-4 |
629-2 |
25-2 |
3.9% |
8-6 |
1.4% |
42% |
False |
False |
86,106 |
| 20 |
655-4 |
610-4 |
45-0 |
7.0% |
8-7 |
1.4% |
65% |
False |
False |
69,109 |
| 40 |
671-0 |
599-2 |
71-6 |
11.2% |
8-2 |
1.3% |
56% |
False |
False |
53,035 |
| 60 |
671-0 |
587-0 |
84-0 |
13.1% |
8-3 |
1.3% |
63% |
False |
False |
44,670 |
| 80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-4 |
1.3% |
56% |
False |
False |
39,053 |
| 100 |
684-4 |
587-0 |
97-4 |
15.2% |
8-7 |
1.4% |
54% |
False |
False |
34,220 |
| 120 |
792-0 |
587-0 |
205-0 |
32.0% |
9-2 |
1.5% |
26% |
False |
False |
30,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-5 |
|
2.618 |
667-4 |
|
1.618 |
657-0 |
|
1.000 |
650-4 |
|
0.618 |
646-4 |
|
HIGH |
640-0 |
|
0.618 |
636-0 |
|
0.500 |
634-6 |
|
0.382 |
633-4 |
|
LOW |
629-4 |
|
0.618 |
623-0 |
|
1.000 |
619-0 |
|
1.618 |
612-4 |
|
2.618 |
602-0 |
|
4.250 |
584-7 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
638-1 |
638-4 |
| PP |
636-3 |
637-3 |
| S1 |
634-6 |
636-1 |
|