CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
639-2 |
633-4 |
-5-6 |
-0.9% |
640-0 |
| High |
640-0 |
642-4 |
2-4 |
0.4% |
649-6 |
| Low |
629-0 |
632-6 |
3-6 |
0.6% |
629-2 |
| Close |
633-4 |
641-2 |
7-6 |
1.2% |
645-2 |
| Range |
11-0 |
9-6 |
-1-2 |
-11.4% |
20-4 |
| ATR |
10-7 |
10-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
94,029 |
122,612 |
28,583 |
30.4% |
511,354 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-1 |
664-3 |
646-5 |
|
| R3 |
658-3 |
654-5 |
643-7 |
|
| R2 |
648-5 |
648-5 |
643-0 |
|
| R1 |
644-7 |
644-7 |
642-1 |
646-6 |
| PP |
638-7 |
638-7 |
638-7 |
639-6 |
| S1 |
635-1 |
635-1 |
640-3 |
637-0 |
| S2 |
629-1 |
629-1 |
639-4 |
|
| S3 |
619-3 |
625-3 |
638-5 |
|
| S4 |
609-5 |
615-5 |
635-7 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-7 |
694-5 |
656-4 |
|
| R3 |
682-3 |
674-1 |
650-7 |
|
| R2 |
661-7 |
661-7 |
649-0 |
|
| R1 |
653-5 |
653-5 |
647-1 |
657-6 |
| PP |
641-3 |
641-3 |
641-3 |
643-4 |
| S1 |
633-1 |
633-1 |
643-3 |
637-2 |
| S2 |
620-7 |
620-7 |
641-4 |
|
| S3 |
600-3 |
612-5 |
639-5 |
|
| S4 |
579-7 |
592-1 |
634-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-6 |
629-0 |
20-6 |
3.2% |
10-4 |
1.6% |
59% |
False |
False |
104,819 |
| 10 |
654-4 |
629-0 |
25-4 |
4.0% |
10-4 |
1.6% |
48% |
False |
False |
101,454 |
| 20 |
655-4 |
629-0 |
26-4 |
4.1% |
8-6 |
1.4% |
46% |
False |
False |
77,401 |
| 40 |
671-0 |
599-2 |
71-6 |
11.2% |
8-2 |
1.3% |
59% |
False |
False |
59,060 |
| 60 |
671-0 |
587-0 |
84-0 |
13.1% |
8-5 |
1.3% |
65% |
False |
False |
48,823 |
| 80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-6 |
1.4% |
58% |
False |
False |
42,559 |
| 100 |
681-0 |
587-0 |
94-0 |
14.7% |
8-7 |
1.4% |
58% |
False |
False |
37,044 |
| 120 |
789-4 |
587-0 |
202-4 |
31.6% |
9-2 |
1.4% |
27% |
False |
False |
32,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-0 |
|
2.618 |
668-0 |
|
1.618 |
658-2 |
|
1.000 |
652-2 |
|
0.618 |
648-4 |
|
HIGH |
642-4 |
|
0.618 |
638-6 |
|
0.500 |
637-5 |
|
0.382 |
636-4 |
|
LOW |
632-6 |
|
0.618 |
626-6 |
|
1.000 |
623-0 |
|
1.618 |
617-0 |
|
2.618 |
607-2 |
|
4.250 |
591-2 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
640-0 |
640-5 |
| PP |
638-7 |
640-0 |
| S1 |
637-5 |
639-3 |
|