CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
633-4 |
642-0 |
8-4 |
1.3% |
640-0 |
| High |
642-4 |
644-0 |
1-4 |
0.2% |
649-6 |
| Low |
632-6 |
635-2 |
2-4 |
0.4% |
629-2 |
| Close |
641-2 |
642-4 |
1-2 |
0.2% |
645-2 |
| Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
20-4 |
| ATR |
10-6 |
10-5 |
-0-1 |
-1.3% |
0-0 |
| Volume |
122,612 |
95,303 |
-27,309 |
-22.3% |
511,354 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-7 |
663-3 |
647-2 |
|
| R3 |
658-1 |
654-5 |
644-7 |
|
| R2 |
649-3 |
649-3 |
644-1 |
|
| R1 |
645-7 |
645-7 |
643-2 |
647-5 |
| PP |
640-5 |
640-5 |
640-5 |
641-4 |
| S1 |
637-1 |
637-1 |
641-6 |
638-7 |
| S2 |
631-7 |
631-7 |
640-7 |
|
| S3 |
623-1 |
628-3 |
640-1 |
|
| S4 |
614-3 |
619-5 |
637-6 |
|
|
| 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% |
9-6 |
1.5% |
65% |
False |
False |
101,019 |
| 10 |
654-4 |
629-0 |
25-4 |
4.0% |
10-0 |
1.6% |
53% |
False |
False |
103,270 |
| 20 |
655-4 |
629-0 |
26-4 |
4.1% |
8-6 |
1.4% |
51% |
False |
False |
79,220 |
| 40 |
671-0 |
599-2 |
71-6 |
11.2% |
8-3 |
1.3% |
60% |
False |
False |
60,947 |
| 60 |
671-0 |
587-0 |
84-0 |
13.1% |
8-5 |
1.3% |
66% |
False |
False |
49,895 |
| 80 |
681-0 |
587-0 |
94-0 |
14.6% |
8-6 |
1.4% |
59% |
False |
False |
43,606 |
| 100 |
681-0 |
587-0 |
94-0 |
14.6% |
8-7 |
1.4% |
59% |
False |
False |
37,842 |
| 120 |
780-4 |
587-0 |
193-4 |
30.1% |
9-2 |
1.4% |
29% |
False |
False |
33,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681-2 |
|
2.618 |
666-7 |
|
1.618 |
658-1 |
|
1.000 |
652-6 |
|
0.618 |
649-3 |
|
HIGH |
644-0 |
|
0.618 |
640-5 |
|
0.500 |
639-5 |
|
0.382 |
638-5 |
|
LOW |
635-2 |
|
0.618 |
629-7 |
|
1.000 |
626-4 |
|
1.618 |
621-1 |
|
2.618 |
612-3 |
|
4.250 |
598-0 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
641-4 |
640-4 |
| PP |
640-5 |
638-4 |
| S1 |
639-5 |
636-4 |
|