CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
639-0 |
638-4 |
-0-4 |
-0.1% |
639-2 |
| High |
644-0 |
649-0 |
5-0 |
0.8% |
644-0 |
| Low |
637-0 |
636-4 |
-0-4 |
-0.1% |
629-0 |
| Close |
644-0 |
648-4 |
4-4 |
0.7% |
644-0 |
| Range |
7-0 |
12-4 |
5-4 |
78.6% |
15-0 |
| ATR |
10-3 |
10-4 |
0-1 |
1.5% |
0-0 |
| Volume |
140,206 |
119,944 |
-20,262 |
-14.5% |
452,150 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
682-1 |
677-7 |
655-3 |
|
| R3 |
669-5 |
665-3 |
652-0 |
|
| R2 |
657-1 |
657-1 |
650-6 |
|
| R1 |
652-7 |
652-7 |
649-5 |
655-0 |
| PP |
644-5 |
644-5 |
644-5 |
645-6 |
| S1 |
640-3 |
640-3 |
647-3 |
642-4 |
| S2 |
632-1 |
632-1 |
646-2 |
|
| S3 |
619-5 |
627-7 |
645-0 |
|
| S4 |
607-1 |
615-3 |
641-5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-0 |
679-0 |
652-2 |
|
| R3 |
669-0 |
664-0 |
648-1 |
|
| R2 |
654-0 |
654-0 |
646-6 |
|
| R1 |
649-0 |
649-0 |
645-3 |
651-4 |
| PP |
639-0 |
639-0 |
639-0 |
640-2 |
| S1 |
634-0 |
634-0 |
642-5 |
636-4 |
| S2 |
624-0 |
624-0 |
641-2 |
|
| S3 |
609-0 |
619-0 |
639-7 |
|
| S4 |
594-0 |
604-0 |
635-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-0 |
629-0 |
20-0 |
3.1% |
9-6 |
1.5% |
98% |
True |
False |
114,418 |
| 10 |
649-6 |
629-0 |
20-6 |
3.2% |
9-4 |
1.5% |
94% |
False |
False |
108,344 |
| 20 |
655-4 |
629-0 |
26-4 |
4.1% |
8-7 |
1.4% |
74% |
False |
False |
86,689 |
| 40 |
671-0 |
599-2 |
71-6 |
11.1% |
8-2 |
1.3% |
69% |
False |
False |
66,577 |
| 60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-5 |
1.3% |
73% |
False |
False |
53,481 |
| 80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-6 |
1.3% |
65% |
False |
False |
46,528 |
| 100 |
681-0 |
587-0 |
94-0 |
14.5% |
8-6 |
1.4% |
65% |
False |
False |
40,056 |
| 120 |
776-0 |
587-0 |
189-0 |
29.1% |
9-1 |
1.4% |
33% |
False |
False |
35,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
702-1 |
|
2.618 |
681-6 |
|
1.618 |
669-2 |
|
1.000 |
661-4 |
|
0.618 |
656-6 |
|
HIGH |
649-0 |
|
0.618 |
644-2 |
|
0.500 |
642-6 |
|
0.382 |
641-2 |
|
LOW |
636-4 |
|
0.618 |
628-6 |
|
1.000 |
624-0 |
|
1.618 |
616-2 |
|
2.618 |
603-6 |
|
4.250 |
583-3 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-5 |
646-3 |
| PP |
644-5 |
644-2 |
| S1 |
642-6 |
642-1 |
|