CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
650-4 |
657-0 |
6-4 |
1.0% |
639-2 |
| High |
657-6 |
661-2 |
3-4 |
0.5% |
644-0 |
| Low |
648-0 |
653-4 |
5-4 |
0.8% |
629-0 |
| Close |
657-2 |
658-0 |
0-6 |
0.1% |
644-0 |
| Range |
9-6 |
7-6 |
-2-0 |
-20.5% |
15-0 |
| ATR |
10-4 |
10-2 |
-0-2 |
-1.9% |
0-0 |
| Volume |
201,101 |
197,085 |
-4,016 |
-2.0% |
452,150 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-7 |
677-1 |
662-2 |
|
| R3 |
673-1 |
669-3 |
660-1 |
|
| R2 |
665-3 |
665-3 |
659-3 |
|
| R1 |
661-5 |
661-5 |
658-6 |
663-4 |
| PP |
657-5 |
657-5 |
657-5 |
658-4 |
| S1 |
653-7 |
653-7 |
657-2 |
655-6 |
| S2 |
649-7 |
649-7 |
656-5 |
|
| S3 |
642-1 |
646-1 |
655-7 |
|
| S4 |
634-3 |
638-3 |
653-6 |
|
|
| 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 |
661-2 |
635-2 |
26-0 |
4.0% |
9-1 |
1.4% |
88% |
True |
False |
150,727 |
| 10 |
661-2 |
629-0 |
32-2 |
4.9% |
9-7 |
1.5% |
90% |
True |
False |
127,773 |
| 20 |
661-2 |
629-0 |
32-2 |
4.9% |
9-1 |
1.4% |
90% |
True |
False |
103,053 |
| 40 |
671-0 |
599-2 |
71-6 |
10.9% |
8-4 |
1.3% |
82% |
False |
False |
75,365 |
| 60 |
671-0 |
587-0 |
84-0 |
12.8% |
8-5 |
1.3% |
85% |
False |
False |
59,256 |
| 80 |
681-0 |
587-0 |
94-0 |
14.3% |
8-5 |
1.3% |
76% |
False |
False |
51,106 |
| 100 |
681-0 |
587-0 |
94-0 |
14.3% |
8-6 |
1.3% |
76% |
False |
False |
43,730 |
| 120 |
766-0 |
587-0 |
179-0 |
27.2% |
9-1 |
1.4% |
40% |
False |
False |
38,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
694-2 |
|
2.618 |
681-4 |
|
1.618 |
673-6 |
|
1.000 |
669-0 |
|
0.618 |
666-0 |
|
HIGH |
661-2 |
|
0.618 |
658-2 |
|
0.500 |
657-3 |
|
0.382 |
656-4 |
|
LOW |
653-4 |
|
0.618 |
648-6 |
|
1.000 |
645-6 |
|
1.618 |
641-0 |
|
2.618 |
633-2 |
|
4.250 |
620-4 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
657-6 |
655-0 |
| PP |
657-5 |
651-7 |
| S1 |
657-3 |
648-7 |
|