CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
644-6 |
642-0 |
-2-6 |
-0.4% |
633-4 |
| High |
645-0 |
643-2 |
-1-6 |
-0.3% |
649-4 |
| Low |
640-0 |
639-4 |
-0-4 |
-0.1% |
628-0 |
| Close |
644-2 |
642-2 |
-2-0 |
-0.3% |
644-4 |
| Range |
5-0 |
3-6 |
-1-2 |
-25.0% |
21-4 |
| ATR |
11-5 |
11-1 |
-0-4 |
-4.2% |
0-0 |
| Volume |
124,938 |
168,895 |
43,957 |
35.2% |
817,662 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-7 |
651-3 |
644-2 |
|
| R3 |
649-1 |
647-5 |
643-2 |
|
| R2 |
645-3 |
645-3 |
643-0 |
|
| R1 |
643-7 |
643-7 |
642-5 |
644-5 |
| PP |
641-5 |
641-5 |
641-5 |
642-0 |
| S1 |
640-1 |
640-1 |
641-7 |
640-7 |
| S2 |
637-7 |
637-7 |
641-4 |
|
| S3 |
634-1 |
636-3 |
641-2 |
|
| S4 |
630-3 |
632-5 |
640-2 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-1 |
696-3 |
656-3 |
|
| R3 |
683-5 |
674-7 |
650-3 |
|
| R2 |
662-1 |
662-1 |
648-4 |
|
| R1 |
653-3 |
653-3 |
646-4 |
657-6 |
| PP |
640-5 |
640-5 |
640-5 |
642-7 |
| S1 |
631-7 |
631-7 |
642-4 |
636-2 |
| S2 |
619-1 |
619-1 |
640-4 |
|
| S3 |
597-5 |
610-3 |
638-5 |
|
| S4 |
576-1 |
588-7 |
632-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-4 |
636-0 |
13-4 |
2.1% |
7-2 |
1.1% |
46% |
False |
False |
150,372 |
| 10 |
649-4 |
625-4 |
24-0 |
3.7% |
8-3 |
1.3% |
70% |
False |
False |
147,817 |
| 20 |
655-4 |
592-4 |
63-0 |
9.8% |
9-0 |
1.4% |
79% |
False |
False |
154,128 |
| 40 |
664-0 |
576-4 |
87-4 |
13.6% |
9-2 |
1.4% |
75% |
False |
False |
140,026 |
| 60 |
668-4 |
560-0 |
108-4 |
16.9% |
10-6 |
1.7% |
76% |
False |
False |
139,615 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
72% |
False |
False |
120,077 |
| 100 |
733-4 |
560-0 |
173-4 |
27.0% |
11-5 |
1.8% |
47% |
False |
False |
103,883 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-5 |
1.8% |
36% |
False |
False |
91,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-2 |
|
2.618 |
653-1 |
|
1.618 |
649-3 |
|
1.000 |
647-0 |
|
0.618 |
645-5 |
|
HIGH |
643-2 |
|
0.618 |
641-7 |
|
0.500 |
641-3 |
|
0.382 |
640-7 |
|
LOW |
639-4 |
|
0.618 |
637-1 |
|
1.000 |
635-6 |
|
1.618 |
633-3 |
|
2.618 |
629-5 |
|
4.250 |
623-4 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-0 |
642-1 |
| PP |
641-5 |
642-1 |
| S1 |
641-3 |
642-0 |
|