CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
635-0 |
626-4 |
-8-4 |
-1.3% |
644-6 |
| High |
638-0 |
637-0 |
-1-0 |
-0.2% |
652-0 |
| Low |
625-4 |
626-4 |
1-0 |
0.2% |
628-4 |
| Close |
627-0 |
636-2 |
9-2 |
1.5% |
631-6 |
| Range |
12-4 |
10-4 |
-2-0 |
-16.0% |
23-4 |
| ATR |
11-5 |
11-4 |
-0-1 |
-0.7% |
0-0 |
| Volume |
172,728 |
184,423 |
11,695 |
6.8% |
942,450 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-6 |
661-0 |
642-0 |
|
| R3 |
654-2 |
650-4 |
639-1 |
|
| R2 |
643-6 |
643-6 |
638-1 |
|
| R1 |
640-0 |
640-0 |
637-2 |
641-7 |
| PP |
633-2 |
633-2 |
633-2 |
634-2 |
| S1 |
629-4 |
629-4 |
635-2 |
631-3 |
| S2 |
622-6 |
622-6 |
634-3 |
|
| S3 |
612-2 |
619-0 |
633-3 |
|
| S4 |
601-6 |
608-4 |
630-4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-7 |
693-3 |
644-5 |
|
| R3 |
684-3 |
669-7 |
638-2 |
|
| R2 |
660-7 |
660-7 |
636-0 |
|
| R1 |
646-3 |
646-3 |
633-7 |
641-7 |
| PP |
637-3 |
637-3 |
637-3 |
635-2 |
| S1 |
622-7 |
622-7 |
629-5 |
618-3 |
| S2 |
613-7 |
613-7 |
627-4 |
|
| S3 |
590-3 |
599-3 |
625-2 |
|
| S4 |
566-7 |
575-7 |
618-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
643-0 |
625-4 |
17-4 |
2.8% |
10-0 |
1.6% |
61% |
False |
False |
186,099 |
| 10 |
652-0 |
625-4 |
26-4 |
4.2% |
10-0 |
1.6% |
41% |
False |
False |
183,596 |
| 20 |
652-0 |
601-2 |
50-6 |
8.0% |
10-3 |
1.6% |
69% |
False |
False |
171,059 |
| 40 |
664-0 |
592-4 |
71-4 |
11.2% |
9-6 |
1.5% |
61% |
False |
False |
152,827 |
| 60 |
664-0 |
560-0 |
104-0 |
16.3% |
10-4 |
1.6% |
73% |
False |
False |
147,842 |
| 80 |
674-0 |
560-0 |
114-0 |
17.9% |
10-7 |
1.7% |
67% |
False |
False |
133,242 |
| 100 |
677-4 |
560-0 |
117-4 |
18.5% |
11-3 |
1.8% |
65% |
False |
False |
115,572 |
| 120 |
788-0 |
560-0 |
228-0 |
35.8% |
12-0 |
1.9% |
33% |
False |
False |
101,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681-5 |
|
2.618 |
664-4 |
|
1.618 |
654-0 |
|
1.000 |
647-4 |
|
0.618 |
643-4 |
|
HIGH |
637-0 |
|
0.618 |
633-0 |
|
0.500 |
631-6 |
|
0.382 |
630-4 |
|
LOW |
626-4 |
|
0.618 |
620-0 |
|
1.000 |
616-0 |
|
1.618 |
609-4 |
|
2.618 |
599-0 |
|
4.250 |
581-7 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
634-6 |
635-1 |
| PP |
633-2 |
634-0 |
| S1 |
631-6 |
632-7 |
|