CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
626-4 |
641-4 |
15-0 |
2.4% |
636-4 |
| High |
637-0 |
646-0 |
9-0 |
1.4% |
646-0 |
| Low |
626-4 |
638-0 |
11-4 |
1.8% |
625-4 |
| Close |
636-2 |
641-6 |
5-4 |
0.9% |
641-6 |
| Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
20-4 |
| ATR |
11-4 |
11-3 |
-0-1 |
-1.1% |
0-0 |
| Volume |
184,423 |
148,691 |
-35,732 |
-19.4% |
914,701 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-7 |
661-7 |
646-1 |
|
| R3 |
657-7 |
653-7 |
644-0 |
|
| R2 |
649-7 |
649-7 |
643-2 |
|
| R1 |
645-7 |
645-7 |
642-4 |
647-7 |
| PP |
641-7 |
641-7 |
641-7 |
643-0 |
| S1 |
637-7 |
637-7 |
641-0 |
639-7 |
| S2 |
633-7 |
633-7 |
640-2 |
|
| S3 |
625-7 |
629-7 |
639-4 |
|
| S4 |
617-7 |
621-7 |
637-3 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-2 |
691-0 |
653-0 |
|
| R3 |
678-6 |
670-4 |
647-3 |
|
| R2 |
658-2 |
658-2 |
645-4 |
|
| R1 |
650-0 |
650-0 |
643-5 |
654-1 |
| PP |
637-6 |
637-6 |
637-6 |
639-6 |
| S1 |
629-4 |
629-4 |
639-7 |
633-5 |
| S2 |
617-2 |
617-2 |
638-0 |
|
| S3 |
596-6 |
609-0 |
636-1 |
|
| S4 |
576-2 |
588-4 |
630-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
646-0 |
625-4 |
20-4 |
3.2% |
9-5 |
1.5% |
79% |
True |
False |
182,940 |
| 10 |
652-0 |
625-4 |
26-4 |
4.1% |
10-1 |
1.6% |
61% |
False |
False |
185,715 |
| 20 |
652-0 |
612-0 |
40-0 |
6.2% |
10-1 |
1.6% |
74% |
False |
False |
171,271 |
| 40 |
664-0 |
592-4 |
71-4 |
11.1% |
9-6 |
1.5% |
69% |
False |
False |
153,824 |
| 60 |
664-0 |
560-0 |
104-0 |
16.2% |
10-4 |
1.6% |
79% |
False |
False |
148,183 |
| 80 |
674-0 |
560-0 |
114-0 |
17.8% |
10-7 |
1.7% |
72% |
False |
False |
134,416 |
| 100 |
677-4 |
560-0 |
117-4 |
18.3% |
11-3 |
1.8% |
70% |
False |
False |
116,708 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
11-6 |
1.8% |
36% |
False |
False |
102,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680-0 |
|
2.618 |
667-0 |
|
1.618 |
659-0 |
|
1.000 |
654-0 |
|
0.618 |
651-0 |
|
HIGH |
646-0 |
|
0.618 |
643-0 |
|
0.500 |
642-0 |
|
0.382 |
641-0 |
|
LOW |
638-0 |
|
0.618 |
633-0 |
|
1.000 |
630-0 |
|
1.618 |
625-0 |
|
2.618 |
617-0 |
|
4.250 |
604-0 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-0 |
639-6 |
| PP |
641-7 |
637-6 |
| S1 |
641-7 |
635-6 |
|