CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
652-4 |
644-0 |
-8-4 |
-1.3% |
639-4 |
| High |
653-0 |
654-4 |
1-4 |
0.2% |
655-4 |
| Low |
639-0 |
637-4 |
-1-4 |
-0.2% |
635-0 |
| Close |
648-0 |
641-4 |
-6-4 |
-1.0% |
650-6 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
20-4 |
| ATR |
10-2 |
10-6 |
0-4 |
4.7% |
0-0 |
| Volume |
77,135 |
109,166 |
32,031 |
41.5% |
261,318 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-4 |
685-4 |
650-7 |
|
| R3 |
678-4 |
668-4 |
646-1 |
|
| R2 |
661-4 |
661-4 |
644-5 |
|
| R1 |
651-4 |
651-4 |
643-0 |
648-0 |
| PP |
644-4 |
644-4 |
644-4 |
642-6 |
| S1 |
634-4 |
634-4 |
640-0 |
631-0 |
| S2 |
627-4 |
627-4 |
638-3 |
|
| S3 |
610-4 |
617-4 |
636-7 |
|
| S4 |
593-4 |
600-4 |
632-1 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-5 |
700-1 |
662-0 |
|
| R3 |
688-1 |
679-5 |
656-3 |
|
| R2 |
667-5 |
667-5 |
654-4 |
|
| R1 |
659-1 |
659-1 |
652-5 |
663-3 |
| PP |
647-1 |
647-1 |
647-1 |
649-2 |
| S1 |
638-5 |
638-5 |
648-7 |
642-7 |
| S2 |
626-5 |
626-5 |
647-0 |
|
| S3 |
606-1 |
618-1 |
645-1 |
|
| S4 |
585-5 |
597-5 |
639-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
654-4 |
637-4 |
17-0 |
2.7% |
8-5 |
1.3% |
24% |
True |
True |
70,142 |
| 10 |
655-4 |
635-0 |
20-4 |
3.2% |
8-1 |
1.3% |
32% |
False |
False |
60,042 |
| 20 |
655-4 |
599-2 |
56-2 |
8.8% |
8-4 |
1.3% |
75% |
False |
False |
57,411 |
| 40 |
671-0 |
587-0 |
84-0 |
13.1% |
8-0 |
1.2% |
65% |
False |
False |
43,825 |
| 60 |
671-0 |
587-0 |
84-0 |
13.1% |
8-5 |
1.3% |
65% |
False |
False |
38,387 |
| 80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-3 |
1.3% |
58% |
False |
False |
33,534 |
| 100 |
722-4 |
587-0 |
135-4 |
21.1% |
9-0 |
1.4% |
40% |
False |
False |
29,630 |
| 120 |
792-0 |
587-0 |
205-0 |
32.0% |
9-1 |
1.4% |
27% |
False |
False |
26,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726-6 |
|
2.618 |
699-0 |
|
1.618 |
682-0 |
|
1.000 |
671-4 |
|
0.618 |
665-0 |
|
HIGH |
654-4 |
|
0.618 |
648-0 |
|
0.500 |
646-0 |
|
0.382 |
644-0 |
|
LOW |
637-4 |
|
0.618 |
627-0 |
|
1.000 |
620-4 |
|
1.618 |
610-0 |
|
2.618 |
593-0 |
|
4.250 |
565-2 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-0 |
646-0 |
| PP |
644-4 |
644-4 |
| S1 |
643-0 |
643-0 |
|