CME Pit-Traded Corn Future May 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 |
630-4 |
644-4 |
14-0 |
2.2% |
640-0 |
| High |
640-0 |
649-6 |
9-6 |
1.5% |
649-6 |
| Low |
629-4 |
641-0 |
11-4 |
1.8% |
629-2 |
| Close |
639-6 |
645-2 |
5-4 |
0.9% |
645-2 |
| Range |
10-4 |
8-6 |
-1-6 |
-16.7% |
20-4 |
| ATR |
10-4 |
10-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
91,911 |
101,243 |
9,332 |
10.2% |
511,354 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671-5 |
667-1 |
650-0 |
|
| R3 |
662-7 |
658-3 |
647-5 |
|
| R2 |
654-1 |
654-1 |
646-7 |
|
| R1 |
649-5 |
649-5 |
646-0 |
651-7 |
| PP |
645-3 |
645-3 |
645-3 |
646-4 |
| S1 |
640-7 |
640-7 |
644-4 |
643-1 |
| S2 |
636-5 |
636-5 |
643-5 |
|
| S3 |
627-7 |
632-1 |
642-7 |
|
| S4 |
619-1 |
623-3 |
640-4 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-7 |
694-5 |
656-4 |
|
| R3 |
682-3 |
674-1 |
650-7 |
|
| R2 |
661-7 |
661-7 |
649-0 |
|
| R1 |
653-5 |
653-5 |
647-1 |
657-6 |
| PP |
641-3 |
641-3 |
641-3 |
643-4 |
| S1 |
633-1 |
633-1 |
643-3 |
637-2 |
| S2 |
620-7 |
620-7 |
641-4 |
|
| S3 |
600-3 |
612-5 |
639-5 |
|
| S4 |
579-7 |
592-1 |
634-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-6 |
629-2 |
20-4 |
3.2% |
9-2 |
1.4% |
78% |
True |
False |
102,270 |
| 10 |
654-4 |
629-2 |
25-2 |
3.9% |
9-2 |
1.4% |
63% |
False |
False |
90,036 |
| 20 |
655-4 |
620-0 |
35-4 |
5.5% |
9-0 |
1.4% |
71% |
False |
False |
70,193 |
| 40 |
671-0 |
599-2 |
71-6 |
11.1% |
8-2 |
1.3% |
64% |
False |
False |
54,671 |
| 60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-3 |
1.3% |
69% |
False |
False |
45,938 |
| 80 |
681-0 |
587-0 |
94-0 |
14.6% |
8-5 |
1.3% |
62% |
False |
False |
40,111 |
| 100 |
684-4 |
587-0 |
97-4 |
15.1% |
9-0 |
1.4% |
60% |
False |
False |
35,107 |
| 120 |
792-0 |
587-0 |
205-0 |
31.8% |
9-1 |
1.4% |
28% |
False |
False |
30,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-0 |
|
2.618 |
672-5 |
|
1.618 |
663-7 |
|
1.000 |
658-4 |
|
0.618 |
655-1 |
|
HIGH |
649-6 |
|
0.618 |
646-3 |
|
0.500 |
645-3 |
|
0.382 |
644-3 |
|
LOW |
641-0 |
|
0.618 |
635-5 |
|
1.000 |
632-2 |
|
1.618 |
626-7 |
|
2.618 |
618-1 |
|
4.250 |
603-6 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
645-3 |
643-3 |
| PP |
645-3 |
641-3 |
| S1 |
645-2 |
639-4 |
|