CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
644-4 |
639-2 |
-5-2 |
-0.8% |
640-0 |
| High |
649-6 |
640-0 |
-9-6 |
-1.5% |
649-6 |
| Low |
641-0 |
629-0 |
-12-0 |
-1.9% |
629-2 |
| Close |
645-2 |
633-4 |
-11-6 |
-1.8% |
645-2 |
| Range |
8-6 |
11-0 |
2-2 |
25.7% |
20-4 |
| ATR |
10-4 |
10-7 |
0-3 |
4.0% |
0-0 |
| Volume |
101,243 |
94,029 |
-7,214 |
-7.1% |
511,354 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-1 |
661-3 |
639-4 |
|
| R3 |
656-1 |
650-3 |
636-4 |
|
| R2 |
645-1 |
645-1 |
635-4 |
|
| R1 |
639-3 |
639-3 |
634-4 |
636-6 |
| PP |
634-1 |
634-1 |
634-1 |
632-7 |
| S1 |
628-3 |
628-3 |
632-4 |
625-6 |
| S2 |
623-1 |
623-1 |
631-4 |
|
| S3 |
612-1 |
617-3 |
630-4 |
|
| S4 |
601-1 |
606-3 |
627-4 |
|
|
| 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 |
629-0 |
20-6 |
3.3% |
10-0 |
1.6% |
22% |
False |
True |
106,634 |
| 10 |
654-4 |
629-0 |
25-4 |
4.0% |
9-7 |
1.6% |
18% |
False |
True |
95,080 |
| 20 |
655-4 |
622-4 |
33-0 |
5.2% |
9-2 |
1.5% |
33% |
False |
False |
73,063 |
| 40 |
671-0 |
599-2 |
71-6 |
11.3% |
8-1 |
1.3% |
48% |
False |
False |
56,537 |
| 60 |
671-0 |
587-0 |
84-0 |
13.3% |
8-4 |
1.3% |
55% |
False |
False |
47,089 |
| 80 |
681-0 |
587-0 |
94-0 |
14.8% |
8-5 |
1.4% |
49% |
False |
False |
41,131 |
| 100 |
681-0 |
587-0 |
94-0 |
14.8% |
9-0 |
1.4% |
49% |
False |
False |
35,945 |
| 120 |
792-0 |
587-0 |
205-0 |
32.4% |
9-2 |
1.5% |
23% |
False |
False |
31,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-6 |
|
2.618 |
668-6 |
|
1.618 |
657-6 |
|
1.000 |
651-0 |
|
0.618 |
646-6 |
|
HIGH |
640-0 |
|
0.618 |
635-6 |
|
0.500 |
634-4 |
|
0.382 |
633-2 |
|
LOW |
629-0 |
|
0.618 |
622-2 |
|
1.000 |
618-0 |
|
1.618 |
611-2 |
|
2.618 |
600-2 |
|
4.250 |
582-2 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
634-4 |
639-3 |
| PP |
634-1 |
637-3 |
| S1 |
633-7 |
635-4 |
|