CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
642-0 |
639-0 |
-3-0 |
-0.5% |
639-2 |
| High |
644-0 |
644-0 |
0-0 |
0.0% |
644-0 |
| Low |
635-2 |
637-0 |
1-6 |
0.3% |
629-0 |
| Close |
642-4 |
644-0 |
1-4 |
0.2% |
644-0 |
| Range |
8-6 |
7-0 |
-1-6 |
-20.0% |
15-0 |
| ATR |
10-5 |
10-3 |
-0-2 |
-2.4% |
0-0 |
| Volume |
95,303 |
140,206 |
44,903 |
47.1% |
452,150 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-5 |
660-3 |
647-7 |
|
| R3 |
655-5 |
653-3 |
645-7 |
|
| R2 |
648-5 |
648-5 |
645-2 |
|
| R1 |
646-3 |
646-3 |
644-5 |
647-4 |
| PP |
641-5 |
641-5 |
641-5 |
642-2 |
| S1 |
639-3 |
639-3 |
643-3 |
640-4 |
| S2 |
634-5 |
634-5 |
642-6 |
|
| S3 |
627-5 |
632-3 |
642-1 |
|
| S4 |
620-5 |
625-3 |
640-1 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-0 |
679-0 |
652-2 |
|
| R3 |
669-0 |
664-0 |
648-1 |
|
| R2 |
654-0 |
654-0 |
646-6 |
|
| R1 |
649-0 |
649-0 |
645-3 |
651-4 |
| PP |
639-0 |
639-0 |
639-0 |
640-2 |
| S1 |
634-0 |
634-0 |
642-5 |
636-4 |
| S2 |
624-0 |
624-0 |
641-2 |
|
| S3 |
609-0 |
619-0 |
639-7 |
|
| S4 |
594-0 |
604-0 |
635-6 |
|
|
| 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 |
3.2% |
9-0 |
1.4% |
72% |
False |
False |
110,678 |
| 10 |
649-6 |
629-0 |
20-6 |
3.2% |
9-0 |
1.4% |
72% |
False |
False |
106,374 |
| 20 |
655-4 |
629-0 |
26-4 |
4.1% |
8-5 |
1.3% |
57% |
False |
False |
83,208 |
| 40 |
671-0 |
599-2 |
71-6 |
11.1% |
8-2 |
1.3% |
62% |
False |
False |
64,089 |
| 60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-5 |
1.3% |
68% |
False |
False |
51,947 |
| 80 |
681-0 |
587-0 |
94-0 |
14.6% |
8-6 |
1.4% |
61% |
False |
False |
45,217 |
| 100 |
681-0 |
587-0 |
94-0 |
14.6% |
8-7 |
1.4% |
61% |
False |
False |
39,095 |
| 120 |
780-4 |
587-0 |
193-4 |
30.0% |
9-1 |
1.4% |
29% |
False |
False |
34,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673-6 |
|
2.618 |
662-3 |
|
1.618 |
655-3 |
|
1.000 |
651-0 |
|
0.618 |
648-3 |
|
HIGH |
644-0 |
|
0.618 |
641-3 |
|
0.500 |
640-4 |
|
0.382 |
639-5 |
|
LOW |
637-0 |
|
0.618 |
632-5 |
|
1.000 |
630-0 |
|
1.618 |
625-5 |
|
2.618 |
618-5 |
|
4.250 |
607-2 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-7 |
642-1 |
| PP |
641-5 |
640-2 |
| S1 |
640-4 |
638-3 |
|