CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
638-4 |
650-4 |
12-0 |
1.9% |
639-2 |
High |
649-0 |
657-6 |
8-6 |
1.3% |
644-0 |
Low |
636-4 |
648-0 |
11-4 |
1.8% |
629-0 |
Close |
648-4 |
657-2 |
8-6 |
1.3% |
644-0 |
Range |
12-4 |
9-6 |
-2-6 |
-22.0% |
15-0 |
ATR |
10-4 |
10-4 |
0-0 |
-0.5% |
0-0 |
Volume |
119,944 |
201,101 |
81,157 |
67.7% |
452,150 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683-5 |
680-1 |
662-5 |
|
R3 |
673-7 |
670-3 |
659-7 |
|
R2 |
664-1 |
664-1 |
659-0 |
|
R1 |
660-5 |
660-5 |
658-1 |
662-3 |
PP |
654-3 |
654-3 |
654-3 |
655-2 |
S1 |
650-7 |
650-7 |
656-3 |
652-5 |
S2 |
644-5 |
644-5 |
655-4 |
|
S3 |
634-7 |
641-1 |
654-5 |
|
S4 |
625-1 |
631-3 |
651-7 |
|
|
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 |
657-6 |
632-6 |
25-0 |
3.8% |
9-4 |
1.5% |
98% |
True |
False |
135,833 |
10 |
657-6 |
629-0 |
28-6 |
4.4% |
9-6 |
1.5% |
98% |
True |
False |
121,233 |
20 |
657-6 |
629-0 |
28-6 |
4.4% |
9-1 |
1.4% |
98% |
True |
False |
95,232 |
40 |
671-0 |
599-2 |
71-6 |
10.9% |
8-4 |
1.3% |
81% |
False |
False |
70,994 |
60 |
671-0 |
587-0 |
84-0 |
12.8% |
8-5 |
1.3% |
84% |
False |
False |
56,379 |
80 |
681-0 |
587-0 |
94-0 |
14.3% |
8-5 |
1.3% |
75% |
False |
False |
48,902 |
100 |
681-0 |
587-0 |
94-0 |
14.3% |
8-6 |
1.3% |
75% |
False |
False |
41,895 |
120 |
770-0 |
587-0 |
183-0 |
27.8% |
9-1 |
1.4% |
38% |
False |
False |
36,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-2 |
2.618 |
683-2 |
1.618 |
673-4 |
1.000 |
667-4 |
0.618 |
663-6 |
HIGH |
657-6 |
0.618 |
654-0 |
0.500 |
652-7 |
0.382 |
651-6 |
LOW |
648-0 |
0.618 |
642-0 |
1.000 |
638-2 |
1.618 |
632-2 |
2.618 |
622-4 |
4.250 |
606-4 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
655-6 |
653-7 |
PP |
654-3 |
650-4 |
S1 |
652-7 |
647-1 |
|