CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
641-0 |
633-0 |
-8-0 |
-1.2% |
644-6 |
High |
652-0 |
638-4 |
-13-4 |
-2.1% |
652-0 |
Low |
633-0 |
628-4 |
-4-4 |
-0.7% |
628-4 |
Close |
637-0 |
631-6 |
-5-2 |
-0.8% |
631-6 |
Range |
19-0 |
10-0 |
-9-0 |
-47.4% |
23-4 |
ATR |
12-0 |
11-7 |
-0-1 |
-1.2% |
0-0 |
Volume |
255,275 |
164,485 |
-90,790 |
-35.6% |
942,450 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-7 |
657-3 |
637-2 |
|
R3 |
652-7 |
647-3 |
634-4 |
|
R2 |
642-7 |
642-7 |
633-5 |
|
R1 |
637-3 |
637-3 |
632-5 |
635-1 |
PP |
632-7 |
632-7 |
632-7 |
631-6 |
S1 |
627-3 |
627-3 |
630-7 |
625-1 |
S2 |
622-7 |
622-7 |
629-7 |
|
S3 |
612-7 |
617-3 |
629-0 |
|
S4 |
602-7 |
607-3 |
626-2 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-7 |
693-3 |
644-5 |
|
R3 |
684-3 |
669-7 |
638-2 |
|
R2 |
660-7 |
660-7 |
636-0 |
|
R1 |
646-3 |
646-3 |
633-7 |
641-7 |
PP |
637-3 |
637-3 |
637-3 |
635-2 |
S1 |
622-7 |
622-7 |
629-5 |
618-3 |
S2 |
613-7 |
613-7 |
627-4 |
|
S3 |
590-3 |
599-3 |
625-2 |
|
S4 |
566-7 |
575-7 |
618-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
652-0 |
628-4 |
23-4 |
3.7% |
10-5 |
1.7% |
14% |
False |
True |
188,490 |
10 |
652-0 |
628-0 |
24-0 |
3.8% |
9-5 |
1.5% |
16% |
False |
False |
176,011 |
20 |
652-0 |
592-4 |
59-4 |
9.4% |
10-2 |
1.6% |
66% |
False |
False |
170,079 |
40 |
664-0 |
576-4 |
87-4 |
13.9% |
9-5 |
1.5% |
63% |
False |
False |
146,936 |
60 |
664-0 |
560-0 |
104-0 |
16.5% |
10-7 |
1.7% |
69% |
False |
False |
143,075 |
80 |
674-0 |
560-0 |
114-0 |
18.0% |
11-0 |
1.7% |
63% |
False |
False |
126,364 |
100 |
714-4 |
560-0 |
154-4 |
24.5% |
11-4 |
1.8% |
46% |
False |
False |
109,283 |
120 |
788-0 |
560-0 |
228-0 |
36.1% |
11-7 |
1.9% |
31% |
False |
False |
95,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
681-0 |
2.618 |
664-5 |
1.618 |
654-5 |
1.000 |
648-4 |
0.618 |
644-5 |
HIGH |
638-4 |
0.618 |
634-5 |
0.500 |
633-4 |
0.382 |
632-3 |
LOW |
628-4 |
0.618 |
622-3 |
1.000 |
618-4 |
1.618 |
612-3 |
2.618 |
602-3 |
4.250 |
586-0 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
633-4 |
640-2 |
PP |
632-7 |
637-3 |
S1 |
632-3 |
634-5 |
|