CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
633-0 |
636-4 |
3-4 |
0.6% |
644-6 |
High |
638-4 |
643-0 |
4-4 |
0.7% |
652-0 |
Low |
628-4 |
634-4 |
6-0 |
1.0% |
628-4 |
Close |
631-6 |
639-4 |
7-6 |
1.2% |
631-6 |
Range |
10-0 |
8-4 |
-1-4 |
-15.0% |
23-4 |
ATR |
11-7 |
11-6 |
0-0 |
-0.3% |
0-0 |
Volume |
164,485 |
221,124 |
56,639 |
34.4% |
942,450 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-4 |
660-4 |
644-1 |
|
R3 |
656-0 |
652-0 |
641-7 |
|
R2 |
647-4 |
647-4 |
641-0 |
|
R1 |
643-4 |
643-4 |
640-2 |
645-4 |
PP |
639-0 |
639-0 |
639-0 |
640-0 |
S1 |
635-0 |
635-0 |
638-6 |
637-0 |
S2 |
630-4 |
630-4 |
638-0 |
|
S3 |
622-0 |
626-4 |
637-1 |
|
S4 |
613-4 |
618-0 |
634-7 |
|
|
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% |
11-3 |
1.8% |
47% |
False |
False |
207,727 |
10 |
652-0 |
628-4 |
23-4 |
3.7% |
9-7 |
1.5% |
47% |
False |
False |
183,266 |
20 |
652-0 |
592-4 |
59-4 |
9.3% |
10-1 |
1.6% |
79% |
False |
False |
171,084 |
40 |
664-0 |
576-4 |
87-4 |
13.7% |
9-4 |
1.5% |
72% |
False |
False |
148,933 |
60 |
664-0 |
560-0 |
104-0 |
16.3% |
10-6 |
1.7% |
76% |
False |
False |
144,619 |
80 |
674-0 |
560-0 |
114-0 |
17.8% |
11-0 |
1.7% |
70% |
False |
False |
128,640 |
100 |
706-0 |
560-0 |
146-0 |
22.8% |
11-4 |
1.8% |
54% |
False |
False |
111,001 |
120 |
788-0 |
560-0 |
228-0 |
35.7% |
11-7 |
1.9% |
35% |
False |
False |
97,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-1 |
2.618 |
665-2 |
1.618 |
656-6 |
1.000 |
651-4 |
0.618 |
648-2 |
HIGH |
643-0 |
0.618 |
639-6 |
0.500 |
638-6 |
0.382 |
637-6 |
LOW |
634-4 |
0.618 |
629-2 |
1.000 |
626-0 |
1.618 |
620-6 |
2.618 |
612-2 |
4.250 |
598-3 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
639-2 |
640-2 |
PP |
639-0 |
640-0 |
S1 |
638-6 |
639-6 |
|