CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
636-4 |
635-4 |
-1-0 |
-0.2% |
644-6 |
High |
643-0 |
640-2 |
-2-6 |
-0.4% |
652-0 |
Low |
634-4 |
631-6 |
-2-6 |
-0.4% |
628-4 |
Close |
639-4 |
633-4 |
-6-0 |
-0.9% |
631-6 |
Range |
8-4 |
8-4 |
0-0 |
0.0% |
23-4 |
ATR |
11-6 |
11-4 |
-0-2 |
-2.0% |
0-0 |
Volume |
221,124 |
187,735 |
-33,389 |
-15.1% |
942,450 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-5 |
655-5 |
638-1 |
|
R3 |
652-1 |
647-1 |
635-7 |
|
R2 |
643-5 |
643-5 |
635-0 |
|
R1 |
638-5 |
638-5 |
634-2 |
636-7 |
PP |
635-1 |
635-1 |
635-1 |
634-2 |
S1 |
630-1 |
630-1 |
632-6 |
628-3 |
S2 |
626-5 |
626-5 |
632-0 |
|
S3 |
618-1 |
621-5 |
631-1 |
|
S4 |
609-5 |
613-1 |
628-7 |
|
|
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% |
12-2 |
1.9% |
21% |
False |
False |
211,495 |
10 |
652-0 |
628-4 |
23-4 |
3.7% |
9-6 |
1.5% |
21% |
False |
False |
180,933 |
20 |
652-0 |
592-4 |
59-4 |
9.4% |
10-2 |
1.6% |
69% |
False |
False |
172,233 |
40 |
664-0 |
580-4 |
83-4 |
13.2% |
9-4 |
1.5% |
63% |
False |
False |
150,346 |
60 |
664-0 |
560-0 |
104-0 |
16.4% |
10-6 |
1.7% |
71% |
False |
False |
145,794 |
80 |
674-0 |
560-0 |
114-0 |
18.0% |
11-0 |
1.7% |
64% |
False |
False |
129,989 |
100 |
683-4 |
560-0 |
123-4 |
19.5% |
11-4 |
1.8% |
60% |
False |
False |
112,561 |
120 |
788-0 |
560-0 |
228-0 |
36.0% |
11-7 |
1.9% |
32% |
False |
False |
99,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
676-3 |
2.618 |
662-4 |
1.618 |
654-0 |
1.000 |
648-6 |
0.618 |
645-4 |
HIGH |
640-2 |
0.618 |
637-0 |
0.500 |
636-0 |
0.382 |
635-0 |
LOW |
631-6 |
0.618 |
626-4 |
1.000 |
623-2 |
1.618 |
618-0 |
2.618 |
609-4 |
4.250 |
595-5 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
636-0 |
635-6 |
PP |
635-1 |
635-0 |
S1 |
634-3 |
634-2 |
|