CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
635-4 |
635-0 |
-0-4 |
-0.1% |
644-6 |
High |
640-2 |
638-0 |
-2-2 |
-0.4% |
652-0 |
Low |
631-6 |
625-4 |
-6-2 |
-1.0% |
628-4 |
Close |
633-4 |
627-0 |
-6-4 |
-1.0% |
631-6 |
Range |
8-4 |
12-4 |
4-0 |
47.1% |
23-4 |
ATR |
11-4 |
11-5 |
0-1 |
0.6% |
0-0 |
Volume |
187,735 |
172,728 |
-15,007 |
-8.0% |
942,450 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-5 |
659-7 |
633-7 |
|
R3 |
655-1 |
647-3 |
630-4 |
|
R2 |
642-5 |
642-5 |
629-2 |
|
R1 |
634-7 |
634-7 |
628-1 |
632-4 |
PP |
630-1 |
630-1 |
630-1 |
629-0 |
S1 |
622-3 |
622-3 |
625-7 |
620-0 |
S2 |
617-5 |
617-5 |
624-6 |
|
S3 |
605-1 |
609-7 |
623-4 |
|
S4 |
592-5 |
597-3 |
620-1 |
|
|
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 |
625-4 |
26-4 |
4.2% |
11-6 |
1.9% |
6% |
False |
True |
200,269 |
10 |
652-0 |
625-4 |
26-4 |
4.2% |
10-0 |
1.6% |
6% |
False |
True |
181,710 |
20 |
652-0 |
596-0 |
56-0 |
8.9% |
10-3 |
1.7% |
55% |
False |
False |
171,123 |
40 |
664-0 |
592-4 |
71-4 |
11.4% |
9-6 |
1.5% |
48% |
False |
False |
151,835 |
60 |
664-0 |
560-0 |
104-0 |
16.6% |
10-4 |
1.7% |
64% |
False |
False |
146,858 |
80 |
674-0 |
560-0 |
114-0 |
18.2% |
11-0 |
1.7% |
59% |
False |
False |
131,501 |
100 |
677-4 |
560-0 |
117-4 |
18.7% |
11-3 |
1.8% |
57% |
False |
False |
114,049 |
120 |
788-0 |
560-0 |
228-0 |
36.4% |
12-0 |
1.9% |
29% |
False |
False |
100,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-1 |
2.618 |
670-6 |
1.618 |
658-2 |
1.000 |
650-4 |
0.618 |
645-6 |
HIGH |
638-0 |
0.618 |
633-2 |
0.500 |
631-6 |
0.382 |
630-2 |
LOW |
625-4 |
0.618 |
617-6 |
1.000 |
613-0 |
1.618 |
605-2 |
2.618 |
592-6 |
4.250 |
572-3 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
631-6 |
634-2 |
PP |
630-1 |
631-7 |
S1 |
628-5 |
629-3 |
|