CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
636-6 |
628-4 |
-8-2 |
-1.3% |
636-4 |
High |
636-6 |
639-0 |
2-2 |
0.4% |
646-0 |
Low |
625-4 |
628-4 |
3-0 |
0.5% |
625-4 |
Close |
629-4 |
638-2 |
8-6 |
1.4% |
641-6 |
Range |
11-2 |
10-4 |
-0-6 |
-6.7% |
20-4 |
ATR |
11-6 |
11-5 |
-0-1 |
-0.8% |
0-0 |
Volume |
199,337 |
154,805 |
-44,532 |
-22.3% |
914,701 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-6 |
663-0 |
644-0 |
|
R3 |
656-2 |
652-4 |
641-1 |
|
R2 |
645-6 |
645-6 |
640-1 |
|
R1 |
642-0 |
642-0 |
639-2 |
643-7 |
PP |
635-2 |
635-2 |
635-2 |
636-2 |
S1 |
631-4 |
631-4 |
637-2 |
633-3 |
S2 |
624-6 |
624-6 |
636-3 |
|
S3 |
614-2 |
621-0 |
635-3 |
|
S4 |
603-6 |
610-4 |
632-4 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-2 |
691-0 |
653-0 |
|
R3 |
678-6 |
670-4 |
647-3 |
|
R2 |
658-2 |
658-2 |
645-4 |
|
R1 |
650-0 |
650-0 |
643-5 |
654-1 |
PP |
637-6 |
637-6 |
637-6 |
639-6 |
S1 |
629-4 |
629-4 |
639-7 |
633-5 |
S2 |
617-2 |
617-2 |
638-0 |
|
S3 |
596-6 |
609-0 |
636-1 |
|
S4 |
576-2 |
588-4 |
630-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
646-0 |
625-4 |
20-4 |
3.2% |
10-4 |
1.7% |
62% |
False |
False |
171,996 |
10 |
652-0 |
625-4 |
26-4 |
4.2% |
11-3 |
1.8% |
48% |
False |
False |
191,746 |
20 |
652-0 |
625-4 |
26-4 |
4.2% |
9-7 |
1.6% |
48% |
False |
False |
169,781 |
40 |
664-0 |
592-4 |
71-4 |
11.2% |
9-5 |
1.5% |
64% |
False |
False |
156,692 |
60 |
664-0 |
560-0 |
104-0 |
16.3% |
10-5 |
1.7% |
75% |
False |
False |
150,018 |
80 |
674-0 |
560-0 |
114-0 |
17.9% |
10-7 |
1.7% |
69% |
False |
False |
137,928 |
100 |
674-0 |
560-0 |
114-0 |
17.9% |
11-1 |
1.8% |
69% |
False |
False |
119,508 |
120 |
786-0 |
560-0 |
226-0 |
35.4% |
11-7 |
1.9% |
35% |
False |
False |
105,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-5 |
2.618 |
666-4 |
1.618 |
656-0 |
1.000 |
649-4 |
0.618 |
645-4 |
HIGH |
639-0 |
0.618 |
635-0 |
0.500 |
633-6 |
0.382 |
632-4 |
LOW |
628-4 |
0.618 |
622-0 |
1.000 |
618-0 |
1.618 |
611-4 |
2.618 |
601-0 |
4.250 |
583-7 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
636-6 |
637-3 |
PP |
635-2 |
636-5 |
S1 |
633-6 |
635-6 |
|