CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
658-4 |
647-0 |
-11-4 |
-1.7% |
627-4 |
High |
658-4 |
655-4 |
-3-0 |
-0.5% |
653-0 |
Low |
650-2 |
646-0 |
-4-2 |
-0.7% |
623-0 |
Close |
651-6 |
653-4 |
1-6 |
0.3% |
651-0 |
Range |
8-2 |
9-4 |
1-2 |
15.2% |
30-0 |
ATR |
11-0 |
10-7 |
-0-1 |
-1.0% |
0-0 |
Volume |
61,687 |
48,708 |
-12,979 |
-21.0% |
273,599 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-1 |
676-3 |
658-6 |
|
R3 |
670-5 |
666-7 |
656-1 |
|
R2 |
661-1 |
661-1 |
655-2 |
|
R1 |
657-3 |
657-3 |
654-3 |
659-2 |
PP |
651-5 |
651-5 |
651-5 |
652-5 |
S1 |
647-7 |
647-7 |
652-5 |
649-6 |
S2 |
642-1 |
642-1 |
651-6 |
|
S3 |
632-5 |
638-3 |
650-7 |
|
S4 |
623-1 |
628-7 |
648-2 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-3 |
721-5 |
667-4 |
|
R3 |
702-3 |
691-5 |
659-2 |
|
R2 |
672-3 |
672-3 |
656-4 |
|
R1 |
661-5 |
661-5 |
653-6 |
667-0 |
PP |
642-3 |
642-3 |
642-3 |
645-0 |
S1 |
631-5 |
631-5 |
648-2 |
637-0 |
S2 |
612-3 |
612-3 |
645-4 |
|
S3 |
582-3 |
601-5 |
642-6 |
|
S4 |
552-3 |
571-5 |
634-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
639-0 |
19-4 |
3.0% |
7-0 |
1.1% |
74% |
False |
False |
47,262 |
10 |
658-4 |
614-2 |
44-2 |
6.8% |
8-2 |
1.3% |
89% |
False |
False |
51,744 |
20 |
672-0 |
604-0 |
68-0 |
10.4% |
7-4 |
1.1% |
73% |
False |
False |
48,738 |
40 |
677-0 |
594-2 |
82-6 |
12.7% |
7-5 |
1.2% |
72% |
False |
False |
36,691 |
60 |
683-0 |
594-2 |
88-6 |
13.6% |
7-6 |
1.2% |
67% |
False |
False |
32,758 |
80 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
67% |
False |
False |
29,357 |
100 |
768-6 |
594-2 |
174-4 |
26.7% |
8-6 |
1.3% |
34% |
False |
False |
26,514 |
120 |
794-4 |
594-2 |
200-2 |
30.6% |
8-4 |
1.3% |
30% |
False |
False |
23,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-7 |
2.618 |
680-3 |
1.618 |
670-7 |
1.000 |
665-0 |
0.618 |
661-3 |
HIGH |
655-4 |
0.618 |
651-7 |
0.500 |
650-6 |
0.382 |
649-5 |
LOW |
646-0 |
0.618 |
640-1 |
1.000 |
636-4 |
1.618 |
630-5 |
2.618 |
621-1 |
4.250 |
605-5 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
652-5 |
652-6 |
PP |
651-5 |
652-0 |
S1 |
650-6 |
651-2 |
|