CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
647-0 |
654-4 |
7-4 |
1.2% |
632-4 |
High |
655-4 |
655-6 |
0-2 |
0.0% |
658-4 |
Low |
646-0 |
649-4 |
3-4 |
0.5% |
639-0 |
Close |
653-4 |
655-4 |
2-0 |
0.3% |
655-4 |
Range |
9-4 |
6-2 |
-3-2 |
-34.2% |
19-4 |
ATR |
10-7 |
10-4 |
-0-3 |
-3.0% |
0-0 |
Volume |
48,708 |
54,849 |
6,141 |
12.6% |
234,799 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-3 |
670-1 |
659-0 |
|
R3 |
666-1 |
663-7 |
657-2 |
|
R2 |
659-7 |
659-7 |
656-5 |
|
R1 |
657-5 |
657-5 |
656-1 |
658-6 |
PP |
653-5 |
653-5 |
653-5 |
654-1 |
S1 |
651-3 |
651-3 |
654-7 |
652-4 |
S2 |
647-3 |
647-3 |
654-3 |
|
S3 |
641-1 |
645-1 |
653-6 |
|
S4 |
634-7 |
638-7 |
652-0 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-4 |
702-0 |
666-2 |
|
R3 |
690-0 |
682-4 |
660-7 |
|
R2 |
670-4 |
670-4 |
659-1 |
|
R1 |
663-0 |
663-0 |
657-2 |
666-6 |
PP |
651-0 |
651-0 |
651-0 |
652-7 |
S1 |
643-4 |
643-4 |
653-6 |
647-2 |
S2 |
631-4 |
631-4 |
651-7 |
|
S3 |
612-0 |
624-0 |
650-1 |
|
S4 |
592-4 |
604-4 |
644-6 |
|
|
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% |
7-1 |
1.1% |
85% |
False |
False |
46,959 |
10 |
658-4 |
623-0 |
35-4 |
5.4% |
8-0 |
1.2% |
92% |
False |
False |
50,839 |
20 |
672-0 |
604-0 |
68-0 |
10.4% |
7-2 |
1.1% |
76% |
False |
False |
49,591 |
40 |
677-0 |
594-2 |
82-6 |
12.6% |
7-3 |
1.1% |
74% |
False |
False |
37,245 |
60 |
683-0 |
594-2 |
88-6 |
13.5% |
7-7 |
1.2% |
69% |
False |
False |
33,384 |
80 |
683-0 |
594-2 |
88-6 |
13.5% |
8-3 |
1.3% |
69% |
False |
False |
29,941 |
100 |
766-4 |
594-2 |
172-2 |
26.3% |
8-6 |
1.3% |
36% |
False |
False |
26,944 |
120 |
794-4 |
594-2 |
200-2 |
30.5% |
8-4 |
1.3% |
31% |
False |
False |
24,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-2 |
2.618 |
672-1 |
1.618 |
665-7 |
1.000 |
662-0 |
0.618 |
659-5 |
HIGH |
655-6 |
0.618 |
653-3 |
0.500 |
652-5 |
0.382 |
651-7 |
LOW |
649-4 |
0.618 |
645-5 |
1.000 |
643-2 |
1.618 |
639-3 |
2.618 |
633-1 |
4.250 |
623-0 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
654-4 |
654-3 |
PP |
653-5 |
653-3 |
S1 |
652-5 |
652-2 |
|