CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
654-4 |
655-4 |
1-0 |
0.2% |
632-4 |
High |
655-6 |
656-2 |
0-4 |
0.1% |
658-4 |
Low |
649-4 |
652-0 |
2-4 |
0.4% |
639-0 |
Close |
655-4 |
656-2 |
0-6 |
0.1% |
655-4 |
Range |
6-2 |
4-2 |
-2-0 |
-32.0% |
19-4 |
ATR |
10-4 |
10-1 |
-0-4 |
-4.3% |
0-0 |
Volume |
54,849 |
40,445 |
-14,404 |
-26.3% |
234,799 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-5 |
666-1 |
658-5 |
|
R3 |
663-3 |
661-7 |
657-3 |
|
R2 |
659-1 |
659-1 |
657-0 |
|
R1 |
657-5 |
657-5 |
656-5 |
658-3 |
PP |
654-7 |
654-7 |
654-7 |
655-2 |
S1 |
653-3 |
653-3 |
655-7 |
654-1 |
S2 |
650-5 |
650-5 |
655-4 |
|
S3 |
646-3 |
649-1 |
655-1 |
|
S4 |
642-1 |
644-7 |
653-7 |
|
|
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 |
644-0 |
14-4 |
2.2% |
7-0 |
1.1% |
84% |
False |
False |
48,642 |
10 |
658-4 |
626-0 |
32-4 |
5.0% |
7-6 |
1.2% |
93% |
False |
False |
50,018 |
20 |
672-0 |
604-0 |
68-0 |
10.4% |
7-2 |
1.1% |
77% |
False |
False |
49,119 |
40 |
677-0 |
594-2 |
82-6 |
12.6% |
7-3 |
1.1% |
75% |
False |
False |
37,332 |
60 |
682-0 |
594-2 |
87-6 |
13.4% |
7-7 |
1.2% |
71% |
False |
False |
33,761 |
80 |
683-0 |
594-2 |
88-6 |
13.5% |
7-7 |
1.2% |
70% |
False |
False |
30,234 |
100 |
749-0 |
594-2 |
154-6 |
23.6% |
8-4 |
1.3% |
40% |
False |
False |
27,224 |
120 |
794-4 |
594-2 |
200-2 |
30.5% |
8-4 |
1.3% |
31% |
False |
False |
24,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
674-2 |
2.618 |
667-3 |
1.618 |
663-1 |
1.000 |
660-4 |
0.618 |
658-7 |
HIGH |
656-2 |
0.618 |
654-5 |
0.500 |
654-1 |
0.382 |
653-5 |
LOW |
652-0 |
0.618 |
649-3 |
1.000 |
647-6 |
1.618 |
645-1 |
2.618 |
640-7 |
4.250 |
634-0 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
655-4 |
654-4 |
PP |
654-7 |
652-7 |
S1 |
654-1 |
651-1 |
|