CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
653-0 |
656-0 |
3-0 |
0.5% |
632-4 |
| High |
653-4 |
656-2 |
2-6 |
0.4% |
658-4 |
| Low |
652-2 |
647-0 |
-5-2 |
-0.8% |
639-0 |
| Close |
652-4 |
652-2 |
-0-2 |
0.0% |
655-4 |
| Range |
1-2 |
9-2 |
8-0 |
640.0% |
19-4 |
| ATR |
9-5 |
9-5 |
0-0 |
-0.3% |
0-0 |
| Volume |
44,471 |
57,261 |
12,790 |
28.8% |
234,799 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-5 |
675-1 |
657-3 |
|
| R3 |
670-3 |
665-7 |
654-6 |
|
| R2 |
661-1 |
661-1 |
654-0 |
|
| R1 |
656-5 |
656-5 |
653-1 |
654-2 |
| PP |
651-7 |
651-7 |
651-7 |
650-5 |
| S1 |
647-3 |
647-3 |
651-3 |
645-0 |
| S2 |
642-5 |
642-5 |
650-4 |
|
| S3 |
633-3 |
638-1 |
649-6 |
|
| S4 |
624-1 |
628-7 |
647-1 |
|
|
| 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 |
656-2 |
646-0 |
10-2 |
1.6% |
6-1 |
0.9% |
61% |
True |
False |
49,146 |
| 10 |
658-4 |
639-0 |
19-4 |
3.0% |
6-5 |
1.0% |
68% |
False |
False |
48,975 |
| 20 |
665-0 |
604-0 |
61-0 |
9.4% |
7-0 |
1.1% |
79% |
False |
False |
50,760 |
| 40 |
677-0 |
594-2 |
82-6 |
12.7% |
7-2 |
1.1% |
70% |
False |
False |
38,800 |
| 60 |
677-0 |
594-2 |
82-6 |
12.7% |
7-5 |
1.2% |
70% |
False |
False |
34,364 |
| 80 |
683-0 |
594-2 |
88-6 |
13.6% |
7-7 |
1.2% |
65% |
False |
False |
30,802 |
| 100 |
728-6 |
594-2 |
134-4 |
20.6% |
8-4 |
1.3% |
43% |
False |
False |
27,997 |
| 120 |
794-4 |
594-2 |
200-2 |
30.7% |
8-4 |
1.3% |
29% |
False |
False |
25,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
695-4 |
|
2.618 |
680-4 |
|
1.618 |
671-2 |
|
1.000 |
665-4 |
|
0.618 |
662-0 |
|
HIGH |
656-2 |
|
0.618 |
652-6 |
|
0.500 |
651-5 |
|
0.382 |
650-4 |
|
LOW |
647-0 |
|
0.618 |
641-2 |
|
1.000 |
637-6 |
|
1.618 |
632-0 |
|
2.618 |
622-6 |
|
4.250 |
607-6 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
652-0 |
652-0 |
| PP |
651-7 |
651-7 |
| S1 |
651-5 |
651-5 |
|