CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
656-0 |
649-2 |
-6-6 |
-1.0% |
632-4 |
High |
656-2 |
659-4 |
3-2 |
0.5% |
658-4 |
Low |
647-0 |
642-0 |
-5-0 |
-0.8% |
639-0 |
Close |
652-2 |
645-6 |
-6-4 |
-1.0% |
655-4 |
Range |
9-2 |
17-4 |
8-2 |
89.2% |
19-4 |
ATR |
9-5 |
10-1 |
0-5 |
5.9% |
0-0 |
Volume |
57,261 |
89,533 |
32,272 |
56.4% |
234,799 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-5 |
691-1 |
655-3 |
|
R3 |
684-1 |
673-5 |
650-4 |
|
R2 |
666-5 |
666-5 |
649-0 |
|
R1 |
656-1 |
656-1 |
647-3 |
652-5 |
PP |
649-1 |
649-1 |
649-1 |
647-2 |
S1 |
638-5 |
638-5 |
644-1 |
635-1 |
S2 |
631-5 |
631-5 |
642-4 |
|
S3 |
614-1 |
621-1 |
641-0 |
|
S4 |
596-5 |
603-5 |
636-1 |
|
|
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 |
659-4 |
642-0 |
17-4 |
2.7% |
7-6 |
1.2% |
21% |
True |
True |
57,311 |
10 |
659-4 |
639-0 |
20-4 |
3.2% |
7-3 |
1.1% |
33% |
True |
False |
52,287 |
20 |
659-4 |
604-0 |
55-4 |
8.6% |
7-5 |
1.2% |
75% |
True |
False |
53,176 |
40 |
677-0 |
594-2 |
82-6 |
12.8% |
7-3 |
1.1% |
62% |
False |
False |
40,383 |
60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
62% |
False |
False |
35,334 |
80 |
683-0 |
594-2 |
88-6 |
13.7% |
8-1 |
1.3% |
58% |
False |
False |
31,675 |
100 |
725-4 |
594-2 |
131-2 |
20.3% |
8-4 |
1.3% |
39% |
False |
False |
28,764 |
120 |
794-4 |
594-2 |
200-2 |
31.0% |
8-5 |
1.3% |
26% |
False |
False |
25,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
733-7 |
2.618 |
705-3 |
1.618 |
687-7 |
1.000 |
677-0 |
0.618 |
670-3 |
HIGH |
659-4 |
0.618 |
652-7 |
0.500 |
650-6 |
0.382 |
648-5 |
LOW |
642-0 |
0.618 |
631-1 |
1.000 |
624-4 |
1.618 |
613-5 |
2.618 |
596-1 |
4.250 |
567-5 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
650-6 |
650-6 |
PP |
649-1 |
649-1 |
S1 |
647-3 |
647-3 |
|