CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
649-2 |
642-0 |
-7-2 |
-1.1% |
655-4 |
High |
659-4 |
644-0 |
-15-4 |
-2.4% |
659-4 |
Low |
642-0 |
636-4 |
-5-4 |
-0.9% |
636-4 |
Close |
645-6 |
639-2 |
-6-4 |
-1.0% |
639-2 |
Range |
17-4 |
7-4 |
-10-0 |
-57.1% |
23-0 |
ATR |
10-1 |
10-1 |
-0-1 |
-0.7% |
0-0 |
Volume |
89,533 |
71,142 |
-18,391 |
-20.5% |
302,852 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-3 |
658-3 |
643-3 |
|
R3 |
654-7 |
650-7 |
641-2 |
|
R2 |
647-3 |
647-3 |
640-5 |
|
R1 |
643-3 |
643-3 |
640-0 |
641-5 |
PP |
639-7 |
639-7 |
639-7 |
639-0 |
S1 |
635-7 |
635-7 |
638-4 |
634-1 |
S2 |
632-3 |
632-3 |
637-7 |
|
S3 |
624-7 |
628-3 |
637-2 |
|
S4 |
617-3 |
620-7 |
635-1 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-1 |
699-5 |
651-7 |
|
R3 |
691-1 |
676-5 |
645-5 |
|
R2 |
668-1 |
668-1 |
643-4 |
|
R1 |
653-5 |
653-5 |
641-3 |
649-3 |
PP |
645-1 |
645-1 |
645-1 |
643-0 |
S1 |
630-5 |
630-5 |
637-1 |
626-3 |
S2 |
622-1 |
622-1 |
635-0 |
|
S3 |
599-1 |
607-5 |
632-7 |
|
S4 |
576-1 |
584-5 |
626-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
659-4 |
636-4 |
23-0 |
3.6% |
8-0 |
1.2% |
12% |
False |
True |
60,570 |
10 |
659-4 |
636-4 |
23-0 |
3.6% |
7-4 |
1.2% |
12% |
False |
True |
53,765 |
20 |
659-4 |
604-0 |
55-4 |
8.7% |
7-7 |
1.2% |
64% |
False |
False |
54,071 |
40 |
677-0 |
594-2 |
82-6 |
12.9% |
7-3 |
1.2% |
54% |
False |
False |
41,707 |
60 |
677-0 |
594-2 |
82-6 |
12.9% |
7-5 |
1.2% |
54% |
False |
False |
36,151 |
80 |
683-0 |
594-2 |
88-6 |
13.9% |
8-1 |
1.3% |
51% |
False |
False |
32,177 |
100 |
725-4 |
594-2 |
131-2 |
20.5% |
8-4 |
1.3% |
34% |
False |
False |
29,400 |
120 |
794-4 |
594-2 |
200-2 |
31.3% |
8-6 |
1.4% |
22% |
False |
False |
26,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-7 |
2.618 |
663-5 |
1.618 |
656-1 |
1.000 |
651-4 |
0.618 |
648-5 |
HIGH |
644-0 |
0.618 |
641-1 |
0.500 |
640-2 |
0.382 |
639-3 |
LOW |
636-4 |
0.618 |
631-7 |
1.000 |
629-0 |
1.618 |
624-3 |
2.618 |
616-7 |
4.250 |
604-5 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
640-2 |
648-0 |
PP |
639-7 |
645-1 |
S1 |
639-5 |
642-1 |
|