CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
642-0 |
633-0 |
-9-0 |
-1.4% |
655-4 |
High |
644-0 |
649-0 |
5-0 |
0.8% |
659-4 |
Low |
636-4 |
642-0 |
5-4 |
0.9% |
636-4 |
Close |
639-2 |
646-0 |
6-6 |
1.1% |
639-2 |
Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
23-0 |
ATR |
10-1 |
10-1 |
0-0 |
-0.3% |
0-0 |
Volume |
71,142 |
42,935 |
-28,207 |
-39.6% |
302,852 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-5 |
663-3 |
649-7 |
|
R3 |
659-5 |
656-3 |
647-7 |
|
R2 |
652-5 |
652-5 |
647-2 |
|
R1 |
649-3 |
649-3 |
646-5 |
651-0 |
PP |
645-5 |
645-5 |
645-5 |
646-4 |
S1 |
642-3 |
642-3 |
645-3 |
644-0 |
S2 |
638-5 |
638-5 |
644-6 |
|
S3 |
631-5 |
635-3 |
644-1 |
|
S4 |
624-5 |
628-3 |
642-1 |
|
|
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% |
8-4 |
1.3% |
41% |
False |
False |
61,068 |
10 |
659-4 |
636-4 |
23-0 |
3.6% |
7-6 |
1.2% |
41% |
False |
False |
54,855 |
20 |
659-4 |
604-0 |
55-4 |
8.6% |
7-5 |
1.2% |
76% |
False |
False |
52,856 |
40 |
677-0 |
594-2 |
82-6 |
12.8% |
7-3 |
1.1% |
63% |
False |
False |
42,367 |
60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-6 |
1.2% |
63% |
False |
False |
36,460 |
80 |
683-0 |
594-2 |
88-6 |
13.7% |
8-1 |
1.3% |
58% |
False |
False |
32,509 |
100 |
713-0 |
594-2 |
118-6 |
18.4% |
8-4 |
1.3% |
44% |
False |
False |
29,719 |
120 |
794-4 |
594-2 |
200-2 |
31.0% |
8-6 |
1.3% |
26% |
False |
False |
26,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
678-6 |
2.618 |
667-3 |
1.618 |
660-3 |
1.000 |
656-0 |
0.618 |
653-3 |
HIGH |
649-0 |
0.618 |
646-3 |
0.500 |
645-4 |
0.382 |
644-5 |
LOW |
642-0 |
0.618 |
637-5 |
1.000 |
635-0 |
1.618 |
630-5 |
2.618 |
623-5 |
4.250 |
612-2 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
645-7 |
648-0 |
PP |
645-5 |
647-3 |
S1 |
645-4 |
646-5 |
|