CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
633-0 |
642-6 |
9-6 |
1.5% |
655-4 |
High |
649-0 |
646-0 |
-3-0 |
-0.5% |
659-4 |
Low |
642-0 |
640-0 |
-2-0 |
-0.3% |
636-4 |
Close |
646-0 |
641-4 |
-4-4 |
-0.7% |
639-2 |
Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
23-0 |
ATR |
10-1 |
9-6 |
-0-2 |
-2.9% |
0-0 |
Volume |
42,935 |
67,573 |
24,638 |
57.4% |
302,852 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-4 |
657-0 |
644-6 |
|
R3 |
654-4 |
651-0 |
643-1 |
|
R2 |
648-4 |
648-4 |
642-5 |
|
R1 |
645-0 |
645-0 |
642-0 |
643-6 |
PP |
642-4 |
642-4 |
642-4 |
641-7 |
S1 |
639-0 |
639-0 |
641-0 |
637-6 |
S2 |
636-4 |
636-4 |
640-3 |
|
S3 |
630-4 |
633-0 |
639-7 |
|
S4 |
624-4 |
627-0 |
638-2 |
|
|
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% |
9-4 |
1.5% |
22% |
False |
False |
65,688 |
10 |
659-4 |
636-4 |
23-0 |
3.6% |
7-5 |
1.2% |
22% |
False |
False |
57,860 |
20 |
659-4 |
604-0 |
55-4 |
8.7% |
7-5 |
1.2% |
68% |
False |
False |
53,917 |
40 |
677-0 |
596-4 |
80-4 |
12.5% |
7-3 |
1.2% |
56% |
False |
False |
43,626 |
60 |
677-0 |
594-2 |
82-6 |
12.9% |
7-7 |
1.2% |
57% |
False |
False |
37,212 |
80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-1 |
1.3% |
53% |
False |
False |
32,927 |
100 |
695-0 |
594-2 |
100-6 |
15.7% |
8-4 |
1.3% |
47% |
False |
False |
30,310 |
120 |
794-4 |
594-2 |
200-2 |
31.2% |
8-6 |
1.4% |
24% |
False |
False |
27,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-4 |
2.618 |
661-6 |
1.618 |
655-6 |
1.000 |
652-0 |
0.618 |
649-6 |
HIGH |
646-0 |
0.618 |
643-6 |
0.500 |
643-0 |
0.382 |
642-2 |
LOW |
640-0 |
0.618 |
636-2 |
1.000 |
634-0 |
1.618 |
630-2 |
2.618 |
624-2 |
4.250 |
614-4 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
643-0 |
642-6 |
PP |
642-4 |
642-3 |
S1 |
642-0 |
641-7 |
|