CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
642-6 |
642-4 |
-0-2 |
0.0% |
655-4 |
High |
646-0 |
644-0 |
-2-0 |
-0.3% |
659-4 |
Low |
640-0 |
633-4 |
-6-4 |
-1.0% |
636-4 |
Close |
641-4 |
634-0 |
-7-4 |
-1.2% |
639-2 |
Range |
6-0 |
10-4 |
4-4 |
75.0% |
23-0 |
ATR |
9-6 |
9-7 |
0-0 |
0.5% |
0-0 |
Volume |
67,573 |
57,309 |
-10,264 |
-15.2% |
302,852 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-5 |
661-7 |
639-6 |
|
R3 |
658-1 |
651-3 |
636-7 |
|
R2 |
647-5 |
647-5 |
635-7 |
|
R1 |
640-7 |
640-7 |
635-0 |
639-0 |
PP |
637-1 |
637-1 |
637-1 |
636-2 |
S1 |
630-3 |
630-3 |
633-0 |
628-4 |
S2 |
626-5 |
626-5 |
632-1 |
|
S3 |
616-1 |
619-7 |
631-1 |
|
S4 |
605-5 |
609-3 |
628-2 |
|
|
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 |
633-4 |
26-0 |
4.1% |
9-6 |
1.5% |
2% |
False |
True |
65,698 |
10 |
659-4 |
633-4 |
26-0 |
4.1% |
7-7 |
1.2% |
2% |
False |
True |
57,422 |
20 |
659-4 |
609-4 |
50-0 |
7.9% |
8-0 |
1.3% |
49% |
False |
False |
54,582 |
40 |
677-0 |
604-0 |
73-0 |
11.5% |
7-4 |
1.2% |
41% |
False |
False |
44,349 |
60 |
677-0 |
594-2 |
82-6 |
13.1% |
7-5 |
1.2% |
48% |
False |
False |
37,866 |
80 |
683-0 |
594-2 |
88-6 |
14.0% |
8-1 |
1.3% |
45% |
False |
False |
33,451 |
100 |
689-6 |
594-2 |
95-4 |
15.1% |
8-3 |
1.3% |
42% |
False |
False |
30,798 |
120 |
794-4 |
594-2 |
200-2 |
31.6% |
8-6 |
1.4% |
20% |
False |
False |
27,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-5 |
2.618 |
671-4 |
1.618 |
661-0 |
1.000 |
654-4 |
0.618 |
650-4 |
HIGH |
644-0 |
0.618 |
640-0 |
0.500 |
638-6 |
0.382 |
637-4 |
LOW |
633-4 |
0.618 |
627-0 |
1.000 |
623-0 |
1.618 |
616-4 |
2.618 |
606-0 |
4.250 |
588-7 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
638-6 |
641-2 |
PP |
637-1 |
638-7 |
S1 |
635-5 |
636-3 |
|