CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
642-4 |
636-2 |
-6-2 |
-1.0% |
633-0 |
High |
643-0 |
645-0 |
2-0 |
0.3% |
650-2 |
Low |
635-0 |
636-2 |
1-2 |
0.2% |
633-4 |
Close |
637-4 |
644-2 |
6-6 |
1.1% |
648-2 |
Range |
8-0 |
8-6 |
0-6 |
9.4% |
16-6 |
ATR |
9-7 |
9-7 |
-0-1 |
-0.8% |
0-0 |
Volume |
49,044 |
56,113 |
7,069 |
14.4% |
260,699 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-1 |
664-7 |
649-0 |
|
R3 |
659-3 |
656-1 |
646-5 |
|
R2 |
650-5 |
650-5 |
645-7 |
|
R1 |
647-3 |
647-3 |
645-0 |
649-0 |
PP |
641-7 |
641-7 |
641-7 |
642-5 |
S1 |
638-5 |
638-5 |
643-4 |
640-2 |
S2 |
633-1 |
633-1 |
642-5 |
|
S3 |
624-3 |
629-7 |
641-7 |
|
S4 |
615-5 |
621-1 |
639-4 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-2 |
688-0 |
657-4 |
|
R3 |
677-4 |
671-2 |
652-7 |
|
R2 |
660-6 |
660-6 |
651-3 |
|
R1 |
654-4 |
654-4 |
649-6 |
657-5 |
PP |
644-0 |
644-0 |
644-0 |
645-4 |
S1 |
637-6 |
637-6 |
646-6 |
640-7 |
S2 |
627-2 |
627-2 |
645-1 |
|
S3 |
610-4 |
621-0 |
643-5 |
|
S4 |
593-6 |
604-2 |
639-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
650-2 |
633-4 |
16-6 |
2.6% |
7-7 |
1.2% |
64% |
False |
False |
51,069 |
10 |
659-4 |
633-4 |
26-0 |
4.0% |
8-5 |
1.3% |
41% |
False |
False |
58,379 |
20 |
659-4 |
633-4 |
26-0 |
4.0% |
7-4 |
1.2% |
41% |
False |
False |
53,947 |
40 |
677-0 |
604-0 |
73-0 |
11.3% |
7-3 |
1.1% |
55% |
False |
False |
46,969 |
60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
60% |
False |
False |
39,564 |
80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.2% |
56% |
False |
False |
35,117 |
100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-3 |
1.3% |
56% |
False |
False |
32,186 |
120 |
792-0 |
594-2 |
197-6 |
30.7% |
8-5 |
1.3% |
25% |
False |
False |
28,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-2 |
2.618 |
667-7 |
1.618 |
659-1 |
1.000 |
653-6 |
0.618 |
650-3 |
HIGH |
645-0 |
0.618 |
641-5 |
0.500 |
640-5 |
0.382 |
639-5 |
LOW |
636-2 |
0.618 |
630-7 |
1.000 |
627-4 |
1.618 |
622-1 |
2.618 |
613-3 |
4.250 |
599-0 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
643-0 |
643-6 |
PP |
641-7 |
643-1 |
S1 |
640-5 |
642-5 |
|