CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
641-0 |
641-0 |
0-0 |
0.0% |
642-4 |
High |
646-4 |
650-6 |
4-2 |
0.7% |
646-4 |
Low |
639-4 |
641-0 |
1-4 |
0.2% |
635-0 |
Close |
646-4 |
650-6 |
4-2 |
0.7% |
646-4 |
Range |
7-0 |
9-6 |
2-6 |
39.3% |
11-4 |
ATR |
9-2 |
9-2 |
0-0 |
0.4% |
0-0 |
Volume |
67,150 |
52,721 |
-14,429 |
-21.5% |
221,986 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-6 |
673-4 |
656-1 |
|
R3 |
667-0 |
663-6 |
653-3 |
|
R2 |
657-2 |
657-2 |
652-4 |
|
R1 |
654-0 |
654-0 |
651-5 |
655-5 |
PP |
647-4 |
647-4 |
647-4 |
648-2 |
S1 |
644-2 |
644-2 |
649-7 |
645-7 |
S2 |
637-6 |
637-6 |
649-0 |
|
S3 |
628-0 |
634-4 |
648-1 |
|
S4 |
618-2 |
624-6 |
645-3 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-1 |
673-3 |
652-7 |
|
R3 |
665-5 |
661-7 |
649-5 |
|
R2 |
654-1 |
654-1 |
648-5 |
|
R1 |
650-3 |
650-3 |
647-4 |
652-2 |
PP |
642-5 |
642-5 |
642-5 |
643-5 |
S1 |
638-7 |
638-7 |
645-4 |
640-6 |
S2 |
631-1 |
631-1 |
644-3 |
|
S3 |
619-5 |
627-3 |
643-3 |
|
S4 |
608-1 |
615-7 |
640-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
650-6 |
635-0 |
15-6 |
2.4% |
7-4 |
1.2% |
100% |
True |
False |
54,941 |
10 |
650-6 |
633-4 |
17-2 |
2.7% |
7-3 |
1.1% |
100% |
True |
False |
53,540 |
20 |
659-4 |
633-4 |
26-0 |
4.0% |
7-3 |
1.1% |
66% |
False |
False |
53,652 |
40 |
677-0 |
604-0 |
73-0 |
11.2% |
7-3 |
1.1% |
64% |
False |
False |
49,722 |
60 |
677-0 |
594-2 |
82-6 |
12.7% |
7-4 |
1.2% |
68% |
False |
False |
41,280 |
80 |
683-0 |
594-2 |
88-6 |
13.6% |
7-7 |
1.2% |
64% |
False |
False |
36,643 |
100 |
683-0 |
594-2 |
88-6 |
13.6% |
8-2 |
1.3% |
64% |
False |
False |
33,196 |
120 |
780-0 |
594-2 |
185-6 |
28.5% |
8-3 |
1.3% |
30% |
False |
False |
29,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-2 |
2.618 |
676-2 |
1.618 |
666-4 |
1.000 |
660-4 |
0.618 |
656-6 |
HIGH |
650-6 |
0.618 |
647-0 |
0.500 |
645-7 |
0.382 |
644-6 |
LOW |
641-0 |
0.618 |
635-0 |
1.000 |
631-2 |
1.618 |
625-2 |
2.618 |
615-4 |
4.250 |
599-4 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
649-1 |
648-7 |
PP |
647-4 |
647-0 |
S1 |
645-7 |
645-1 |
|