CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
641-0 |
652-0 |
11-0 |
1.7% |
642-4 |
High |
650-6 |
658-4 |
7-6 |
1.2% |
646-4 |
Low |
641-0 |
651-4 |
10-4 |
1.6% |
635-0 |
Close |
650-6 |
658-6 |
8-0 |
1.2% |
646-4 |
Range |
9-6 |
7-0 |
-2-6 |
-28.2% |
11-4 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.2% |
0-0 |
Volume |
52,721 |
58,988 |
6,267 |
11.9% |
221,986 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-2 |
675-0 |
662-5 |
|
R3 |
670-2 |
668-0 |
660-5 |
|
R2 |
663-2 |
663-2 |
660-0 |
|
R1 |
661-0 |
661-0 |
659-3 |
662-1 |
PP |
656-2 |
656-2 |
656-2 |
656-6 |
S1 |
654-0 |
654-0 |
658-1 |
655-1 |
S2 |
649-2 |
649-2 |
657-4 |
|
S3 |
642-2 |
647-0 |
656-7 |
|
S4 |
635-2 |
640-0 |
654-7 |
|
|
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 |
658-4 |
636-2 |
22-2 |
3.4% |
7-2 |
1.1% |
101% |
True |
False |
56,930 |
10 |
658-4 |
633-4 |
25-0 |
3.8% |
7-3 |
1.1% |
101% |
True |
False |
55,145 |
20 |
659-4 |
633-4 |
26-0 |
3.9% |
7-4 |
1.1% |
97% |
False |
False |
55,000 |
40 |
677-0 |
604-0 |
73-0 |
11.1% |
7-2 |
1.1% |
75% |
False |
False |
50,575 |
60 |
677-0 |
594-2 |
82-6 |
12.6% |
7-4 |
1.1% |
78% |
False |
False |
41,867 |
80 |
683-0 |
594-2 |
88-6 |
13.5% |
7-6 |
1.2% |
73% |
False |
False |
37,219 |
100 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
73% |
False |
False |
33,573 |
120 |
771-4 |
594-2 |
177-2 |
26.9% |
8-4 |
1.3% |
36% |
False |
False |
30,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-2 |
2.618 |
676-7 |
1.618 |
669-7 |
1.000 |
665-4 |
0.618 |
662-7 |
HIGH |
658-4 |
0.618 |
655-7 |
0.500 |
655-0 |
0.382 |
654-1 |
LOW |
651-4 |
0.618 |
647-1 |
1.000 |
644-4 |
1.618 |
640-1 |
2.618 |
633-1 |
4.250 |
621-6 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
657-4 |
655-4 |
PP |
656-2 |
652-2 |
S1 |
655-0 |
649-0 |
|