CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
652-0 |
658-2 |
6-2 |
1.0% |
642-4 |
High |
658-4 |
662-0 |
3-4 |
0.5% |
646-4 |
Low |
651-4 |
657-0 |
5-4 |
0.8% |
635-0 |
Close |
658-6 |
660-4 |
1-6 |
0.3% |
646-4 |
Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
11-4 |
ATR |
9-1 |
8-7 |
-0-2 |
-3.3% |
0-0 |
Volume |
58,988 |
55,118 |
-3,870 |
-6.6% |
221,986 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
674-7 |
672-5 |
663-2 |
|
R3 |
669-7 |
667-5 |
661-7 |
|
R2 |
664-7 |
664-7 |
661-3 |
|
R1 |
662-5 |
662-5 |
661-0 |
663-6 |
PP |
659-7 |
659-7 |
659-7 |
660-3 |
S1 |
657-5 |
657-5 |
660-0 |
658-6 |
S2 |
654-7 |
654-7 |
659-5 |
|
S3 |
649-7 |
652-5 |
659-1 |
|
S4 |
644-7 |
647-5 |
657-6 |
|
|
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 |
662-0 |
639-4 |
22-4 |
3.4% |
6-4 |
1.0% |
93% |
True |
False |
56,731 |
10 |
662-0 |
633-4 |
28-4 |
4.3% |
7-2 |
1.1% |
95% |
True |
False |
53,900 |
20 |
662-0 |
633-4 |
28-4 |
4.3% |
7-4 |
1.1% |
95% |
True |
False |
55,880 |
40 |
677-0 |
604-0 |
73-0 |
11.1% |
7-2 |
1.1% |
77% |
False |
False |
51,297 |
60 |
677-0 |
594-2 |
82-6 |
12.5% |
7-4 |
1.1% |
80% |
False |
False |
42,409 |
80 |
683-0 |
594-2 |
88-6 |
13.4% |
7-5 |
1.2% |
75% |
False |
False |
37,659 |
100 |
683-0 |
594-2 |
88-6 |
13.4% |
8-1 |
1.2% |
75% |
False |
False |
33,901 |
120 |
768-6 |
594-2 |
174-4 |
26.4% |
8-4 |
1.3% |
38% |
False |
False |
30,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-2 |
2.618 |
675-1 |
1.618 |
670-1 |
1.000 |
667-0 |
0.618 |
665-1 |
HIGH |
662-0 |
0.618 |
660-1 |
0.500 |
659-4 |
0.382 |
658-7 |
LOW |
657-0 |
0.618 |
653-7 |
1.000 |
652-0 |
1.618 |
648-7 |
2.618 |
643-7 |
4.250 |
635-6 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
660-1 |
657-4 |
PP |
659-7 |
654-4 |
S1 |
659-4 |
651-4 |
|