CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
601-0 |
600-6 |
-0-2 |
0.0% |
588-6 |
High |
601-4 |
604-6 |
3-2 |
0.5% |
604-6 |
Low |
600-0 |
596-4 |
-3-4 |
-0.6% |
586-2 |
Close |
601-4 |
604-6 |
3-2 |
0.5% |
604-6 |
Range |
1-4 |
8-2 |
6-6 |
450.0% |
18-4 |
ATR |
6-6 |
6-7 |
0-1 |
1.6% |
0-0 |
Volume |
11,815 |
8,747 |
-3,068 |
-26.0% |
36,983 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
626-6 |
624-0 |
609-2 |
|
R3 |
618-4 |
615-6 |
607-0 |
|
R2 |
610-2 |
610-2 |
606-2 |
|
R1 |
607-4 |
607-4 |
605-4 |
608-7 |
PP |
602-0 |
602-0 |
602-0 |
602-6 |
S1 |
599-2 |
599-2 |
604-0 |
600-5 |
S2 |
593-6 |
593-6 |
603-2 |
|
S3 |
585-4 |
591-0 |
602-4 |
|
S4 |
577-2 |
582-6 |
600-2 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-1 |
647-7 |
614-7 |
|
R3 |
635-5 |
629-3 |
609-7 |
|
R2 |
617-1 |
617-1 |
608-1 |
|
R1 |
610-7 |
610-7 |
606-4 |
614-0 |
PP |
598-5 |
598-5 |
598-5 |
600-1 |
S1 |
592-3 |
592-3 |
603-0 |
595-4 |
S2 |
580-1 |
580-1 |
601-3 |
|
S3 |
561-5 |
573-7 |
599-5 |
|
S4 |
543-1 |
555-3 |
594-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-6 |
2.618 |
626-3 |
1.618 |
618-1 |
1.000 |
613-0 |
0.618 |
609-7 |
HIGH |
604-6 |
0.618 |
601-5 |
0.500 |
600-5 |
0.382 |
599-5 |
LOW |
596-4 |
0.618 |
591-3 |
1.000 |
588-2 |
1.618 |
583-1 |
2.618 |
574-7 |
4.250 |
561-4 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
603-3 |
603-0 |
PP |
602-0 |
601-1 |
S1 |
600-5 |
599-3 |
|