CME Pit-Traded Corn Future September 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 |
592-6 |
590-0 |
-2-6 |
-0.5% |
586-0 |
High |
592-6 |
595-0 |
2-2 |
0.4% |
596-6 |
Low |
586-6 |
590-0 |
3-2 |
0.6% |
584-2 |
Close |
591-6 |
594-6 |
3-0 |
0.5% |
596-6 |
Range |
6-0 |
5-0 |
-1-0 |
-16.7% |
12-4 |
ATR |
7-3 |
7-1 |
-0-1 |
-2.3% |
0-0 |
Volume |
9,642 |
11,571 |
1,929 |
20.0% |
48,598 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-2 |
606-4 |
597-4 |
|
R3 |
603-2 |
601-4 |
596-1 |
|
R2 |
598-2 |
598-2 |
595-5 |
|
R1 |
596-4 |
596-4 |
595-2 |
597-3 |
PP |
593-2 |
593-2 |
593-2 |
593-6 |
S1 |
591-4 |
591-4 |
594-2 |
592-3 |
S2 |
588-2 |
588-2 |
593-7 |
|
S3 |
583-2 |
586-4 |
593-3 |
|
S4 |
578-2 |
581-4 |
592-0 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630-1 |
625-7 |
603-5 |
|
R3 |
617-5 |
613-3 |
600-2 |
|
R2 |
605-1 |
605-1 |
599-0 |
|
R1 |
600-7 |
600-7 |
597-7 |
603-0 |
PP |
592-5 |
592-5 |
592-5 |
593-5 |
S1 |
588-3 |
588-3 |
595-5 |
590-4 |
S2 |
580-1 |
580-1 |
594-4 |
|
S3 |
567-5 |
575-7 |
593-2 |
|
S4 |
555-1 |
563-3 |
589-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
596-6 |
584-2 |
12-4 |
2.1% |
5-7 |
1.0% |
84% |
False |
False |
9,758 |
10 |
600-0 |
582-0 |
18-0 |
3.0% |
6-6 |
1.1% |
71% |
False |
False |
11,409 |
20 |
605-2 |
582-0 |
23-2 |
3.9% |
5-1 |
0.9% |
55% |
False |
False |
9,902 |
40 |
618-0 |
569-6 |
48-2 |
8.1% |
4-5 |
0.8% |
52% |
False |
False |
7,836 |
60 |
618-0 |
557-4 |
60-4 |
10.2% |
4-0 |
0.7% |
62% |
False |
False |
5,966 |
80 |
636-2 |
557-4 |
78-6 |
13.2% |
4-0 |
0.7% |
47% |
False |
False |
4,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
616-2 |
2.618 |
608-1 |
1.618 |
603-1 |
1.000 |
600-0 |
0.618 |
598-1 |
HIGH |
595-0 |
0.618 |
593-1 |
0.500 |
592-4 |
0.382 |
591-7 |
LOW |
590-0 |
0.618 |
586-7 |
1.000 |
585-0 |
1.618 |
581-7 |
2.618 |
576-7 |
4.250 |
568-6 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
594-0 |
593-6 |
PP |
593-2 |
592-6 |
S1 |
592-4 |
591-6 |
|