CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
590-0 |
592-2 |
2-2 |
0.4% |
586-0 |
High |
595-0 |
592-2 |
-2-6 |
-0.5% |
596-6 |
Low |
590-0 |
586-0 |
-4-0 |
-0.7% |
584-2 |
Close |
594-6 |
589-4 |
-5-2 |
-0.9% |
596-6 |
Range |
5-0 |
6-2 |
1-2 |
25.0% |
12-4 |
ATR |
7-1 |
7-2 |
0-1 |
1.6% |
0-0 |
Volume |
11,571 |
13,160 |
1,589 |
13.7% |
48,598 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-0 |
605-0 |
593-0 |
|
R3 |
601-6 |
598-6 |
591-2 |
|
R2 |
595-4 |
595-4 |
590-5 |
|
R1 |
592-4 |
592-4 |
590-1 |
590-7 |
PP |
589-2 |
589-2 |
589-2 |
588-4 |
S1 |
586-2 |
586-2 |
588-7 |
584-5 |
S2 |
583-0 |
583-0 |
588-3 |
|
S3 |
576-6 |
580-0 |
587-6 |
|
S4 |
570-4 |
573-6 |
586-0 |
|
|
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 |
586-0 |
10-6 |
1.8% |
5-4 |
0.9% |
33% |
False |
True |
10,640 |
10 |
600-0 |
582-0 |
18-0 |
3.1% |
6-4 |
1.1% |
42% |
False |
False |
11,760 |
20 |
605-2 |
582-0 |
23-2 |
3.9% |
5-3 |
0.9% |
32% |
False |
False |
9,966 |
40 |
618-0 |
569-6 |
48-2 |
8.2% |
4-6 |
0.8% |
41% |
False |
False |
8,095 |
60 |
618-0 |
564-0 |
54-0 |
9.2% |
4-0 |
0.7% |
47% |
False |
False |
6,159 |
80 |
636-2 |
557-4 |
78-6 |
13.4% |
4-0 |
0.7% |
41% |
False |
False |
5,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
618-6 |
2.618 |
608-5 |
1.618 |
602-3 |
1.000 |
598-4 |
0.618 |
596-1 |
HIGH |
592-2 |
0.618 |
589-7 |
0.500 |
589-1 |
0.382 |
588-3 |
LOW |
586-0 |
0.618 |
582-1 |
1.000 |
579-6 |
1.618 |
575-7 |
2.618 |
569-5 |
4.250 |
559-4 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
589-3 |
590-4 |
PP |
589-2 |
590-1 |
S1 |
589-1 |
589-7 |
|