CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
592-2 |
586-6 |
-5-4 |
-0.9% |
592-6 |
High |
592-2 |
588-2 |
-4-0 |
-0.7% |
595-0 |
Low |
586-0 |
580-0 |
-6-0 |
-1.0% |
580-0 |
Close |
589-4 |
588-2 |
-1-2 |
-0.2% |
588-2 |
Range |
6-2 |
8-2 |
2-0 |
32.0% |
15-0 |
ATR |
7-2 |
7-3 |
0-1 |
2.2% |
0-0 |
Volume |
13,160 |
11,584 |
-1,576 |
-12.0% |
45,957 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-2 |
607-4 |
592-6 |
|
R3 |
602-0 |
599-2 |
590-4 |
|
R2 |
593-6 |
593-6 |
589-6 |
|
R1 |
591-0 |
591-0 |
589-0 |
592-3 |
PP |
585-4 |
585-4 |
585-4 |
586-2 |
S1 |
582-6 |
582-6 |
587-4 |
584-1 |
S2 |
577-2 |
577-2 |
586-6 |
|
S3 |
569-0 |
574-4 |
586-0 |
|
S4 |
560-6 |
566-2 |
583-6 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-6 |
625-4 |
596-4 |
|
R3 |
617-6 |
610-4 |
592-3 |
|
R2 |
602-6 |
602-6 |
591-0 |
|
R1 |
595-4 |
595-4 |
589-5 |
591-5 |
PP |
587-6 |
587-6 |
587-6 |
585-6 |
S1 |
580-4 |
580-4 |
586-7 |
576-5 |
S2 |
572-6 |
572-6 |
585-4 |
|
S3 |
557-6 |
565-4 |
584-1 |
|
S4 |
542-6 |
550-4 |
580-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
596-6 |
580-0 |
16-6 |
2.8% |
5-7 |
1.0% |
49% |
False |
True |
11,008 |
10 |
596-6 |
580-0 |
16-6 |
2.8% |
6-1 |
1.0% |
49% |
False |
True |
10,969 |
20 |
605-2 |
580-0 |
25-2 |
4.3% |
5-5 |
1.0% |
33% |
False |
True |
10,160 |
40 |
618-0 |
569-6 |
48-2 |
8.2% |
4-7 |
0.8% |
38% |
False |
False |
8,364 |
60 |
618-0 |
564-2 |
53-6 |
9.1% |
4-0 |
0.7% |
45% |
False |
False |
6,334 |
80 |
636-2 |
557-4 |
78-6 |
13.4% |
4-0 |
0.7% |
39% |
False |
False |
5,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
623-2 |
2.618 |
609-7 |
1.618 |
601-5 |
1.000 |
596-4 |
0.618 |
593-3 |
HIGH |
588-2 |
0.618 |
585-1 |
0.500 |
584-1 |
0.382 |
583-1 |
LOW |
580-0 |
0.618 |
574-7 |
1.000 |
571-6 |
1.618 |
566-5 |
2.618 |
558-3 |
4.250 |
545-0 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
586-7 |
588-0 |
PP |
585-4 |
587-6 |
S1 |
584-1 |
587-4 |
|