CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
584-4 |
591-2 |
6-6 |
1.2% |
592-6 |
High |
588-6 |
596-0 |
7-2 |
1.2% |
595-0 |
Low |
584-4 |
591-2 |
6-6 |
1.2% |
580-0 |
Close |
587-4 |
595-6 |
8-2 |
1.4% |
588-2 |
Range |
4-2 |
4-6 |
0-4 |
11.8% |
15-0 |
ATR |
7-2 |
7-2 |
0-1 |
1.3% |
0-0 |
Volume |
12,845 |
9,963 |
-2,882 |
-22.4% |
45,957 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-5 |
606-7 |
598-3 |
|
R3 |
603-7 |
602-1 |
597-0 |
|
R2 |
599-1 |
599-1 |
596-5 |
|
R1 |
597-3 |
597-3 |
596-1 |
598-2 |
PP |
594-3 |
594-3 |
594-3 |
594-6 |
S1 |
592-5 |
592-5 |
595-3 |
593-4 |
S2 |
589-5 |
589-5 |
594-7 |
|
S3 |
584-7 |
587-7 |
594-4 |
|
S4 |
580-1 |
583-1 |
593-1 |
|
|
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 |
596-0 |
580-0 |
16-0 |
2.7% |
5-6 |
1.0% |
98% |
True |
False |
11,824 |
10 |
596-6 |
580-0 |
16-6 |
2.8% |
5-4 |
0.9% |
94% |
False |
False |
10,681 |
20 |
605-2 |
580-0 |
25-2 |
4.2% |
5-7 |
1.0% |
62% |
False |
False |
10,430 |
40 |
618-0 |
569-6 |
48-2 |
8.1% |
4-7 |
0.8% |
54% |
False |
False |
8,777 |
60 |
618-0 |
564-2 |
53-6 |
9.0% |
4-0 |
0.7% |
59% |
False |
False |
6,656 |
80 |
636-2 |
557-4 |
78-6 |
13.2% |
4-1 |
0.7% |
49% |
False |
False |
5,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
616-2 |
2.618 |
608-3 |
1.618 |
603-5 |
1.000 |
600-6 |
0.618 |
598-7 |
HIGH |
596-0 |
0.618 |
594-1 |
0.500 |
593-5 |
0.382 |
593-1 |
LOW |
591-2 |
0.618 |
588-3 |
1.000 |
586-4 |
1.618 |
583-5 |
2.618 |
578-7 |
4.250 |
571-0 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
595-0 |
593-1 |
PP |
594-3 |
590-5 |
S1 |
593-5 |
588-0 |
|