CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
591-2 |
597-2 |
6-0 |
1.0% |
592-6 |
High |
596-0 |
601-0 |
5-0 |
0.8% |
595-0 |
Low |
591-2 |
597-2 |
6-0 |
1.0% |
580-0 |
Close |
595-6 |
600-6 |
5-0 |
0.8% |
588-2 |
Range |
4-6 |
3-6 |
-1-0 |
-21.1% |
15-0 |
ATR |
7-2 |
7-1 |
-0-1 |
-2.0% |
0-0 |
Volume |
9,963 |
9,684 |
-279 |
-2.8% |
45,957 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-7 |
609-5 |
602-6 |
|
R3 |
607-1 |
605-7 |
601-6 |
|
R2 |
603-3 |
603-3 |
601-4 |
|
R1 |
602-1 |
602-1 |
601-1 |
602-6 |
PP |
599-5 |
599-5 |
599-5 |
600-0 |
S1 |
598-3 |
598-3 |
600-3 |
599-0 |
S2 |
595-7 |
595-7 |
600-0 |
|
S3 |
592-1 |
594-5 |
599-6 |
|
S4 |
588-3 |
590-7 |
598-6 |
|
|
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 |
601-0 |
580-0 |
21-0 |
3.5% |
5-4 |
0.9% |
99% |
True |
False |
11,447 |
10 |
601-0 |
580-0 |
21-0 |
3.5% |
5-5 |
0.9% |
99% |
True |
False |
10,602 |
20 |
605-2 |
580-0 |
25-2 |
4.2% |
5-7 |
1.0% |
82% |
False |
False |
10,694 |
40 |
618-0 |
569-6 |
48-2 |
8.0% |
4-7 |
0.8% |
64% |
False |
False |
8,938 |
60 |
618-0 |
564-2 |
53-6 |
8.9% |
4-0 |
0.7% |
68% |
False |
False |
6,783 |
80 |
636-2 |
557-4 |
78-6 |
13.1% |
4-2 |
0.7% |
55% |
False |
False |
5,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
617-0 |
2.618 |
610-7 |
1.618 |
607-1 |
1.000 |
604-6 |
0.618 |
603-3 |
HIGH |
601-0 |
0.618 |
599-5 |
0.500 |
599-1 |
0.382 |
598-5 |
LOW |
597-2 |
0.618 |
594-7 |
1.000 |
593-4 |
1.618 |
591-1 |
2.618 |
587-3 |
4.250 |
581-2 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
600-2 |
598-1 |
PP |
599-5 |
595-3 |
S1 |
599-1 |
592-6 |
|