CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
658-4 |
7-4 |
1.2% |
627-4 |
| High |
651-0 |
658-4 |
7-4 |
1.2% |
653-0 |
| Low |
644-0 |
650-2 |
6-2 |
1.0% |
623-0 |
| Close |
648-6 |
651-6 |
3-0 |
0.5% |
651-0 |
| Range |
7-0 |
8-2 |
1-2 |
17.9% |
30-0 |
| ATR |
11-0 |
11-0 |
-0-1 |
-0.8% |
0-0 |
| Volume |
37,522 |
61,687 |
24,165 |
64.4% |
273,599 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-2 |
673-2 |
656-2 |
|
| R3 |
670-0 |
665-0 |
654-0 |
|
| R2 |
661-6 |
661-6 |
653-2 |
|
| R1 |
656-6 |
656-6 |
652-4 |
655-1 |
| PP |
653-4 |
653-4 |
653-4 |
652-6 |
| S1 |
648-4 |
648-4 |
651-0 |
646-7 |
| S2 |
645-2 |
645-2 |
650-2 |
|
| S3 |
637-0 |
640-2 |
649-4 |
|
| S4 |
628-6 |
632-0 |
647-2 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-3 |
721-5 |
667-4 |
|
| R3 |
702-3 |
691-5 |
659-2 |
|
| R2 |
672-3 |
672-3 |
656-4 |
|
| R1 |
661-5 |
661-5 |
653-6 |
667-0 |
| PP |
642-3 |
642-3 |
642-3 |
645-0 |
| S1 |
631-5 |
631-5 |
648-2 |
637-0 |
| S2 |
612-3 |
612-3 |
645-4 |
|
| S3 |
582-3 |
601-5 |
642-6 |
|
| S4 |
552-3 |
571-5 |
634-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
658-4 |
639-0 |
19-4 |
3.0% |
7-1 |
1.1% |
65% |
True |
False |
48,804 |
| 10 |
658-4 |
609-4 |
49-0 |
7.5% |
8-0 |
1.2% |
86% |
True |
False |
51,743 |
| 20 |
674-0 |
604-0 |
70-0 |
10.7% |
7-1 |
1.1% |
68% |
False |
False |
48,564 |
| 40 |
677-0 |
594-2 |
82-6 |
12.7% |
7-5 |
1.2% |
69% |
False |
False |
36,296 |
| 60 |
683-0 |
594-2 |
88-6 |
13.6% |
7-6 |
1.2% |
65% |
False |
False |
32,278 |
| 80 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
65% |
False |
False |
28,959 |
| 100 |
768-6 |
594-2 |
174-4 |
26.8% |
8-5 |
1.3% |
33% |
False |
False |
26,186 |
| 120 |
794-4 |
594-2 |
200-2 |
30.7% |
8-4 |
1.3% |
29% |
False |
False |
23,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-4 |
|
2.618 |
680-1 |
|
1.618 |
671-7 |
|
1.000 |
666-6 |
|
0.618 |
663-5 |
|
HIGH |
658-4 |
|
0.618 |
655-3 |
|
0.500 |
654-3 |
|
0.382 |
653-3 |
|
LOW |
650-2 |
|
0.618 |
645-1 |
|
1.000 |
642-0 |
|
1.618 |
636-7 |
|
2.618 |
628-5 |
|
4.250 |
615-2 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
654-3 |
650-6 |
| PP |
653-4 |
649-6 |
| S1 |
652-5 |
648-6 |
|