CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
655-4 |
653-0 |
-2-4 |
-0.4% |
632-4 |
High |
656-2 |
653-4 |
-2-6 |
-0.4% |
658-4 |
Low |
652-0 |
652-2 |
0-2 |
0.0% |
639-0 |
Close |
656-2 |
652-4 |
-3-6 |
-0.6% |
655-4 |
Range |
4-2 |
1-2 |
-3-0 |
-70.6% |
19-4 |
ATR |
10-1 |
9-5 |
-0-3 |
-4.3% |
0-0 |
Volume |
40,445 |
44,471 |
4,026 |
10.0% |
234,799 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-4 |
655-6 |
653-2 |
|
R3 |
655-2 |
654-4 |
652-7 |
|
R2 |
654-0 |
654-0 |
652-6 |
|
R1 |
653-2 |
653-2 |
652-5 |
653-0 |
PP |
652-6 |
652-6 |
652-6 |
652-5 |
S1 |
652-0 |
652-0 |
652-3 |
651-6 |
S2 |
651-4 |
651-4 |
652-2 |
|
S3 |
650-2 |
650-6 |
652-1 |
|
S4 |
649-0 |
649-4 |
651-6 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-4 |
702-0 |
666-2 |
|
R3 |
690-0 |
682-4 |
660-7 |
|
R2 |
670-4 |
670-4 |
659-1 |
|
R1 |
663-0 |
663-0 |
657-2 |
666-6 |
PP |
651-0 |
651-0 |
651-0 |
652-7 |
S1 |
643-4 |
643-4 |
653-6 |
647-2 |
S2 |
631-4 |
631-4 |
651-7 |
|
S3 |
612-0 |
624-0 |
650-1 |
|
S4 |
592-4 |
604-4 |
644-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
646-0 |
12-4 |
1.9% |
5-7 |
0.9% |
52% |
False |
False |
50,032 |
10 |
658-4 |
637-4 |
21-0 |
3.2% |
6-3 |
1.0% |
71% |
False |
False |
49,516 |
20 |
667-0 |
604-0 |
63-0 |
9.7% |
6-7 |
1.0% |
77% |
False |
False |
49,827 |
40 |
677-0 |
594-2 |
82-6 |
12.7% |
7-0 |
1.1% |
70% |
False |
False |
37,947 |
60 |
677-6 |
594-2 |
83-4 |
12.8% |
7-5 |
1.2% |
70% |
False |
False |
34,128 |
80 |
683-0 |
594-2 |
88-6 |
13.6% |
7-6 |
1.2% |
66% |
False |
False |
30,397 |
100 |
737-0 |
594-2 |
142-6 |
21.9% |
8-4 |
1.3% |
41% |
False |
False |
27,549 |
120 |
794-4 |
594-2 |
200-2 |
30.7% |
8-4 |
1.3% |
29% |
False |
False |
24,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
658-6 |
2.618 |
656-6 |
1.618 |
655-4 |
1.000 |
654-6 |
0.618 |
654-2 |
HIGH |
653-4 |
0.618 |
653-0 |
0.500 |
652-7 |
0.382 |
652-6 |
LOW |
652-2 |
0.618 |
651-4 |
1.000 |
651-0 |
1.618 |
650-2 |
2.618 |
649-0 |
4.250 |
647-0 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
652-7 |
652-7 |
PP |
652-6 |
652-6 |
S1 |
652-5 |
652-5 |
|