CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
642-4 |
633-4 |
-9-0 |
-1.4% |
655-4 |
| High |
644-0 |
643-2 |
-0-6 |
-0.1% |
659-4 |
| Low |
633-4 |
633-4 |
0-0 |
0.0% |
636-4 |
| Close |
634-0 |
642-6 |
8-6 |
1.4% |
639-2 |
| Range |
10-4 |
9-6 |
-0-6 |
-7.1% |
23-0 |
| ATR |
9-7 |
9-7 |
0-0 |
-0.1% |
0-0 |
| Volume |
57,309 |
40,660 |
-16,649 |
-29.1% |
302,852 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-1 |
665-5 |
648-1 |
|
| R3 |
659-3 |
655-7 |
645-3 |
|
| R2 |
649-5 |
649-5 |
644-4 |
|
| R1 |
646-1 |
646-1 |
643-5 |
647-7 |
| PP |
639-7 |
639-7 |
639-7 |
640-6 |
| S1 |
636-3 |
636-3 |
641-7 |
638-1 |
| S2 |
630-1 |
630-1 |
641-0 |
|
| S3 |
620-3 |
626-5 |
640-1 |
|
| S4 |
610-5 |
616-7 |
637-3 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-1 |
699-5 |
651-7 |
|
| R3 |
691-1 |
676-5 |
645-5 |
|
| R2 |
668-1 |
668-1 |
643-4 |
|
| R1 |
653-5 |
653-5 |
641-3 |
649-3 |
| PP |
645-1 |
645-1 |
645-1 |
643-0 |
| S1 |
630-5 |
630-5 |
637-1 |
626-3 |
| S2 |
622-1 |
622-1 |
635-0 |
|
| S3 |
599-1 |
607-5 |
632-7 |
|
| S4 |
576-1 |
584-5 |
626-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649-0 |
633-4 |
15-4 |
2.4% |
8-1 |
1.3% |
60% |
False |
True |
55,923 |
| 10 |
659-4 |
633-4 |
26-0 |
4.0% |
7-7 |
1.2% |
36% |
False |
True |
56,617 |
| 20 |
659-4 |
614-2 |
45-2 |
7.0% |
8-0 |
1.3% |
63% |
False |
False |
54,181 |
| 40 |
677-0 |
604-0 |
73-0 |
11.4% |
7-5 |
1.2% |
53% |
False |
False |
44,747 |
| 60 |
677-0 |
594-2 |
82-6 |
12.9% |
7-4 |
1.2% |
59% |
False |
False |
38,105 |
| 80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.3% |
55% |
False |
False |
33,759 |
| 100 |
689-6 |
594-2 |
95-4 |
14.9% |
8-3 |
1.3% |
51% |
False |
False |
31,034 |
| 120 |
794-4 |
594-2 |
200-2 |
31.2% |
8-6 |
1.4% |
24% |
False |
False |
27,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-6 |
|
2.618 |
668-6 |
|
1.618 |
659-0 |
|
1.000 |
653-0 |
|
0.618 |
649-2 |
|
HIGH |
643-2 |
|
0.618 |
639-4 |
|
0.500 |
638-3 |
|
0.382 |
637-2 |
|
LOW |
633-4 |
|
0.618 |
627-4 |
|
1.000 |
623-6 |
|
1.618 |
617-6 |
|
2.618 |
608-0 |
|
4.250 |
592-0 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
641-2 |
641-6 |
| PP |
639-7 |
640-6 |
| S1 |
638-3 |
639-6 |
|