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 |
|