CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
633-4 |
648-4 |
15-0 |
2.4% |
633-0 |
| High |
643-2 |
650-2 |
7-0 |
1.1% |
650-2 |
| Low |
633-4 |
647-6 |
14-2 |
2.2% |
633-4 |
| Close |
642-6 |
648-2 |
5-4 |
0.9% |
648-2 |
| Range |
9-6 |
2-4 |
-7-2 |
-74.4% |
16-6 |
| ATR |
9-7 |
9-5 |
-0-1 |
-1.7% |
0-0 |
| Volume |
40,660 |
52,222 |
11,562 |
28.4% |
260,699 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656-2 |
654-6 |
649-5 |
|
| R3 |
653-6 |
652-2 |
649-0 |
|
| R2 |
651-2 |
651-2 |
648-6 |
|
| R1 |
649-6 |
649-6 |
648-4 |
649-2 |
| PP |
648-6 |
648-6 |
648-6 |
648-4 |
| S1 |
647-2 |
647-2 |
648-0 |
646-6 |
| S2 |
646-2 |
646-2 |
647-6 |
|
| S3 |
643-6 |
644-6 |
647-4 |
|
| S4 |
641-2 |
642-2 |
646-7 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694-2 |
688-0 |
657-4 |
|
| R3 |
677-4 |
671-2 |
652-7 |
|
| R2 |
660-6 |
660-6 |
651-3 |
|
| R1 |
654-4 |
654-4 |
649-6 |
657-5 |
| PP |
644-0 |
644-0 |
644-0 |
645-4 |
| S1 |
637-6 |
637-6 |
646-6 |
640-7 |
| S2 |
627-2 |
627-2 |
645-1 |
|
| S3 |
610-4 |
621-0 |
643-5 |
|
| S4 |
593-6 |
604-2 |
639-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650-2 |
633-4 |
16-6 |
2.6% |
7-1 |
1.1% |
88% |
True |
False |
52,139 |
| 10 |
659-4 |
633-4 |
26-0 |
4.0% |
7-4 |
1.2% |
57% |
False |
False |
56,355 |
| 20 |
659-4 |
623-0 |
36-4 |
5.6% |
7-6 |
1.2% |
69% |
False |
False |
53,597 |
| 40 |
677-0 |
604-0 |
73-0 |
11.3% |
7-4 |
1.2% |
61% |
False |
False |
45,465 |
| 60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-4 |
1.2% |
65% |
False |
False |
38,535 |
| 80 |
683-0 |
594-2 |
88-6 |
13.7% |
8-0 |
1.2% |
61% |
False |
False |
34,073 |
| 100 |
689-6 |
594-2 |
95-4 |
14.7% |
8-2 |
1.3% |
57% |
False |
False |
31,455 |
| 120 |
794-4 |
594-2 |
200-2 |
30.9% |
8-5 |
1.3% |
27% |
False |
False |
28,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-7 |
|
2.618 |
656-6 |
|
1.618 |
654-2 |
|
1.000 |
652-6 |
|
0.618 |
651-6 |
|
HIGH |
650-2 |
|
0.618 |
649-2 |
|
0.500 |
649-0 |
|
0.382 |
648-6 |
|
LOW |
647-6 |
|
0.618 |
646-2 |
|
1.000 |
645-2 |
|
1.618 |
643-6 |
|
2.618 |
641-2 |
|
4.250 |
637-1 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
649-0 |
646-1 |
| PP |
648-6 |
644-0 |
| S1 |
648-4 |
641-7 |
|