CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
648-4 |
642-4 |
-6-0 |
-0.9% |
633-0 |
High |
650-2 |
643-0 |
-7-2 |
-1.1% |
650-2 |
Low |
647-6 |
635-0 |
-12-6 |
-2.0% |
633-4 |
Close |
648-2 |
637-4 |
-10-6 |
-1.7% |
648-2 |
Range |
2-4 |
8-0 |
5-4 |
220.0% |
16-6 |
ATR |
9-5 |
9-7 |
0-2 |
2.6% |
0-0 |
Volume |
52,222 |
49,044 |
-3,178 |
-6.1% |
260,699 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-4 |
658-0 |
641-7 |
|
R3 |
654-4 |
650-0 |
639-6 |
|
R2 |
646-4 |
646-4 |
639-0 |
|
R1 |
642-0 |
642-0 |
638-2 |
640-2 |
PP |
638-4 |
638-4 |
638-4 |
637-5 |
S1 |
634-0 |
634-0 |
636-6 |
632-2 |
S2 |
630-4 |
630-4 |
636-0 |
|
S3 |
622-4 |
626-0 |
635-2 |
|
S4 |
614-4 |
618-0 |
633-1 |
|
|
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% |
7-3 |
1.2% |
24% |
False |
False |
53,361 |
10 |
659-4 |
633-4 |
26-0 |
4.1% |
7-7 |
1.2% |
15% |
False |
False |
57,215 |
20 |
659-4 |
626-0 |
33-4 |
5.3% |
7-7 |
1.2% |
34% |
False |
False |
53,616 |
40 |
677-0 |
604-0 |
73-0 |
11.5% |
7-3 |
1.2% |
46% |
False |
False |
46,301 |
60 |
677-0 |
594-2 |
82-6 |
13.0% |
7-5 |
1.2% |
52% |
False |
False |
38,943 |
80 |
683-0 |
594-2 |
88-6 |
13.9% |
8-0 |
1.3% |
49% |
False |
False |
34,559 |
100 |
683-0 |
594-2 |
88-6 |
13.9% |
8-2 |
1.3% |
49% |
False |
False |
31,847 |
120 |
794-4 |
594-2 |
200-2 |
31.4% |
8-5 |
1.4% |
22% |
False |
False |
28,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-0 |
2.618 |
664-0 |
1.618 |
656-0 |
1.000 |
651-0 |
0.618 |
648-0 |
HIGH |
643-0 |
0.618 |
640-0 |
0.500 |
639-0 |
0.382 |
638-0 |
LOW |
635-0 |
0.618 |
630-0 |
1.000 |
627-0 |
1.618 |
622-0 |
2.618 |
614-0 |
4.250 |
601-0 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
639-0 |
641-7 |
PP |
638-4 |
640-3 |
S1 |
638-0 |
639-0 |
|