CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
642-4 |
636-2 |
-6-2 |
-1.0% |
633-0 |
| High |
643-0 |
645-0 |
2-0 |
0.3% |
650-2 |
| Low |
635-0 |
636-2 |
1-2 |
0.2% |
633-4 |
| Close |
637-4 |
644-2 |
6-6 |
1.1% |
648-2 |
| Range |
8-0 |
8-6 |
0-6 |
9.4% |
16-6 |
| ATR |
9-7 |
9-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
49,044 |
56,113 |
7,069 |
14.4% |
260,699 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-1 |
664-7 |
649-0 |
|
| R3 |
659-3 |
656-1 |
646-5 |
|
| R2 |
650-5 |
650-5 |
645-7 |
|
| R1 |
647-3 |
647-3 |
645-0 |
649-0 |
| PP |
641-7 |
641-7 |
641-7 |
642-5 |
| S1 |
638-5 |
638-5 |
643-4 |
640-2 |
| S2 |
633-1 |
633-1 |
642-5 |
|
| S3 |
624-3 |
629-7 |
641-7 |
|
| S4 |
615-5 |
621-1 |
639-4 |
|
|
| 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% |
7-7 |
1.2% |
64% |
False |
False |
51,069 |
| 10 |
659-4 |
633-4 |
26-0 |
4.0% |
8-5 |
1.3% |
41% |
False |
False |
58,379 |
| 20 |
659-4 |
633-4 |
26-0 |
4.0% |
7-4 |
1.2% |
41% |
False |
False |
53,947 |
| 40 |
677-0 |
604-0 |
73-0 |
11.3% |
7-3 |
1.1% |
55% |
False |
False |
46,969 |
| 60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
60% |
False |
False |
39,564 |
| 80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.2% |
56% |
False |
False |
35,117 |
| 100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-3 |
1.3% |
56% |
False |
False |
32,186 |
| 120 |
792-0 |
594-2 |
197-6 |
30.7% |
8-5 |
1.3% |
25% |
False |
False |
28,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-2 |
|
2.618 |
667-7 |
|
1.618 |
659-1 |
|
1.000 |
653-6 |
|
0.618 |
650-3 |
|
HIGH |
645-0 |
|
0.618 |
641-5 |
|
0.500 |
640-5 |
|
0.382 |
639-5 |
|
LOW |
636-2 |
|
0.618 |
630-7 |
|
1.000 |
627-4 |
|
1.618 |
622-1 |
|
2.618 |
613-3 |
|
4.250 |
599-0 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
643-0 |
643-6 |
| PP |
641-7 |
643-1 |
| S1 |
640-5 |
642-5 |
|