CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
636-2 |
645-0 |
8-6 |
1.4% |
633-0 |
| High |
645-0 |
645-0 |
0-0 |
0.0% |
650-2 |
| Low |
636-2 |
641-0 |
4-6 |
0.7% |
633-4 |
| Close |
644-2 |
644-6 |
0-4 |
0.1% |
648-2 |
| Range |
8-6 |
4-0 |
-4-6 |
-54.3% |
16-6 |
| ATR |
9-7 |
9-3 |
-0-3 |
-4.2% |
0-0 |
| Volume |
56,113 |
49,679 |
-6,434 |
-11.5% |
260,699 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-5 |
654-1 |
647-0 |
|
| R3 |
651-5 |
650-1 |
645-7 |
|
| R2 |
647-5 |
647-5 |
645-4 |
|
| R1 |
646-1 |
646-1 |
645-1 |
644-7 |
| PP |
643-5 |
643-5 |
643-5 |
643-0 |
| S1 |
642-1 |
642-1 |
644-3 |
640-7 |
| S2 |
639-5 |
639-5 |
644-0 |
|
| S3 |
635-5 |
638-1 |
643-5 |
|
| S4 |
631-5 |
634-1 |
642-4 |
|
|
| 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% |
6-5 |
1.0% |
67% |
False |
False |
49,543 |
| 10 |
659-4 |
633-4 |
26-0 |
4.0% |
8-1 |
1.3% |
43% |
False |
False |
57,621 |
| 20 |
659-4 |
633-4 |
26-0 |
4.0% |
7-3 |
1.1% |
43% |
False |
False |
53,298 |
| 40 |
677-0 |
604-0 |
73-0 |
11.3% |
7-3 |
1.1% |
56% |
False |
False |
47,595 |
| 60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-4 |
1.2% |
61% |
False |
False |
39,955 |
| 80 |
683-0 |
594-2 |
88-6 |
13.8% |
7-7 |
1.2% |
57% |
False |
False |
35,532 |
| 100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-2 |
1.3% |
57% |
False |
False |
32,466 |
| 120 |
784-0 |
594-2 |
189-6 |
29.4% |
8-5 |
1.3% |
27% |
False |
False |
29,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
662-0 |
|
2.618 |
655-4 |
|
1.618 |
651-4 |
|
1.000 |
649-0 |
|
0.618 |
647-4 |
|
HIGH |
645-0 |
|
0.618 |
643-4 |
|
0.500 |
643-0 |
|
0.382 |
642-4 |
|
LOW |
641-0 |
|
0.618 |
638-4 |
|
1.000 |
637-0 |
|
1.618 |
634-4 |
|
2.618 |
630-4 |
|
4.250 |
624-0 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
644-1 |
643-1 |
| PP |
643-5 |
641-5 |
| S1 |
643-0 |
640-0 |
|