CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
645-0 |
641-0 |
-4-0 |
-0.6% |
642-4 |
| High |
645-0 |
646-4 |
1-4 |
0.2% |
646-4 |
| Low |
641-0 |
639-4 |
-1-4 |
-0.2% |
635-0 |
| Close |
644-6 |
646-4 |
1-6 |
0.3% |
646-4 |
| Range |
4-0 |
7-0 |
3-0 |
75.0% |
11-4 |
| ATR |
9-3 |
9-2 |
-0-1 |
-1.8% |
0-0 |
| Volume |
49,679 |
67,150 |
17,471 |
35.2% |
221,986 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-1 |
662-7 |
650-3 |
|
| R3 |
658-1 |
655-7 |
648-3 |
|
| R2 |
651-1 |
651-1 |
647-6 |
|
| R1 |
648-7 |
648-7 |
647-1 |
650-0 |
| PP |
644-1 |
644-1 |
644-1 |
644-6 |
| S1 |
641-7 |
641-7 |
645-7 |
643-0 |
| S2 |
637-1 |
637-1 |
645-2 |
|
| S3 |
630-1 |
634-7 |
644-5 |
|
| S4 |
623-1 |
627-7 |
642-5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-1 |
673-3 |
652-7 |
|
| R3 |
665-5 |
661-7 |
649-5 |
|
| R2 |
654-1 |
654-1 |
648-5 |
|
| R1 |
650-3 |
650-3 |
647-4 |
652-2 |
| PP |
642-5 |
642-5 |
642-5 |
643-5 |
| S1 |
638-7 |
638-7 |
645-4 |
640-6 |
| S2 |
631-1 |
631-1 |
644-3 |
|
| S3 |
619-5 |
627-3 |
643-3 |
|
| S4 |
608-1 |
615-7 |
640-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650-2 |
635-0 |
15-2 |
2.4% |
6-0 |
0.9% |
75% |
False |
False |
54,841 |
| 10 |
650-2 |
633-4 |
16-6 |
2.6% |
7-1 |
1.1% |
78% |
False |
False |
55,382 |
| 20 |
659-4 |
633-4 |
26-0 |
4.0% |
7-2 |
1.1% |
50% |
False |
False |
53,835 |
| 40 |
677-0 |
604-0 |
73-0 |
11.3% |
7-3 |
1.1% |
58% |
False |
False |
48,897 |
| 60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
63% |
False |
False |
40,855 |
| 80 |
683-0 |
594-2 |
88-6 |
13.7% |
7-7 |
1.2% |
59% |
False |
False |
36,209 |
| 100 |
683-0 |
594-2 |
88-6 |
13.7% |
8-2 |
1.3% |
59% |
False |
False |
33,001 |
| 120 |
784-0 |
594-2 |
189-6 |
29.4% |
8-4 |
1.3% |
28% |
False |
False |
29,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-2 |
|
2.618 |
664-7 |
|
1.618 |
657-7 |
|
1.000 |
653-4 |
|
0.618 |
650-7 |
|
HIGH |
646-4 |
|
0.618 |
643-7 |
|
0.500 |
643-0 |
|
0.382 |
642-1 |
|
LOW |
639-4 |
|
0.618 |
635-1 |
|
1.000 |
632-4 |
|
1.618 |
628-1 |
|
2.618 |
621-1 |
|
4.250 |
609-6 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
645-3 |
644-6 |
| PP |
644-1 |
643-1 |
| S1 |
643-0 |
641-3 |
|