CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
637-4 |
635-2 |
-2-2 |
-0.4% |
636-6 |
| High |
641-4 |
645-4 |
4-0 |
0.6% |
643-0 |
| Low |
634-6 |
633-2 |
-1-4 |
-0.2% |
625-4 |
| Close |
640-6 |
644-4 |
3-6 |
0.6% |
640-6 |
| Range |
6-6 |
12-2 |
5-4 |
81.5% |
17-4 |
| ATR |
11-1 |
11-2 |
0-1 |
0.7% |
0-0 |
| Volume |
109,944 |
43,170 |
-66,774 |
-60.7% |
606,455 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-7 |
673-3 |
651-2 |
|
| R3 |
665-5 |
661-1 |
647-7 |
|
| R2 |
653-3 |
653-3 |
646-6 |
|
| R1 |
648-7 |
648-7 |
645-5 |
651-1 |
| PP |
641-1 |
641-1 |
641-1 |
642-2 |
| S1 |
636-5 |
636-5 |
643-3 |
638-7 |
| S2 |
628-7 |
628-7 |
642-2 |
|
| S3 |
616-5 |
624-3 |
641-1 |
|
| S4 |
604-3 |
612-1 |
637-6 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-7 |
682-3 |
650-3 |
|
| R3 |
671-3 |
664-7 |
645-4 |
|
| R2 |
653-7 |
653-7 |
644-0 |
|
| R1 |
647-3 |
647-3 |
642-3 |
650-5 |
| PP |
636-3 |
636-3 |
636-3 |
638-0 |
| S1 |
629-7 |
629-7 |
639-1 |
633-1 |
| S2 |
618-7 |
618-7 |
637-4 |
|
| S3 |
601-3 |
612-3 |
636-0 |
|
| S4 |
583-7 |
594-7 |
631-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
645-4 |
625-4 |
20-0 |
3.1% |
10-0 |
1.6% |
95% |
True |
False |
129,925 |
| 10 |
646-0 |
625-4 |
20-4 |
3.2% |
9-7 |
1.5% |
93% |
False |
False |
156,432 |
| 20 |
652-0 |
625-4 |
26-4 |
4.1% |
9-6 |
1.5% |
72% |
False |
False |
166,221 |
| 40 |
664-0 |
592-4 |
71-4 |
11.1% |
9-5 |
1.5% |
73% |
False |
False |
157,146 |
| 60 |
664-0 |
560-0 |
104-0 |
16.1% |
10-4 |
1.6% |
81% |
False |
False |
147,735 |
| 80 |
674-0 |
560-0 |
114-0 |
17.7% |
10-7 |
1.7% |
74% |
False |
False |
139,428 |
| 100 |
674-0 |
560-0 |
114-0 |
17.7% |
11-1 |
1.7% |
74% |
False |
False |
121,116 |
| 120 |
776-4 |
560-0 |
216-4 |
33.6% |
11-5 |
1.8% |
39% |
False |
False |
107,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-4 |
|
2.618 |
677-5 |
|
1.618 |
665-3 |
|
1.000 |
657-6 |
|
0.618 |
653-1 |
|
HIGH |
645-4 |
|
0.618 |
640-7 |
|
0.500 |
639-3 |
|
0.382 |
637-7 |
|
LOW |
633-2 |
|
0.618 |
625-5 |
|
1.000 |
621-0 |
|
1.618 |
613-3 |
|
2.618 |
601-1 |
|
4.250 |
581-2 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-6 |
642-6 |
| PP |
641-1 |
641-1 |
| S1 |
639-3 |
639-3 |
|