CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
635-2 |
646-6 |
11-4 |
1.8% |
636-6 |
High |
645-4 |
654-0 |
8-4 |
1.3% |
643-0 |
Low |
633-2 |
645-0 |
11-6 |
1.9% |
625-4 |
Close |
644-4 |
653-4 |
9-0 |
1.4% |
640-6 |
Range |
12-2 |
9-0 |
-3-2 |
-26.5% |
17-4 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.1% |
0-0 |
Volume |
43,170 |
116,346 |
73,176 |
169.5% |
606,455 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-7 |
674-5 |
658-4 |
|
R3 |
668-7 |
665-5 |
656-0 |
|
R2 |
659-7 |
659-7 |
655-1 |
|
R1 |
656-5 |
656-5 |
654-3 |
658-2 |
PP |
650-7 |
650-7 |
650-7 |
651-5 |
S1 |
647-5 |
647-5 |
652-5 |
649-2 |
S2 |
641-7 |
641-7 |
651-7 |
|
S3 |
632-7 |
638-5 |
651-0 |
|
S4 |
623-7 |
629-5 |
648-4 |
|
|
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 |
654-0 |
628-4 |
25-4 |
3.9% |
9-5 |
1.5% |
98% |
True |
False |
113,326 |
10 |
654-0 |
625-4 |
28-4 |
4.4% |
9-7 |
1.5% |
98% |
True |
False |
145,954 |
20 |
654-0 |
625-4 |
28-4 |
4.4% |
9-7 |
1.5% |
98% |
True |
False |
164,610 |
40 |
664-0 |
592-4 |
71-4 |
10.9% |
9-5 |
1.5% |
85% |
False |
False |
157,531 |
60 |
664-0 |
560-0 |
104-0 |
15.9% |
10-4 |
1.6% |
90% |
False |
False |
146,163 |
80 |
674-0 |
560-0 |
114-0 |
17.4% |
10-5 |
1.6% |
82% |
False |
False |
140,385 |
100 |
674-0 |
560-0 |
114-0 |
17.4% |
11-1 |
1.7% |
82% |
False |
False |
121,707 |
120 |
776-4 |
560-0 |
216-4 |
33.1% |
11-5 |
1.8% |
43% |
False |
False |
107,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-2 |
2.618 |
677-4 |
1.618 |
668-4 |
1.000 |
663-0 |
0.618 |
659-4 |
HIGH |
654-0 |
0.618 |
650-4 |
0.500 |
649-4 |
0.382 |
648-4 |
LOW |
645-0 |
0.618 |
639-4 |
1.000 |
636-0 |
1.618 |
630-4 |
2.618 |
621-4 |
4.250 |
606-6 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
652-1 |
650-2 |
PP |
650-7 |
646-7 |
S1 |
649-4 |
643-5 |
|