CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
646-6 |
655-4 |
8-6 |
1.4% |
636-6 |
| High |
654-0 |
658-4 |
4-4 |
0.7% |
643-0 |
| Low |
645-0 |
652-4 |
7-4 |
1.2% |
625-4 |
| Close |
653-4 |
656-4 |
3-0 |
0.5% |
640-6 |
| Range |
9-0 |
6-0 |
-3-0 |
-33.3% |
17-4 |
| ATR |
11-1 |
10-6 |
-0-3 |
-3.3% |
0-0 |
| Volume |
116,346 |
49,069 |
-67,277 |
-57.8% |
606,455 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-7 |
671-1 |
659-6 |
|
| R3 |
667-7 |
665-1 |
658-1 |
|
| R2 |
661-7 |
661-7 |
657-5 |
|
| R1 |
659-1 |
659-1 |
657-0 |
660-4 |
| PP |
655-7 |
655-7 |
655-7 |
656-4 |
| S1 |
653-1 |
653-1 |
656-0 |
654-4 |
| S2 |
649-7 |
649-7 |
655-3 |
|
| S3 |
643-7 |
647-1 |
654-7 |
|
| S4 |
637-7 |
641-1 |
653-2 |
|
|
| 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 |
658-4 |
633-2 |
25-2 |
3.8% |
8-6 |
1.3% |
92% |
True |
False |
92,179 |
| 10 |
658-4 |
625-4 |
33-0 |
5.0% |
9-5 |
1.5% |
94% |
True |
False |
132,088 |
| 20 |
658-4 |
625-4 |
33-0 |
5.0% |
9-6 |
1.5% |
94% |
True |
False |
156,511 |
| 40 |
664-0 |
592-4 |
71-4 |
10.9% |
9-5 |
1.5% |
90% |
False |
False |
156,498 |
| 60 |
664-0 |
560-0 |
104-0 |
15.8% |
10-2 |
1.6% |
93% |
False |
False |
144,269 |
| 80 |
674-0 |
560-0 |
114-0 |
17.4% |
10-4 |
1.6% |
85% |
False |
False |
139,904 |
| 100 |
674-0 |
560-0 |
114-0 |
17.4% |
11-0 |
1.7% |
85% |
False |
False |
121,678 |
| 120 |
760-0 |
560-0 |
200-0 |
30.5% |
11-4 |
1.8% |
48% |
False |
False |
108,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-0 |
|
2.618 |
674-2 |
|
1.618 |
668-2 |
|
1.000 |
664-4 |
|
0.618 |
662-2 |
|
HIGH |
658-4 |
|
0.618 |
656-2 |
|
0.500 |
655-4 |
|
0.382 |
654-6 |
|
LOW |
652-4 |
|
0.618 |
648-6 |
|
1.000 |
646-4 |
|
1.618 |
642-6 |
|
2.618 |
636-6 |
|
4.250 |
627-0 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
656-1 |
653-0 |
| PP |
655-7 |
649-3 |
| S1 |
655-4 |
645-7 |
|