CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
655-4 |
654-0 |
-1-4 |
-0.2% |
636-6 |
High |
658-4 |
656-4 |
-2-0 |
-0.3% |
643-0 |
Low |
652-4 |
651-0 |
-1-4 |
-0.2% |
625-4 |
Close |
656-4 |
653-6 |
-2-6 |
-0.4% |
640-6 |
Range |
6-0 |
5-4 |
-0-4 |
-8.3% |
17-4 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.5% |
0-0 |
Volume |
49,069 |
18,545 |
-30,524 |
-62.2% |
606,455 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-2 |
667-4 |
656-6 |
|
R3 |
664-6 |
662-0 |
655-2 |
|
R2 |
659-2 |
659-2 |
654-6 |
|
R1 |
656-4 |
656-4 |
654-2 |
655-1 |
PP |
653-6 |
653-6 |
653-6 |
653-0 |
S1 |
651-0 |
651-0 |
653-2 |
649-5 |
S2 |
648-2 |
648-2 |
652-6 |
|
S3 |
642-6 |
645-4 |
652-2 |
|
S4 |
637-2 |
640-0 |
650-6 |
|
|
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 |
658-4 |
633-2 |
25-2 |
3.9% |
7-7 |
1.2% |
81% |
False |
False |
67,414 |
10 |
658-4 |
625-4 |
33-0 |
5.0% |
8-7 |
1.4% |
86% |
False |
False |
116,669 |
20 |
658-4 |
625-4 |
33-0 |
5.0% |
9-4 |
1.4% |
86% |
False |
False |
149,189 |
40 |
662-4 |
592-4 |
70-0 |
10.7% |
9-4 |
1.4% |
88% |
False |
False |
153,048 |
60 |
664-0 |
560-0 |
104-0 |
15.9% |
10-2 |
1.6% |
90% |
False |
False |
142,373 |
80 |
674-0 |
560-0 |
114-0 |
17.4% |
10-4 |
1.6% |
82% |
False |
False |
139,290 |
100 |
674-0 |
560-0 |
114-0 |
17.4% |
11-0 |
1.7% |
82% |
False |
False |
121,545 |
120 |
760-0 |
560-0 |
200-0 |
30.6% |
11-3 |
1.7% |
47% |
False |
False |
107,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-7 |
2.618 |
670-7 |
1.618 |
665-3 |
1.000 |
662-0 |
0.618 |
659-7 |
HIGH |
656-4 |
0.618 |
654-3 |
0.500 |
653-6 |
0.382 |
653-1 |
LOW |
651-0 |
0.618 |
647-5 |
1.000 |
645-4 |
1.618 |
642-1 |
2.618 |
636-5 |
4.250 |
627-5 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
653-6 |
653-1 |
PP |
653-6 |
652-3 |
S1 |
653-6 |
651-6 |
|