CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
654-0 |
652-0 |
-2-0 |
-0.3% |
635-2 |
| High |
656-4 |
660-0 |
3-4 |
0.5% |
660-0 |
| Low |
651-0 |
648-0 |
-3-0 |
-0.5% |
633-2 |
| Close |
653-6 |
659-0 |
5-2 |
0.8% |
659-0 |
| Range |
5-4 |
12-0 |
6-4 |
118.2% |
26-6 |
| ATR |
10-3 |
10-4 |
0-1 |
1.1% |
0-0 |
| Volume |
18,545 |
14,373 |
-4,172 |
-22.5% |
241,503 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-5 |
687-3 |
665-5 |
|
| R3 |
679-5 |
675-3 |
662-2 |
|
| R2 |
667-5 |
667-5 |
661-2 |
|
| R1 |
663-3 |
663-3 |
660-1 |
665-4 |
| PP |
655-5 |
655-5 |
655-5 |
656-6 |
| S1 |
651-3 |
651-3 |
657-7 |
653-4 |
| S2 |
643-5 |
643-5 |
656-6 |
|
| S3 |
631-5 |
639-3 |
655-6 |
|
| S4 |
619-5 |
627-3 |
652-3 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-0 |
721-6 |
673-6 |
|
| R3 |
704-2 |
695-0 |
666-3 |
|
| R2 |
677-4 |
677-4 |
663-7 |
|
| R1 |
668-2 |
668-2 |
661-4 |
672-7 |
| PP |
650-6 |
650-6 |
650-6 |
653-0 |
| S1 |
641-4 |
641-4 |
656-4 |
646-1 |
| S2 |
624-0 |
624-0 |
654-1 |
|
| S3 |
597-2 |
614-6 |
651-5 |
|
| S4 |
570-4 |
588-0 |
644-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
660-0 |
633-2 |
26-6 |
4.1% |
9-0 |
1.4% |
96% |
True |
False |
48,300 |
| 10 |
660-0 |
625-4 |
34-4 |
5.2% |
9-1 |
1.4% |
97% |
True |
False |
99,664 |
| 20 |
660-0 |
625-4 |
34-4 |
5.2% |
9-4 |
1.4% |
97% |
True |
False |
141,630 |
| 40 |
662-4 |
592-4 |
70-0 |
10.6% |
9-5 |
1.5% |
95% |
False |
False |
149,948 |
| 60 |
664-0 |
560-0 |
104-0 |
15.8% |
10-2 |
1.5% |
95% |
False |
False |
140,502 |
| 80 |
674-0 |
560-0 |
114-0 |
17.3% |
10-4 |
1.6% |
87% |
False |
False |
138,785 |
| 100 |
674-0 |
560-0 |
114-0 |
17.3% |
11-1 |
1.7% |
87% |
False |
False |
121,312 |
| 120 |
760-0 |
560-0 |
200-0 |
30.3% |
11-4 |
1.7% |
50% |
False |
False |
107,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-0 |
|
2.618 |
691-3 |
|
1.618 |
679-3 |
|
1.000 |
672-0 |
|
0.618 |
667-3 |
|
HIGH |
660-0 |
|
0.618 |
655-3 |
|
0.500 |
654-0 |
|
0.382 |
652-5 |
|
LOW |
648-0 |
|
0.618 |
640-5 |
|
1.000 |
636-0 |
|
1.618 |
628-5 |
|
2.618 |
616-5 |
|
4.250 |
597-0 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
657-3 |
657-3 |
| PP |
655-5 |
655-5 |
| S1 |
654-0 |
654-0 |
|