CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
652-0 |
662-4 |
10-4 |
1.6% |
635-2 |
| High |
660-0 |
669-0 |
9-0 |
1.4% |
660-0 |
| Low |
648-0 |
660-0 |
12-0 |
1.9% |
633-2 |
| Close |
659-0 |
666-2 |
7-2 |
1.1% |
659-0 |
| Range |
12-0 |
9-0 |
-3-0 |
-25.0% |
26-6 |
| ATR |
10-4 |
10-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
14,373 |
10,499 |
-3,874 |
-27.0% |
241,503 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-1 |
688-1 |
671-2 |
|
| R3 |
683-1 |
679-1 |
668-6 |
|
| R2 |
674-1 |
674-1 |
667-7 |
|
| R1 |
670-1 |
670-1 |
667-1 |
672-1 |
| PP |
665-1 |
665-1 |
665-1 |
666-0 |
| S1 |
661-1 |
661-1 |
665-3 |
663-1 |
| S2 |
656-1 |
656-1 |
664-5 |
|
| S3 |
647-1 |
652-1 |
663-6 |
|
| S4 |
638-1 |
643-1 |
661-2 |
|
|
| 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 |
669-0 |
645-0 |
24-0 |
3.6% |
8-2 |
1.2% |
89% |
True |
False |
41,766 |
| 10 |
669-0 |
625-4 |
43-4 |
6.5% |
9-1 |
1.4% |
94% |
True |
False |
85,845 |
| 20 |
669-0 |
625-4 |
43-4 |
6.5% |
9-5 |
1.4% |
94% |
True |
False |
135,780 |
| 40 |
669-0 |
592-4 |
76-4 |
11.5% |
9-4 |
1.4% |
96% |
True |
False |
145,545 |
| 60 |
669-0 |
560-0 |
109-0 |
16.4% |
10-1 |
1.5% |
97% |
True |
False |
137,829 |
| 80 |
674-0 |
560-0 |
114-0 |
17.1% |
10-4 |
1.6% |
93% |
False |
False |
138,027 |
| 100 |
674-0 |
560-0 |
114-0 |
17.1% |
11-0 |
1.7% |
93% |
False |
False |
121,243 |
| 120 |
754-0 |
560-0 |
194-0 |
29.1% |
11-3 |
1.7% |
55% |
False |
False |
107,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707-2 |
|
2.618 |
692-4 |
|
1.618 |
683-4 |
|
1.000 |
678-0 |
|
0.618 |
674-4 |
|
HIGH |
669-0 |
|
0.618 |
665-4 |
|
0.500 |
664-4 |
|
0.382 |
663-4 |
|
LOW |
660-0 |
|
0.618 |
654-4 |
|
1.000 |
651-0 |
|
1.618 |
645-4 |
|
2.618 |
636-4 |
|
4.250 |
621-6 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
665-5 |
663-5 |
| PP |
665-1 |
661-1 |
| S1 |
664-4 |
658-4 |
|