CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
659-0 |
657-0 |
-2-0 |
-0.3% |
635-2 |
High |
664-4 |
659-0 |
-5-4 |
-0.8% |
660-0 |
Low |
658-0 |
643-4 |
-14-4 |
-2.2% |
633-2 |
Close |
658-0 |
643-6 |
-14-2 |
-2.2% |
659-0 |
Range |
6-4 |
15-4 |
9-0 |
138.5% |
26-6 |
ATR |
10-2 |
10-5 |
0-3 |
3.6% |
0-0 |
Volume |
7,162 |
6,293 |
-869 |
-12.1% |
241,503 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-2 |
685-0 |
652-2 |
|
R3 |
679-6 |
669-4 |
648-0 |
|
R2 |
664-2 |
664-2 |
646-5 |
|
R1 |
654-0 |
654-0 |
645-1 |
651-3 |
PP |
648-6 |
648-6 |
648-6 |
647-4 |
S1 |
638-4 |
638-4 |
642-3 |
635-7 |
S2 |
633-2 |
633-2 |
640-7 |
|
S3 |
617-6 |
623-0 |
639-4 |
|
S4 |
602-2 |
607-4 |
635-2 |
|
|
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 |
643-4 |
25-4 |
4.0% |
9-6 |
1.5% |
1% |
False |
True |
11,374 |
10 |
669-0 |
633-2 |
35-6 |
5.6% |
9-2 |
1.4% |
29% |
False |
False |
51,777 |
20 |
669-0 |
625-4 |
43-4 |
6.8% |
10-2 |
1.6% |
42% |
False |
False |
121,761 |
40 |
669-0 |
592-4 |
76-4 |
11.9% |
9-5 |
1.5% |
67% |
False |
False |
137,945 |
60 |
669-0 |
576-4 |
92-4 |
14.4% |
9-5 |
1.5% |
73% |
False |
False |
133,938 |
80 |
669-0 |
560-0 |
109-0 |
16.9% |
10-5 |
1.6% |
77% |
False |
False |
135,151 |
100 |
674-0 |
560-0 |
114-0 |
17.7% |
10-6 |
1.7% |
73% |
False |
False |
120,414 |
120 |
733-4 |
560-0 |
173-4 |
27.0% |
11-3 |
1.8% |
48% |
False |
False |
106,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-7 |
2.618 |
699-5 |
1.618 |
684-1 |
1.000 |
674-4 |
0.618 |
668-5 |
HIGH |
659-0 |
0.618 |
653-1 |
0.500 |
651-2 |
0.382 |
649-3 |
LOW |
643-4 |
0.618 |
633-7 |
1.000 |
628-0 |
1.618 |
618-3 |
2.618 |
602-7 |
4.250 |
577-5 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
651-2 |
656-2 |
PP |
648-6 |
652-1 |
S1 |
646-2 |
647-7 |
|