CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
657-0 |
650-0 |
-7-0 |
-1.1% |
635-2 |
| High |
659-0 |
650-0 |
-9-0 |
-1.4% |
660-0 |
| Low |
643-4 |
640-0 |
-3-4 |
-0.5% |
633-2 |
| Close |
643-6 |
645-0 |
1-2 |
0.2% |
659-0 |
| Range |
15-4 |
10-0 |
-5-4 |
-35.5% |
26-6 |
| ATR |
10-5 |
10-5 |
0-0 |
-0.5% |
0-0 |
| Volume |
6,293 |
5,754 |
-539 |
-8.6% |
241,503 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-0 |
670-0 |
650-4 |
|
| R3 |
665-0 |
660-0 |
647-6 |
|
| R2 |
655-0 |
655-0 |
646-7 |
|
| R1 |
650-0 |
650-0 |
645-7 |
647-4 |
| PP |
645-0 |
645-0 |
645-0 |
643-6 |
| S1 |
640-0 |
640-0 |
644-1 |
637-4 |
| S2 |
635-0 |
635-0 |
643-1 |
|
| S3 |
625-0 |
630-0 |
642-2 |
|
| S4 |
615-0 |
620-0 |
639-4 |
|
|
| 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 |
640-0 |
29-0 |
4.5% |
10-5 |
1.6% |
17% |
False |
True |
8,816 |
| 10 |
669-0 |
633-2 |
35-6 |
5.5% |
9-2 |
1.4% |
33% |
False |
False |
38,115 |
| 20 |
669-0 |
625-4 |
43-4 |
6.7% |
10-0 |
1.6% |
45% |
False |
False |
110,606 |
| 40 |
669-0 |
592-4 |
76-4 |
11.9% |
9-6 |
1.5% |
69% |
False |
False |
134,391 |
| 60 |
669-0 |
576-4 |
92-4 |
14.3% |
9-5 |
1.5% |
74% |
False |
False |
131,399 |
| 80 |
669-0 |
560-0 |
109-0 |
16.9% |
10-4 |
1.6% |
78% |
False |
False |
132,858 |
| 100 |
674-0 |
560-0 |
114-0 |
17.7% |
10-6 |
1.7% |
75% |
False |
False |
119,911 |
| 120 |
718-0 |
560-0 |
158-0 |
24.5% |
11-2 |
1.8% |
54% |
False |
False |
106,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692-4 |
|
2.618 |
676-1 |
|
1.618 |
666-1 |
|
1.000 |
660-0 |
|
0.618 |
656-1 |
|
HIGH |
650-0 |
|
0.618 |
646-1 |
|
0.500 |
645-0 |
|
0.382 |
643-7 |
|
LOW |
640-0 |
|
0.618 |
633-7 |
|
1.000 |
630-0 |
|
1.618 |
623-7 |
|
2.618 |
613-7 |
|
4.250 |
597-4 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
645-0 |
652-2 |
| PP |
645-0 |
649-7 |
| S1 |
645-0 |
647-3 |
|