CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
645-4 |
-4-4 |
-0.7% |
662-4 |
| High |
650-0 |
660-0 |
10-0 |
1.5% |
669-0 |
| Low |
640-0 |
642-4 |
2-4 |
0.4% |
640-0 |
| Close |
645-0 |
654-0 |
9-0 |
1.4% |
654-0 |
| Range |
10-0 |
17-4 |
7-4 |
75.0% |
29-0 |
| ATR |
10-5 |
11-1 |
0-4 |
4.6% |
0-0 |
| Volume |
5,754 |
1,867 |
-3,887 |
-67.6% |
31,575 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-5 |
696-7 |
663-5 |
|
| R3 |
687-1 |
679-3 |
658-6 |
|
| R2 |
669-5 |
669-5 |
657-2 |
|
| R1 |
661-7 |
661-7 |
655-5 |
665-6 |
| PP |
652-1 |
652-1 |
652-1 |
654-1 |
| S1 |
644-3 |
644-3 |
652-3 |
648-2 |
| S2 |
634-5 |
634-5 |
650-6 |
|
| S3 |
617-1 |
626-7 |
649-2 |
|
| S4 |
599-5 |
609-3 |
644-3 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-3 |
726-5 |
670-0 |
|
| R3 |
712-3 |
697-5 |
662-0 |
|
| R2 |
683-3 |
683-3 |
659-3 |
|
| R1 |
668-5 |
668-5 |
656-5 |
661-4 |
| PP |
654-3 |
654-3 |
654-3 |
650-6 |
| S1 |
639-5 |
639-5 |
651-3 |
632-4 |
| S2 |
625-3 |
625-3 |
648-5 |
|
| S3 |
596-3 |
610-5 |
646-0 |
|
| S4 |
567-3 |
581-5 |
638-0 |
|
|
| 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 |
4.4% |
11-6 |
1.8% |
48% |
False |
False |
6,315 |
| 10 |
669-0 |
633-2 |
35-6 |
5.5% |
10-3 |
1.6% |
58% |
False |
False |
27,307 |
| 20 |
669-0 |
625-4 |
43-4 |
6.7% |
10-0 |
1.5% |
66% |
False |
False |
97,935 |
| 40 |
669-0 |
592-4 |
76-4 |
11.7% |
10-0 |
1.5% |
80% |
False |
False |
133,497 |
| 60 |
669-0 |
576-4 |
92-4 |
14.1% |
9-6 |
1.5% |
84% |
False |
False |
129,515 |
| 80 |
669-0 |
560-0 |
109-0 |
16.7% |
10-5 |
1.6% |
86% |
False |
False |
131,157 |
| 100 |
674-0 |
560-0 |
114-0 |
17.4% |
10-6 |
1.6% |
82% |
False |
False |
119,573 |
| 120 |
714-4 |
560-0 |
154-4 |
23.6% |
11-3 |
1.7% |
61% |
False |
False |
106,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734-3 |
|
2.618 |
705-7 |
|
1.618 |
688-3 |
|
1.000 |
677-4 |
|
0.618 |
670-7 |
|
HIGH |
660-0 |
|
0.618 |
653-3 |
|
0.500 |
651-2 |
|
0.382 |
649-1 |
|
LOW |
642-4 |
|
0.618 |
631-5 |
|
1.000 |
625-0 |
|
1.618 |
614-1 |
|
2.618 |
596-5 |
|
4.250 |
568-1 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
653-1 |
652-5 |
| PP |
652-1 |
651-3 |
| S1 |
651-2 |
650-0 |
|