CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
645-4 |
655-4 |
10-0 |
1.5% |
662-4 |
| High |
660-0 |
673-0 |
13-0 |
2.0% |
669-0 |
| Low |
642-4 |
655-4 |
13-0 |
2.0% |
640-0 |
| Close |
654-0 |
671-4 |
17-4 |
2.7% |
654-0 |
| Range |
17-4 |
17-4 |
0-0 |
0.0% |
29-0 |
| ATR |
11-1 |
11-5 |
0-5 |
5.1% |
0-0 |
| Volume |
1,867 |
2,209 |
342 |
18.3% |
31,575 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-1 |
712-7 |
681-1 |
|
| R3 |
701-5 |
695-3 |
676-2 |
|
| R2 |
684-1 |
684-1 |
674-6 |
|
| R1 |
677-7 |
677-7 |
673-1 |
681-0 |
| PP |
666-5 |
666-5 |
666-5 |
668-2 |
| S1 |
660-3 |
660-3 |
669-7 |
663-4 |
| S2 |
649-1 |
649-1 |
668-2 |
|
| S3 |
631-5 |
642-7 |
666-6 |
|
| S4 |
614-1 |
625-3 |
661-7 |
|
|
| 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 |
673-0 |
640-0 |
33-0 |
4.9% |
13-3 |
2.0% |
95% |
True |
False |
4,657 |
| 10 |
673-0 |
640-0 |
33-0 |
4.9% |
10-7 |
1.6% |
95% |
True |
False |
23,211 |
| 20 |
673-0 |
625-4 |
47-4 |
7.1% |
10-3 |
1.5% |
97% |
True |
False |
89,822 |
| 40 |
673-0 |
592-4 |
80-4 |
12.0% |
10-3 |
1.5% |
98% |
True |
False |
129,950 |
| 60 |
673-0 |
576-4 |
96-4 |
14.4% |
9-7 |
1.5% |
98% |
True |
False |
127,898 |
| 80 |
673-0 |
560-0 |
113-0 |
16.8% |
10-6 |
1.6% |
99% |
True |
False |
129,762 |
| 100 |
674-0 |
560-0 |
114-0 |
17.0% |
10-7 |
1.6% |
98% |
False |
False |
119,055 |
| 120 |
714-4 |
560-0 |
154-4 |
23.0% |
11-3 |
1.7% |
72% |
False |
False |
106,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
747-3 |
|
2.618 |
718-7 |
|
1.618 |
701-3 |
|
1.000 |
690-4 |
|
0.618 |
683-7 |
|
HIGH |
673-0 |
|
0.618 |
666-3 |
|
0.500 |
664-2 |
|
0.382 |
662-1 |
|
LOW |
655-4 |
|
0.618 |
644-5 |
|
1.000 |
638-0 |
|
1.618 |
627-1 |
|
2.618 |
609-5 |
|
4.250 |
581-1 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
669-1 |
666-4 |
| PP |
666-5 |
661-4 |
| S1 |
664-2 |
656-4 |
|