CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
655-4 |
678-0 |
22-4 |
3.4% |
662-4 |
High |
673-0 |
678-4 |
5-4 |
0.8% |
669-0 |
Low |
655-4 |
670-0 |
14-4 |
2.2% |
640-0 |
Close |
671-4 |
674-0 |
2-4 |
0.4% |
654-0 |
Range |
17-4 |
8-4 |
-9-0 |
-51.4% |
29-0 |
ATR |
11-5 |
11-4 |
-0-2 |
-1.9% |
0-0 |
Volume |
2,209 |
2,108 |
-101 |
-4.6% |
31,575 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-5 |
695-3 |
678-5 |
|
R3 |
691-1 |
686-7 |
676-3 |
|
R2 |
682-5 |
682-5 |
675-4 |
|
R1 |
678-3 |
678-3 |
674-6 |
676-2 |
PP |
674-1 |
674-1 |
674-1 |
673-1 |
S1 |
669-7 |
669-7 |
673-2 |
667-6 |
S2 |
665-5 |
665-5 |
672-4 |
|
S3 |
657-1 |
661-3 |
671-5 |
|
S4 |
648-5 |
652-7 |
669-3 |
|
|
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 |
678-4 |
640-0 |
38-4 |
5.7% |
13-6 |
2.0% |
88% |
True |
False |
3,646 |
10 |
678-4 |
640-0 |
38-4 |
5.7% |
10-6 |
1.6% |
88% |
True |
False |
11,787 |
20 |
678-4 |
625-4 |
53-0 |
7.9% |
10-3 |
1.5% |
92% |
True |
False |
78,871 |
40 |
678-4 |
592-4 |
86-0 |
12.8% |
10-2 |
1.5% |
95% |
True |
False |
124,977 |
60 |
678-4 |
576-4 |
102-0 |
15.1% |
9-6 |
1.5% |
96% |
True |
False |
125,579 |
80 |
678-4 |
560-0 |
118-4 |
17.6% |
10-5 |
1.6% |
96% |
True |
False |
128,182 |
100 |
678-4 |
560-0 |
118-4 |
17.6% |
10-7 |
1.6% |
96% |
True |
False |
118,686 |
120 |
706-0 |
560-0 |
146-0 |
21.7% |
11-3 |
1.7% |
78% |
False |
False |
105,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
714-5 |
2.618 |
700-6 |
1.618 |
692-2 |
1.000 |
687-0 |
0.618 |
683-6 |
HIGH |
678-4 |
0.618 |
675-2 |
0.500 |
674-2 |
0.382 |
673-2 |
LOW |
670-0 |
0.618 |
664-6 |
1.000 |
661-4 |
1.618 |
656-2 |
2.618 |
647-6 |
4.250 |
633-7 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
674-2 |
669-4 |
PP |
674-1 |
665-0 |
S1 |
674-1 |
660-4 |
|