CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
657-0 |
654-4 |
-2-4 |
-0.4% |
639-2 |
High |
661-2 |
658-0 |
-3-2 |
-0.5% |
644-0 |
Low |
653-4 |
650-6 |
-2-6 |
-0.4% |
629-0 |
Close |
658-0 |
654-0 |
-4-0 |
-0.6% |
644-0 |
Range |
7-6 |
7-2 |
-0-4 |
-6.5% |
15-0 |
ATR |
10-2 |
10-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
197,085 |
168,396 |
-28,689 |
-14.6% |
452,150 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-0 |
672-2 |
658-0 |
|
R3 |
668-6 |
665-0 |
656-0 |
|
R2 |
661-4 |
661-4 |
655-3 |
|
R1 |
657-6 |
657-6 |
654-5 |
656-0 |
PP |
654-2 |
654-2 |
654-2 |
653-3 |
S1 |
650-4 |
650-4 |
653-3 |
648-6 |
S2 |
647-0 |
647-0 |
652-5 |
|
S3 |
639-6 |
643-2 |
652-0 |
|
S4 |
632-4 |
636-0 |
650-0 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-0 |
679-0 |
652-2 |
|
R3 |
669-0 |
664-0 |
648-1 |
|
R2 |
654-0 |
654-0 |
646-6 |
|
R1 |
649-0 |
649-0 |
645-3 |
651-4 |
PP |
639-0 |
639-0 |
639-0 |
640-2 |
S1 |
634-0 |
634-0 |
642-5 |
636-4 |
S2 |
624-0 |
624-0 |
641-2 |
|
S3 |
609-0 |
619-0 |
639-7 |
|
S4 |
594-0 |
604-0 |
635-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
661-2 |
636-4 |
24-6 |
3.8% |
8-7 |
1.4% |
71% |
False |
False |
165,346 |
10 |
661-2 |
629-0 |
32-2 |
4.9% |
9-2 |
1.4% |
78% |
False |
False |
133,183 |
20 |
661-2 |
629-0 |
32-2 |
4.9% |
9-0 |
1.4% |
78% |
False |
False |
107,479 |
40 |
668-0 |
599-2 |
68-6 |
10.5% |
8-4 |
1.3% |
80% |
False |
False |
79,127 |
60 |
671-0 |
587-0 |
84-0 |
12.8% |
8-4 |
1.3% |
80% |
False |
False |
61,514 |
80 |
681-0 |
587-0 |
94-0 |
14.4% |
8-5 |
1.3% |
71% |
False |
False |
52,940 |
100 |
681-0 |
587-0 |
94-0 |
14.4% |
8-6 |
1.3% |
71% |
False |
False |
45,297 |
120 |
766-0 |
587-0 |
179-0 |
27.4% |
9-0 |
1.4% |
37% |
False |
False |
39,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-6 |
2.618 |
677-0 |
1.618 |
669-6 |
1.000 |
665-2 |
0.618 |
662-4 |
HIGH |
658-0 |
0.618 |
655-2 |
0.500 |
654-3 |
0.382 |
653-4 |
LOW |
650-6 |
0.618 |
646-2 |
1.000 |
643-4 |
1.618 |
639-0 |
2.618 |
631-6 |
4.250 |
620-0 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
654-3 |
654-5 |
PP |
654-2 |
654-3 |
S1 |
654-1 |
654-2 |
|