CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
650-4 |
656-4 |
6-0 |
0.9% |
638-4 |
| High |
655-4 |
665-0 |
9-4 |
1.4% |
661-2 |
| Low |
647-0 |
655-0 |
8-0 |
1.2% |
636-4 |
| Close |
655-0 |
660-6 |
5-6 |
0.9% |
655-0 |
| Range |
8-4 |
10-0 |
1-4 |
17.6% |
24-6 |
| ATR |
10-0 |
10-0 |
0-0 |
0.0% |
0-0 |
| Volume |
134,440 |
149,463 |
15,023 |
11.2% |
820,966 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-2 |
685-4 |
666-2 |
|
| R3 |
680-2 |
675-4 |
663-4 |
|
| R2 |
670-2 |
670-2 |
662-5 |
|
| R1 |
665-4 |
665-4 |
661-5 |
667-7 |
| PP |
660-2 |
660-2 |
660-2 |
661-4 |
| S1 |
655-4 |
655-4 |
659-7 |
657-7 |
| S2 |
650-2 |
650-2 |
658-7 |
|
| S3 |
640-2 |
645-4 |
658-0 |
|
| S4 |
630-2 |
635-4 |
655-2 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-1 |
714-7 |
668-5 |
|
| R3 |
700-3 |
690-1 |
661-6 |
|
| R2 |
675-5 |
675-5 |
659-4 |
|
| R1 |
665-3 |
665-3 |
657-2 |
670-4 |
| PP |
650-7 |
650-7 |
650-7 |
653-4 |
| S1 |
640-5 |
640-5 |
652-6 |
645-6 |
| S2 |
626-1 |
626-1 |
650-4 |
|
| S3 |
601-3 |
615-7 |
648-2 |
|
| S4 |
576-5 |
591-1 |
641-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-0 |
647-0 |
18-0 |
2.7% |
8-5 |
1.3% |
76% |
True |
False |
170,097 |
| 10 |
665-0 |
629-0 |
36-0 |
5.4% |
9-2 |
1.4% |
88% |
True |
False |
142,257 |
| 20 |
665-0 |
629-0 |
36-0 |
5.4% |
9-2 |
1.4% |
88% |
True |
False |
116,147 |
| 40 |
666-0 |
599-2 |
66-6 |
10.1% |
8-5 |
1.3% |
92% |
False |
False |
84,090 |
| 60 |
671-0 |
587-0 |
84-0 |
12.7% |
8-3 |
1.3% |
88% |
False |
False |
65,432 |
| 80 |
681-0 |
587-0 |
94-0 |
14.2% |
8-6 |
1.3% |
78% |
False |
False |
56,072 |
| 100 |
681-0 |
587-0 |
94-0 |
14.2% |
8-6 |
1.3% |
78% |
False |
False |
47,927 |
| 120 |
747-0 |
587-0 |
160-0 |
24.2% |
9-0 |
1.4% |
46% |
False |
False |
42,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707-4 |
|
2.618 |
691-1 |
|
1.618 |
681-1 |
|
1.000 |
675-0 |
|
0.618 |
671-1 |
|
HIGH |
665-0 |
|
0.618 |
661-1 |
|
0.500 |
660-0 |
|
0.382 |
658-7 |
|
LOW |
655-0 |
|
0.618 |
648-7 |
|
1.000 |
645-0 |
|
1.618 |
638-7 |
|
2.618 |
628-7 |
|
4.250 |
612-4 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
660-4 |
659-1 |
| PP |
660-2 |
657-5 |
| S1 |
660-0 |
656-0 |
|