CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
656-4 |
650-4 |
-6-0 |
-0.9% |
638-4 |
| High |
665-0 |
658-4 |
-6-4 |
-1.0% |
661-2 |
| Low |
655-0 |
650-0 |
-5-0 |
-0.8% |
636-4 |
| Close |
660-6 |
654-0 |
-6-6 |
-1.0% |
655-0 |
| Range |
10-0 |
8-4 |
-1-4 |
-15.0% |
24-6 |
| ATR |
10-0 |
10-0 |
0-0 |
0.6% |
0-0 |
| Volume |
149,463 |
140,384 |
-9,079 |
-6.1% |
820,966 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-5 |
675-3 |
658-5 |
|
| R3 |
671-1 |
666-7 |
656-3 |
|
| R2 |
662-5 |
662-5 |
655-4 |
|
| R1 |
658-3 |
658-3 |
654-6 |
660-4 |
| PP |
654-1 |
654-1 |
654-1 |
655-2 |
| S1 |
649-7 |
649-7 |
653-2 |
652-0 |
| S2 |
645-5 |
645-5 |
652-4 |
|
| S3 |
637-1 |
641-3 |
651-5 |
|
| S4 |
628-5 |
632-7 |
649-3 |
|
|
| 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 |
2.8% |
8-3 |
1.3% |
39% |
False |
False |
157,953 |
| 10 |
665-0 |
632-6 |
32-2 |
4.9% |
9-0 |
1.4% |
66% |
False |
False |
146,893 |
| 20 |
665-0 |
629-0 |
36-0 |
5.5% |
9-3 |
1.4% |
69% |
False |
False |
120,986 |
| 40 |
666-0 |
599-2 |
66-6 |
10.2% |
8-5 |
1.3% |
82% |
False |
False |
86,093 |
| 60 |
671-0 |
587-0 |
84-0 |
12.8% |
8-4 |
1.3% |
80% |
False |
False |
67,011 |
| 80 |
680-4 |
587-0 |
93-4 |
14.3% |
8-6 |
1.3% |
72% |
False |
False |
57,462 |
| 100 |
681-0 |
587-0 |
94-0 |
14.4% |
8-4 |
1.3% |
71% |
False |
False |
49,209 |
| 120 |
745-4 |
587-0 |
158-4 |
24.2% |
9-1 |
1.4% |
42% |
False |
False |
43,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
694-5 |
|
2.618 |
680-6 |
|
1.618 |
672-2 |
|
1.000 |
667-0 |
|
0.618 |
663-6 |
|
HIGH |
658-4 |
|
0.618 |
655-2 |
|
0.500 |
654-2 |
|
0.382 |
653-2 |
|
LOW |
650-0 |
|
0.618 |
644-6 |
|
1.000 |
641-4 |
|
1.618 |
636-2 |
|
2.618 |
627-6 |
|
4.250 |
613-7 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
654-2 |
656-0 |
| PP |
654-1 |
655-3 |
| S1 |
654-1 |
654-5 |
|