CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
652-4 |
642-6 |
-9-6 |
-1.5% |
638-4 |
High |
655-0 |
643-2 |
-11-6 |
-1.8% |
661-2 |
Low |
637-4 |
631-6 |
-5-6 |
-0.9% |
636-4 |
Close |
638-6 |
635-4 |
-3-2 |
-0.5% |
655-0 |
Range |
17-4 |
11-4 |
-6-0 |
-34.3% |
24-6 |
ATR |
10-4 |
10-5 |
0-1 |
0.6% |
0-0 |
Volume |
181,887 |
142,715 |
-39,172 |
-21.5% |
820,966 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
671-3 |
664-7 |
641-7 |
|
R3 |
659-7 |
653-3 |
638-5 |
|
R2 |
648-3 |
648-3 |
637-5 |
|
R1 |
641-7 |
641-7 |
636-4 |
639-3 |
PP |
636-7 |
636-7 |
636-7 |
635-4 |
S1 |
630-3 |
630-3 |
634-4 |
627-7 |
S2 |
625-3 |
625-3 |
633-3 |
|
S3 |
613-7 |
618-7 |
632-3 |
|
S4 |
602-3 |
607-3 |
629-1 |
|
|
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 |
631-6 |
33-2 |
5.2% |
11-2 |
1.8% |
11% |
False |
True |
149,777 |
10 |
665-0 |
631-6 |
33-2 |
5.2% |
10-0 |
1.6% |
11% |
False |
True |
157,562 |
20 |
665-0 |
629-0 |
36-0 |
5.7% |
10-0 |
1.6% |
18% |
False |
False |
130,416 |
40 |
665-0 |
599-2 |
65-6 |
10.3% |
9-0 |
1.4% |
55% |
False |
False |
92,113 |
60 |
671-0 |
587-0 |
84-0 |
13.2% |
8-4 |
1.3% |
58% |
False |
False |
71,550 |
80 |
671-0 |
587-0 |
84-0 |
13.2% |
8-7 |
1.4% |
58% |
False |
False |
60,396 |
100 |
681-0 |
587-0 |
94-0 |
14.8% |
8-5 |
1.4% |
52% |
False |
False |
51,970 |
120 |
726-0 |
587-0 |
139-0 |
21.9% |
9-1 |
1.4% |
35% |
False |
False |
45,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-1 |
2.618 |
673-3 |
1.618 |
661-7 |
1.000 |
654-6 |
0.618 |
650-3 |
HIGH |
643-2 |
0.618 |
638-7 |
0.500 |
637-4 |
0.382 |
636-1 |
LOW |
631-6 |
0.618 |
624-5 |
1.000 |
620-2 |
1.618 |
613-1 |
2.618 |
601-5 |
4.250 |
582-7 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
637-4 |
645-1 |
PP |
636-7 |
641-7 |
S1 |
636-1 |
638-6 |
|