CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
642-6 |
635-4 |
-7-2 |
-1.1% |
656-4 |
| High |
643-2 |
652-0 |
8-6 |
1.4% |
665-0 |
| Low |
631-6 |
632-0 |
0-2 |
0.0% |
631-6 |
| Close |
635-4 |
645-0 |
9-4 |
1.5% |
645-0 |
| Range |
11-4 |
20-0 |
8-4 |
73.9% |
33-2 |
| ATR |
10-5 |
11-2 |
0-5 |
6.3% |
0-0 |
| Volume |
142,715 |
199,394 |
56,679 |
39.7% |
813,843 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703-0 |
694-0 |
656-0 |
|
| R3 |
683-0 |
674-0 |
650-4 |
|
| R2 |
663-0 |
663-0 |
648-5 |
|
| R1 |
654-0 |
654-0 |
646-7 |
658-4 |
| PP |
643-0 |
643-0 |
643-0 |
645-2 |
| S1 |
634-0 |
634-0 |
643-1 |
638-4 |
| S2 |
623-0 |
623-0 |
641-3 |
|
| S3 |
603-0 |
614-0 |
639-4 |
|
| S4 |
583-0 |
594-0 |
634-0 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-0 |
729-2 |
663-2 |
|
| R3 |
713-6 |
696-0 |
654-1 |
|
| R2 |
680-4 |
680-4 |
651-1 |
|
| R1 |
662-6 |
662-6 |
648-0 |
655-0 |
| PP |
647-2 |
647-2 |
647-2 |
643-3 |
| S1 |
629-4 |
629-4 |
642-0 |
621-6 |
| S2 |
614-0 |
614-0 |
638-7 |
|
| S3 |
580-6 |
596-2 |
635-7 |
|
| S4 |
547-4 |
563-0 |
626-6 |
|
|
| 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% |
13-4 |
2.1% |
40% |
False |
False |
162,768 |
| 10 |
665-0 |
631-6 |
33-2 |
5.2% |
11-3 |
1.8% |
40% |
False |
False |
163,480 |
| 20 |
665-0 |
629-0 |
36-0 |
5.6% |
10-1 |
1.6% |
44% |
False |
False |
134,927 |
| 40 |
665-0 |
599-2 |
65-6 |
10.2% |
9-3 |
1.5% |
70% |
False |
False |
96,169 |
| 60 |
671-0 |
587-0 |
84-0 |
13.0% |
8-5 |
1.3% |
69% |
False |
False |
74,193 |
| 80 |
671-0 |
587-0 |
84-0 |
13.0% |
9-0 |
1.4% |
69% |
False |
False |
62,522 |
| 100 |
681-0 |
587-0 |
94-0 |
14.6% |
8-6 |
1.4% |
62% |
False |
False |
53,813 |
| 120 |
722-4 |
587-0 |
135-4 |
21.0% |
9-2 |
1.4% |
43% |
False |
False |
47,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737-0 |
|
2.618 |
704-3 |
|
1.618 |
684-3 |
|
1.000 |
672-0 |
|
0.618 |
664-3 |
|
HIGH |
652-0 |
|
0.618 |
644-3 |
|
0.500 |
642-0 |
|
0.382 |
639-5 |
|
LOW |
632-0 |
|
0.618 |
619-5 |
|
1.000 |
612-0 |
|
1.618 |
599-5 |
|
2.618 |
579-5 |
|
4.250 |
547-0 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
644-0 |
644-4 |
| PP |
643-0 |
643-7 |
| S1 |
642-0 |
643-3 |
|