CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
643-4 |
663-0 |
19-4 |
3.0% |
656-4 |
High |
660-6 |
665-4 |
4-6 |
0.7% |
665-0 |
Low |
643-2 |
656-0 |
12-6 |
2.0% |
631-6 |
Close |
659-4 |
662-0 |
2-4 |
0.4% |
645-0 |
Range |
17-4 |
9-4 |
-8-0 |
-45.7% |
33-2 |
ATR |
11-6 |
11-5 |
-0-1 |
-1.4% |
0-0 |
Volume |
165,310 |
154,364 |
-10,946 |
-6.6% |
813,843 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-5 |
685-3 |
667-2 |
|
R3 |
680-1 |
675-7 |
664-5 |
|
R2 |
670-5 |
670-5 |
663-6 |
|
R1 |
666-3 |
666-3 |
662-7 |
663-6 |
PP |
661-1 |
661-1 |
661-1 |
659-7 |
S1 |
656-7 |
656-7 |
661-1 |
654-2 |
S2 |
651-5 |
651-5 |
660-2 |
|
S3 |
642-1 |
647-3 |
659-3 |
|
S4 |
632-5 |
637-7 |
656-6 |
|
|
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 |
665-4 |
631-6 |
33-6 |
5.1% |
15-2 |
2.3% |
90% |
True |
False |
168,734 |
10 |
665-4 |
631-6 |
33-6 |
5.1% |
11-6 |
1.8% |
90% |
True |
False |
163,343 |
20 |
665-4 |
629-0 |
36-4 |
5.5% |
10-6 |
1.6% |
90% |
True |
False |
142,288 |
40 |
665-4 |
599-2 |
66-2 |
10.0% |
9-5 |
1.5% |
95% |
True |
False |
101,111 |
60 |
671-0 |
587-0 |
84-0 |
12.7% |
8-7 |
1.3% |
89% |
False |
False |
78,730 |
80 |
671-0 |
587-0 |
84-0 |
12.7% |
9-1 |
1.4% |
89% |
False |
False |
65,769 |
100 |
681-0 |
587-0 |
94-0 |
14.2% |
9-0 |
1.4% |
80% |
False |
False |
56,734 |
120 |
706-0 |
587-0 |
119-0 |
18.0% |
9-2 |
1.4% |
63% |
False |
False |
49,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-7 |
2.618 |
690-3 |
1.618 |
680-7 |
1.000 |
675-0 |
0.618 |
671-3 |
HIGH |
665-4 |
0.618 |
661-7 |
0.500 |
660-6 |
0.382 |
659-5 |
LOW |
656-0 |
0.618 |
650-1 |
1.000 |
646-4 |
1.618 |
640-5 |
2.618 |
631-1 |
4.250 |
615-5 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
661-5 |
657-5 |
PP |
661-1 |
653-1 |
S1 |
660-6 |
648-6 |
|