CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
660-6 |
662-4 |
1-6 |
0.3% |
656-4 |
High |
665-0 |
672-4 |
7-4 |
1.1% |
665-0 |
Low |
654-4 |
662-4 |
8-0 |
1.2% |
631-6 |
Close |
658-6 |
669-0 |
10-2 |
1.6% |
645-0 |
Range |
10-4 |
10-0 |
-0-4 |
-4.8% |
33-2 |
ATR |
11-4 |
11-5 |
0-1 |
1.4% |
0-0 |
Volume |
164,518 |
172,856 |
8,338 |
5.1% |
813,843 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-0 |
693-4 |
674-4 |
|
R3 |
688-0 |
683-4 |
671-6 |
|
R2 |
678-0 |
678-0 |
670-7 |
|
R1 |
673-4 |
673-4 |
669-7 |
675-6 |
PP |
668-0 |
668-0 |
668-0 |
669-1 |
S1 |
663-4 |
663-4 |
668-1 |
665-6 |
S2 |
658-0 |
658-0 |
667-1 |
|
S3 |
648-0 |
653-4 |
666-2 |
|
S4 |
638-0 |
643-4 |
663-4 |
|
|
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 |
672-4 |
632-0 |
40-4 |
6.1% |
13-4 |
2.0% |
91% |
True |
False |
171,288 |
10 |
672-4 |
631-6 |
40-6 |
6.1% |
12-3 |
1.8% |
91% |
True |
False |
160,533 |
20 |
672-4 |
629-0 |
43-4 |
6.5% |
10-7 |
1.6% |
92% |
True |
False |
146,858 |
40 |
672-4 |
604-0 |
68-4 |
10.2% |
9-7 |
1.5% |
95% |
True |
False |
107,306 |
60 |
672-4 |
599-2 |
73-2 |
10.9% |
9-0 |
1.4% |
95% |
True |
False |
83,392 |
80 |
672-4 |
587-0 |
85-4 |
12.8% |
9-0 |
1.3% |
96% |
True |
False |
69,394 |
100 |
681-0 |
587-0 |
94-0 |
14.1% |
9-0 |
1.3% |
87% |
False |
False |
59,796 |
120 |
684-4 |
587-0 |
97-4 |
14.6% |
9-2 |
1.4% |
84% |
False |
False |
52,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
715-0 |
2.618 |
698-5 |
1.618 |
688-5 |
1.000 |
682-4 |
0.618 |
678-5 |
HIGH |
672-4 |
0.618 |
668-5 |
0.500 |
667-4 |
0.382 |
666-3 |
LOW |
662-4 |
0.618 |
656-3 |
1.000 |
652-4 |
1.618 |
646-3 |
2.618 |
636-3 |
4.250 |
620-0 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
668-4 |
667-1 |
PP |
668-0 |
665-3 |
S1 |
667-4 |
663-4 |
|