CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
652-2 |
658-4 |
6-2 |
1.0% |
641-0 |
| High |
657-0 |
665-0 |
8-0 |
1.2% |
662-0 |
| Low |
650-0 |
657-0 |
7-0 |
1.1% |
641-0 |
| Close |
656-2 |
662-2 |
6-0 |
0.9% |
656-2 |
| Range |
7-0 |
8-0 |
1-0 |
14.3% |
21-0 |
| ATR |
8-4 |
8-5 |
0-0 |
0.2% |
0-0 |
| Volume |
58,961 |
61,012 |
2,051 |
3.5% |
286,550 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685-3 |
681-7 |
666-5 |
|
| R3 |
677-3 |
673-7 |
664-4 |
|
| R2 |
669-3 |
669-3 |
663-6 |
|
| R1 |
665-7 |
665-7 |
663-0 |
667-5 |
| PP |
661-3 |
661-3 |
661-3 |
662-2 |
| S1 |
657-7 |
657-7 |
661-4 |
659-5 |
| S2 |
653-3 |
653-3 |
660-6 |
|
| S3 |
645-3 |
649-7 |
660-0 |
|
| S4 |
637-3 |
641-7 |
657-7 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-1 |
707-1 |
667-6 |
|
| R3 |
695-1 |
686-1 |
662-0 |
|
| R2 |
674-1 |
674-1 |
660-1 |
|
| R1 |
665-1 |
665-1 |
658-1 |
669-5 |
| PP |
653-1 |
653-1 |
653-1 |
655-2 |
| S1 |
644-1 |
644-1 |
654-3 |
648-5 |
| S2 |
632-1 |
632-1 |
652-3 |
|
| S3 |
611-1 |
623-1 |
650-4 |
|
| S4 |
590-1 |
602-1 |
644-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-0 |
650-0 |
15-0 |
2.3% |
6-2 |
1.0% |
82% |
True |
False |
58,968 |
| 10 |
665-0 |
635-0 |
30-0 |
4.5% |
6-7 |
1.0% |
91% |
True |
False |
56,954 |
| 20 |
665-0 |
633-4 |
31-4 |
4.8% |
7-2 |
1.1% |
91% |
True |
False |
56,654 |
| 40 |
672-0 |
604-0 |
68-0 |
10.3% |
7-2 |
1.1% |
86% |
False |
False |
53,123 |
| 60 |
677-0 |
594-2 |
82-6 |
12.5% |
7-3 |
1.1% |
82% |
False |
False |
43,715 |
| 80 |
683-0 |
594-2 |
88-6 |
13.4% |
7-6 |
1.2% |
77% |
False |
False |
39,202 |
| 100 |
683-0 |
594-2 |
88-6 |
13.4% |
8-1 |
1.2% |
77% |
False |
False |
35,284 |
| 120 |
766-4 |
594-2 |
172-2 |
26.0% |
8-4 |
1.3% |
39% |
False |
False |
31,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
699-0 |
|
2.618 |
686-0 |
|
1.618 |
678-0 |
|
1.000 |
673-0 |
|
0.618 |
670-0 |
|
HIGH |
665-0 |
|
0.618 |
662-0 |
|
0.500 |
661-0 |
|
0.382 |
660-0 |
|
LOW |
657-0 |
|
0.618 |
652-0 |
|
1.000 |
649-0 |
|
1.618 |
644-0 |
|
2.618 |
636-0 |
|
4.250 |
623-0 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
661-7 |
660-5 |
| PP |
661-3 |
659-1 |
| S1 |
661-0 |
657-4 |
|