CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
658-4 |
652-0 |
-6-4 |
-1.0% |
641-0 |
High |
665-0 |
658-0 |
-7-0 |
-1.1% |
662-0 |
Low |
657-0 |
651-0 |
-6-0 |
-0.9% |
641-0 |
Close |
662-2 |
655-0 |
-7-2 |
-1.1% |
656-2 |
Range |
8-0 |
7-0 |
-1-0 |
-12.5% |
21-0 |
ATR |
8-5 |
8-6 |
0-2 |
2.2% |
0-0 |
Volume |
61,012 |
58,651 |
-2,361 |
-3.9% |
286,550 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-5 |
672-3 |
658-7 |
|
R3 |
668-5 |
665-3 |
656-7 |
|
R2 |
661-5 |
661-5 |
656-2 |
|
R1 |
658-3 |
658-3 |
655-5 |
660-0 |
PP |
654-5 |
654-5 |
654-5 |
655-4 |
S1 |
651-3 |
651-3 |
654-3 |
653-0 |
S2 |
647-5 |
647-5 |
653-6 |
|
S3 |
640-5 |
644-3 |
653-1 |
|
S4 |
633-5 |
637-3 |
651-1 |
|
|
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% |
33% |
False |
False |
58,900 |
10 |
665-0 |
636-2 |
28-6 |
4.4% |
6-6 |
1.0% |
65% |
False |
False |
57,915 |
20 |
665-0 |
633-4 |
31-4 |
4.8% |
7-3 |
1.1% |
68% |
False |
False |
57,565 |
40 |
672-0 |
604-0 |
68-0 |
10.4% |
7-2 |
1.1% |
75% |
False |
False |
53,342 |
60 |
677-0 |
594-2 |
82-6 |
12.6% |
7-3 |
1.1% |
73% |
False |
False |
44,076 |
80 |
682-0 |
594-2 |
87-6 |
13.4% |
7-6 |
1.2% |
69% |
False |
False |
39,712 |
100 |
683-0 |
594-2 |
88-6 |
13.5% |
7-6 |
1.2% |
68% |
False |
False |
35,700 |
120 |
749-0 |
594-2 |
154-6 |
23.6% |
8-3 |
1.3% |
39% |
False |
False |
32,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
687-6 |
2.618 |
676-3 |
1.618 |
669-3 |
1.000 |
665-0 |
0.618 |
662-3 |
HIGH |
658-0 |
0.618 |
655-3 |
0.500 |
654-4 |
0.382 |
653-5 |
LOW |
651-0 |
0.618 |
646-5 |
1.000 |
644-0 |
1.618 |
639-5 |
2.618 |
632-5 |
4.250 |
621-2 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
654-7 |
657-4 |
PP |
654-5 |
656-5 |
S1 |
654-4 |
655-7 |
|