CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
653-0 |
644-0 |
-9-0 |
-1.4% |
641-0 |
High |
653-4 |
644-4 |
-9-0 |
-1.4% |
662-0 |
Low |
639-4 |
634-2 |
-5-2 |
-0.8% |
641-0 |
Close |
640-0 |
637-0 |
-3-0 |
-0.5% |
656-2 |
Range |
14-0 |
10-2 |
-3-6 |
-26.8% |
21-0 |
ATR |
9-2 |
9-3 |
0-1 |
0.8% |
0-0 |
Volume |
64,816 |
62,506 |
-2,310 |
-3.6% |
286,550 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-3 |
663-3 |
642-5 |
|
R3 |
659-1 |
653-1 |
639-7 |
|
R2 |
648-7 |
648-7 |
638-7 |
|
R1 |
642-7 |
642-7 |
638-0 |
640-6 |
PP |
638-5 |
638-5 |
638-5 |
637-4 |
S1 |
632-5 |
632-5 |
636-0 |
630-4 |
S2 |
628-3 |
628-3 |
635-1 |
|
S3 |
618-1 |
622-3 |
634-1 |
|
S4 |
607-7 |
612-1 |
631-3 |
|
|
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 |
634-2 |
30-6 |
4.8% |
9-2 |
1.5% |
9% |
False |
True |
61,189 |
10 |
665-0 |
634-2 |
30-6 |
4.8% |
8-0 |
1.2% |
9% |
False |
True |
60,068 |
20 |
665-0 |
633-4 |
31-4 |
4.9% |
8-0 |
1.3% |
11% |
False |
False |
58,844 |
40 |
665-0 |
604-0 |
61-0 |
9.6% |
7-4 |
1.2% |
54% |
False |
False |
54,802 |
60 |
677-0 |
594-2 |
82-6 |
13.0% |
7-4 |
1.2% |
52% |
False |
False |
45,482 |
80 |
677-0 |
594-2 |
82-6 |
13.0% |
7-6 |
1.2% |
52% |
False |
False |
40,484 |
100 |
683-0 |
594-2 |
88-6 |
13.9% |
7-7 |
1.2% |
48% |
False |
False |
36,410 |
120 |
728-6 |
594-2 |
134-4 |
21.1% |
8-3 |
1.3% |
32% |
False |
False |
33,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-0 |
2.618 |
671-3 |
1.618 |
661-1 |
1.000 |
654-6 |
0.618 |
650-7 |
HIGH |
644-4 |
0.618 |
640-5 |
0.500 |
639-3 |
0.382 |
638-1 |
LOW |
634-2 |
0.618 |
627-7 |
1.000 |
624-0 |
1.618 |
617-5 |
2.618 |
607-3 |
4.250 |
590-6 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
639-3 |
646-1 |
PP |
638-5 |
643-1 |
S1 |
637-6 |
640-0 |
|