CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
644-0 |
637-0 |
-7-0 |
-1.1% |
658-4 |
High |
644-4 |
652-0 |
7-4 |
1.2% |
665-0 |
Low |
634-2 |
635-0 |
0-6 |
0.1% |
634-2 |
Close |
637-0 |
644-0 |
7-0 |
1.1% |
644-0 |
Range |
10-2 |
17-0 |
6-6 |
65.9% |
30-6 |
ATR |
9-3 |
9-7 |
0-4 |
5.9% |
0-0 |
Volume |
62,506 |
80,193 |
17,687 |
28.3% |
327,178 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-5 |
686-3 |
653-3 |
|
R3 |
677-5 |
669-3 |
648-5 |
|
R2 |
660-5 |
660-5 |
647-1 |
|
R1 |
652-3 |
652-3 |
645-4 |
656-4 |
PP |
643-5 |
643-5 |
643-5 |
645-6 |
S1 |
635-3 |
635-3 |
642-4 |
639-4 |
S2 |
626-5 |
626-5 |
640-7 |
|
S3 |
609-5 |
618-3 |
639-3 |
|
S4 |
592-5 |
601-3 |
634-5 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-0 |
722-6 |
660-7 |
|
R3 |
709-2 |
692-0 |
652-4 |
|
R2 |
678-4 |
678-4 |
649-5 |
|
R1 |
661-2 |
661-2 |
646-7 |
654-4 |
PP |
647-6 |
647-6 |
647-6 |
644-3 |
S1 |
630-4 |
630-4 |
641-1 |
623-6 |
S2 |
617-0 |
617-0 |
638-3 |
|
S3 |
586-2 |
599-6 |
635-4 |
|
S4 |
555-4 |
569-0 |
627-1 |
|
|
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% |
11-2 |
1.7% |
32% |
False |
False |
65,435 |
10 |
665-0 |
634-2 |
30-6 |
4.8% |
9-0 |
1.4% |
32% |
False |
False |
61,372 |
20 |
665-0 |
633-4 |
31-4 |
4.9% |
8-0 |
1.2% |
33% |
False |
False |
58,377 |
40 |
665-0 |
604-0 |
61-0 |
9.5% |
7-7 |
1.2% |
66% |
False |
False |
55,777 |
60 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
60% |
False |
False |
46,381 |
80 |
677-0 |
594-2 |
82-6 |
12.8% |
7-6 |
1.2% |
60% |
False |
False |
41,095 |
100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-1 |
1.3% |
56% |
False |
False |
37,015 |
120 |
725-4 |
594-2 |
131-2 |
20.4% |
8-4 |
1.3% |
38% |
False |
False |
33,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-2 |
2.618 |
696-4 |
1.618 |
679-4 |
1.000 |
669-0 |
0.618 |
662-4 |
HIGH |
652-0 |
0.618 |
645-4 |
0.500 |
643-4 |
0.382 |
641-4 |
LOW |
635-0 |
0.618 |
624-4 |
1.000 |
618-0 |
1.618 |
607-4 |
2.618 |
590-4 |
4.250 |
562-6 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
643-7 |
644-0 |
PP |
643-5 |
643-7 |
S1 |
643-4 |
643-7 |
|