CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
641-0 |
657-0 |
16-0 |
2.5% |
658-4 |
High |
655-0 |
659-2 |
4-2 |
0.6% |
665-0 |
Low |
640-4 |
654-0 |
13-4 |
2.1% |
634-2 |
Close |
654-0 |
658-0 |
4-0 |
0.6% |
644-0 |
Range |
14-4 |
5-2 |
-9-2 |
-63.8% |
30-6 |
ATR |
10-2 |
9-7 |
-0-3 |
-3.5% |
0-0 |
Volume |
69,109 |
68,560 |
-549 |
-0.8% |
327,178 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-7 |
670-5 |
660-7 |
|
R3 |
667-5 |
665-3 |
659-4 |
|
R2 |
662-3 |
662-3 |
659-0 |
|
R1 |
660-1 |
660-1 |
658-4 |
661-2 |
PP |
657-1 |
657-1 |
657-1 |
657-5 |
S1 |
654-7 |
654-7 |
657-4 |
656-0 |
S2 |
651-7 |
651-7 |
657-0 |
|
S3 |
646-5 |
649-5 |
656-4 |
|
S4 |
641-3 |
644-3 |
655-1 |
|
|
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 |
659-2 |
634-2 |
25-0 |
3.8% |
12-2 |
1.9% |
95% |
True |
False |
69,036 |
10 |
665-0 |
634-2 |
30-6 |
4.7% |
9-2 |
1.4% |
77% |
False |
False |
63,968 |
20 |
665-0 |
633-4 |
31-4 |
4.8% |
8-2 |
1.3% |
78% |
False |
False |
59,557 |
40 |
665-0 |
604-0 |
61-0 |
9.3% |
8-0 |
1.2% |
89% |
False |
False |
56,206 |
60 |
677-0 |
594-2 |
82-6 |
12.6% |
7-5 |
1.2% |
77% |
False |
False |
48,097 |
80 |
677-0 |
594-2 |
82-6 |
12.6% |
7-7 |
1.2% |
77% |
False |
False |
42,234 |
100 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
72% |
False |
False |
37,918 |
120 |
713-0 |
594-2 |
118-6 |
18.0% |
8-4 |
1.3% |
54% |
False |
False |
34,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
681-4 |
2.618 |
673-0 |
1.618 |
667-6 |
1.000 |
664-4 |
0.618 |
662-4 |
HIGH |
659-2 |
0.618 |
657-2 |
0.500 |
656-5 |
0.382 |
656-0 |
LOW |
654-0 |
0.618 |
650-6 |
1.000 |
648-6 |
1.618 |
645-4 |
2.618 |
640-2 |
4.250 |
631-6 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
657-4 |
654-3 |
PP |
657-1 |
650-6 |
S1 |
656-5 |
647-1 |
|