CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
657-0 |
657-4 |
0-4 |
0.1% |
658-4 |
High |
659-2 |
660-2 |
1-0 |
0.2% |
665-0 |
Low |
654-0 |
652-2 |
-1-6 |
-0.3% |
634-2 |
Close |
658-0 |
656-6 |
-1-2 |
-0.2% |
644-0 |
Range |
5-2 |
8-0 |
2-6 |
52.4% |
30-6 |
ATR |
9-7 |
9-6 |
-0-1 |
-1.3% |
0-0 |
Volume |
68,560 |
68,002 |
-558 |
-0.8% |
327,178 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
676-5 |
661-1 |
|
R3 |
672-3 |
668-5 |
659-0 |
|
R2 |
664-3 |
664-3 |
658-2 |
|
R1 |
660-5 |
660-5 |
657-4 |
658-4 |
PP |
656-3 |
656-3 |
656-3 |
655-3 |
S1 |
652-5 |
652-5 |
656-0 |
650-4 |
S2 |
648-3 |
648-3 |
655-2 |
|
S3 |
640-3 |
644-5 |
654-4 |
|
S4 |
632-3 |
636-5 |
652-3 |
|
|
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 |
660-2 |
634-2 |
26-0 |
4.0% |
11-0 |
1.7% |
87% |
True |
False |
69,674 |
10 |
665-0 |
634-2 |
30-6 |
4.7% |
9-4 |
1.5% |
73% |
False |
False |
65,257 |
20 |
665-0 |
633-4 |
31-4 |
4.8% |
8-3 |
1.3% |
74% |
False |
False |
59,578 |
40 |
665-0 |
604-0 |
61-0 |
9.3% |
8-0 |
1.2% |
86% |
False |
False |
56,748 |
60 |
677-0 |
596-4 |
80-4 |
12.3% |
7-6 |
1.2% |
75% |
False |
False |
48,943 |
80 |
677-0 |
594-2 |
82-6 |
12.6% |
8-0 |
1.2% |
76% |
False |
False |
42,803 |
100 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
70% |
False |
False |
38,258 |
120 |
695-0 |
594-2 |
100-6 |
15.3% |
8-4 |
1.3% |
62% |
False |
False |
35,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
694-2 |
2.618 |
681-2 |
1.618 |
673-2 |
1.000 |
668-2 |
0.618 |
665-2 |
HIGH |
660-2 |
0.618 |
657-2 |
0.500 |
656-2 |
0.382 |
655-2 |
LOW |
652-2 |
0.618 |
647-2 |
1.000 |
644-2 |
1.618 |
639-2 |
2.618 |
631-2 |
4.250 |
618-2 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
656-5 |
654-5 |
PP |
656-3 |
652-4 |
S1 |
656-2 |
650-3 |
|