CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
659-0 |
665-4 |
6-4 |
1.0% |
641-0 |
High |
667-0 |
671-0 |
4-0 |
0.6% |
671-0 |
Low |
659-0 |
664-2 |
5-2 |
0.8% |
640-4 |
Close |
667-0 |
670-2 |
3-2 |
0.5% |
670-2 |
Range |
8-0 |
6-6 |
-1-2 |
-15.6% |
30-4 |
ATR |
9-6 |
9-4 |
-0-2 |
-2.2% |
0-0 |
Volume |
65,089 |
47,905 |
-17,184 |
-26.4% |
318,665 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-6 |
686-2 |
674-0 |
|
R3 |
682-0 |
679-4 |
672-1 |
|
R2 |
675-2 |
675-2 |
671-4 |
|
R1 |
672-6 |
672-6 |
670-7 |
674-0 |
PP |
668-4 |
668-4 |
668-4 |
669-1 |
S1 |
666-0 |
666-0 |
669-5 |
667-2 |
S2 |
661-6 |
661-6 |
669-0 |
|
S3 |
655-0 |
659-2 |
668-3 |
|
S4 |
648-2 |
652-4 |
666-4 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-1 |
741-5 |
687-0 |
|
R3 |
721-5 |
711-1 |
678-5 |
|
R2 |
691-1 |
691-1 |
675-7 |
|
R1 |
680-5 |
680-5 |
673-0 |
685-7 |
PP |
660-5 |
660-5 |
660-5 |
663-2 |
S1 |
650-1 |
650-1 |
667-4 |
655-3 |
S2 |
630-1 |
630-1 |
664-5 |
|
S3 |
599-5 |
619-5 |
661-7 |
|
S4 |
569-1 |
589-1 |
653-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-0 |
640-4 |
30-4 |
4.6% |
8-4 |
1.3% |
98% |
True |
False |
63,733 |
10 |
671-0 |
634-2 |
36-6 |
5.5% |
9-7 |
1.5% |
98% |
True |
False |
64,584 |
20 |
671-0 |
634-2 |
36-6 |
5.5% |
8-1 |
1.2% |
98% |
True |
False |
60,330 |
40 |
671-0 |
614-2 |
56-6 |
8.5% |
8-1 |
1.2% |
99% |
True |
False |
57,255 |
60 |
677-0 |
604-0 |
73-0 |
10.9% |
7-6 |
1.2% |
91% |
False |
False |
49,941 |
80 |
677-0 |
594-2 |
82-6 |
12.3% |
7-6 |
1.1% |
92% |
False |
False |
43,661 |
100 |
683-0 |
594-2 |
88-6 |
13.2% |
8-1 |
1.2% |
86% |
False |
False |
39,073 |
120 |
689-6 |
594-2 |
95-4 |
14.2% |
8-3 |
1.2% |
80% |
False |
False |
35,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-6 |
2.618 |
688-5 |
1.618 |
681-7 |
1.000 |
677-6 |
0.618 |
675-1 |
HIGH |
671-0 |
0.618 |
668-3 |
0.500 |
667-5 |
0.382 |
666-7 |
LOW |
664-2 |
0.618 |
660-1 |
1.000 |
657-4 |
1.618 |
653-3 |
2.618 |
646-5 |
4.250 |
635-4 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
669-3 |
667-3 |
PP |
668-4 |
664-4 |
S1 |
667-5 |
661-5 |
|