CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
597-2 |
596-6 |
-0-4 |
-0.1% |
592-6 |
High |
601-0 |
599-4 |
-1-4 |
-0.2% |
595-0 |
Low |
597-2 |
596-0 |
-1-2 |
-0.2% |
580-0 |
Close |
600-6 |
598-0 |
-2-6 |
-0.5% |
588-2 |
Range |
3-6 |
3-4 |
-0-2 |
-6.7% |
15-0 |
ATR |
7-1 |
7-0 |
-0-1 |
-2.4% |
0-0 |
Volume |
9,684 |
12,190 |
2,506 |
25.9% |
45,957 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-3 |
606-5 |
599-7 |
|
R3 |
604-7 |
603-1 |
599-0 |
|
R2 |
601-3 |
601-3 |
598-5 |
|
R1 |
599-5 |
599-5 |
598-3 |
600-4 |
PP |
597-7 |
597-7 |
597-7 |
598-2 |
S1 |
596-1 |
596-1 |
597-5 |
597-0 |
S2 |
594-3 |
594-3 |
597-3 |
|
S3 |
590-7 |
592-5 |
597-0 |
|
S4 |
587-3 |
589-1 |
596-1 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-6 |
625-4 |
596-4 |
|
R3 |
617-6 |
610-4 |
592-3 |
|
R2 |
602-6 |
602-6 |
591-0 |
|
R1 |
595-4 |
595-4 |
589-5 |
591-5 |
PP |
587-6 |
587-6 |
587-6 |
585-6 |
S1 |
580-4 |
580-4 |
586-7 |
576-5 |
S2 |
572-6 |
572-6 |
585-4 |
|
S3 |
557-6 |
565-4 |
584-1 |
|
S4 |
542-6 |
550-4 |
580-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
601-0 |
580-0 |
21-0 |
3.5% |
4-7 |
0.8% |
86% |
False |
False |
11,253 |
10 |
601-0 |
580-0 |
21-0 |
3.5% |
5-2 |
0.9% |
86% |
False |
False |
10,946 |
20 |
605-2 |
580-0 |
25-2 |
4.2% |
5-6 |
1.0% |
71% |
False |
False |
11,045 |
40 |
617-6 |
569-6 |
48-0 |
8.0% |
5-0 |
0.8% |
59% |
False |
False |
9,161 |
60 |
618-0 |
564-2 |
53-6 |
9.0% |
4-0 |
0.7% |
63% |
False |
False |
6,963 |
80 |
636-2 |
557-4 |
78-6 |
13.2% |
4-2 |
0.7% |
51% |
False |
False |
5,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-3 |
2.618 |
608-5 |
1.618 |
605-1 |
1.000 |
603-0 |
0.618 |
601-5 |
HIGH |
599-4 |
0.618 |
598-1 |
0.500 |
597-6 |
0.382 |
597-3 |
LOW |
596-0 |
0.618 |
593-7 |
1.000 |
592-4 |
1.618 |
590-3 |
2.618 |
586-7 |
4.250 |
581-1 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
597-7 |
597-3 |
PP |
597-7 |
596-6 |
S1 |
597-6 |
596-1 |
|