CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
596-6 |
597-4 |
0-6 |
0.1% |
584-4 |
High |
599-4 |
604-6 |
5-2 |
0.9% |
604-6 |
Low |
596-0 |
596-0 |
0-0 |
0.0% |
584-4 |
Close |
598-0 |
604-4 |
6-4 |
1.1% |
604-4 |
Range |
3-4 |
8-6 |
5-2 |
150.0% |
20-2 |
ATR |
7-0 |
7-1 |
0-1 |
1.8% |
0-0 |
Volume |
12,190 |
14,111 |
1,921 |
15.8% |
58,793 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-0 |
625-0 |
609-2 |
|
R3 |
619-2 |
616-2 |
606-7 |
|
R2 |
610-4 |
610-4 |
606-1 |
|
R1 |
607-4 |
607-4 |
605-2 |
609-0 |
PP |
601-6 |
601-6 |
601-6 |
602-4 |
S1 |
598-6 |
598-6 |
603-6 |
600-2 |
S2 |
593-0 |
593-0 |
602-7 |
|
S3 |
584-2 |
590-0 |
602-1 |
|
S4 |
575-4 |
581-2 |
599-6 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
658-5 |
651-7 |
615-5 |
|
R3 |
638-3 |
631-5 |
610-1 |
|
R2 |
618-1 |
618-1 |
608-2 |
|
R1 |
611-3 |
611-3 |
606-3 |
614-6 |
PP |
597-7 |
597-7 |
597-7 |
599-5 |
S1 |
591-1 |
591-1 |
602-5 |
594-4 |
S2 |
577-5 |
577-5 |
600-6 |
|
S3 |
557-3 |
570-7 |
598-7 |
|
S4 |
537-1 |
550-5 |
593-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
604-6 |
584-4 |
20-2 |
3.3% |
5-0 |
0.8% |
99% |
True |
False |
11,758 |
10 |
604-6 |
580-0 |
24-6 |
4.1% |
5-3 |
0.9% |
99% |
True |
False |
11,383 |
20 |
605-2 |
580-0 |
25-2 |
4.2% |
6-1 |
1.0% |
97% |
False |
False |
11,160 |
40 |
615-4 |
569-6 |
45-6 |
7.6% |
5-1 |
0.8% |
76% |
False |
False |
9,353 |
60 |
618-0 |
564-2 |
53-6 |
8.9% |
4-1 |
0.7% |
75% |
False |
False |
7,164 |
80 |
636-2 |
557-4 |
78-6 |
13.0% |
4-2 |
0.7% |
60% |
False |
False |
5,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
642-0 |
2.618 |
627-5 |
1.618 |
618-7 |
1.000 |
613-4 |
0.618 |
610-1 |
HIGH |
604-6 |
0.618 |
601-3 |
0.500 |
600-3 |
0.382 |
599-3 |
LOW |
596-0 |
0.618 |
590-5 |
1.000 |
587-2 |
1.618 |
581-7 |
2.618 |
573-1 |
4.250 |
558-6 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
603-1 |
603-1 |
PP |
601-6 |
601-6 |
S1 |
600-3 |
600-3 |
|