CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
597-4 |
605-0 |
7-4 |
1.3% |
584-4 |
High |
604-6 |
609-0 |
4-2 |
0.7% |
604-6 |
Low |
596-0 |
605-0 |
9-0 |
1.5% |
584-4 |
Close |
604-4 |
606-2 |
1-6 |
0.3% |
604-4 |
Range |
8-6 |
4-0 |
-4-6 |
-54.3% |
20-2 |
ATR |
7-1 |
6-7 |
-0-1 |
-2.6% |
0-0 |
Volume |
14,111 |
24,025 |
9,914 |
70.3% |
58,793 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
618-6 |
616-4 |
608-4 |
|
R3 |
614-6 |
612-4 |
607-3 |
|
R2 |
610-6 |
610-6 |
607-0 |
|
R1 |
608-4 |
608-4 |
606-5 |
609-5 |
PP |
606-6 |
606-6 |
606-6 |
607-2 |
S1 |
604-4 |
604-4 |
605-7 |
605-5 |
S2 |
602-6 |
602-6 |
605-4 |
|
S3 |
598-6 |
600-4 |
605-1 |
|
S4 |
594-6 |
596-4 |
604-0 |
|
|
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 |
609-0 |
591-2 |
17-6 |
2.9% |
5-0 |
0.8% |
85% |
True |
False |
13,994 |
10 |
609-0 |
580-0 |
29-0 |
4.8% |
5-4 |
0.9% |
91% |
True |
False |
12,877 |
20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-0 |
1.0% |
91% |
True |
False |
11,923 |
40 |
615-4 |
569-6 |
45-6 |
7.5% |
5-0 |
0.8% |
80% |
False |
False |
9,852 |
60 |
618-0 |
564-2 |
53-6 |
8.9% |
4-2 |
0.7% |
78% |
False |
False |
7,542 |
80 |
636-2 |
557-4 |
78-6 |
13.0% |
4-2 |
0.7% |
62% |
False |
False |
6,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-0 |
2.618 |
619-4 |
1.618 |
615-4 |
1.000 |
613-0 |
0.618 |
611-4 |
HIGH |
609-0 |
0.618 |
607-4 |
0.500 |
607-0 |
0.382 |
606-4 |
LOW |
605-0 |
0.618 |
602-4 |
1.000 |
601-0 |
1.618 |
598-4 |
2.618 |
594-4 |
4.250 |
588-0 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
607-0 |
605-0 |
PP |
606-6 |
603-6 |
S1 |
606-4 |
602-4 |
|