CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
605-0 |
595-4 |
-9-4 |
-1.6% |
584-4 |
High |
609-0 |
598-0 |
-11-0 |
-1.8% |
604-6 |
Low |
605-0 |
595-4 |
-9-4 |
-1.6% |
584-4 |
Close |
606-2 |
598-0 |
-8-2 |
-1.4% |
604-4 |
Range |
4-0 |
2-4 |
-1-4 |
-37.5% |
20-2 |
ATR |
6-7 |
7-2 |
0-2 |
4.0% |
0-0 |
Volume |
24,025 |
19,647 |
-4,378 |
-18.2% |
58,793 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-5 |
603-7 |
599-3 |
|
R3 |
602-1 |
601-3 |
598-6 |
|
R2 |
599-5 |
599-5 |
598-4 |
|
R1 |
598-7 |
598-7 |
598-2 |
599-2 |
PP |
597-1 |
597-1 |
597-1 |
597-3 |
S1 |
596-3 |
596-3 |
597-6 |
596-6 |
S2 |
594-5 |
594-5 |
597-4 |
|
S3 |
592-1 |
593-7 |
597-2 |
|
S4 |
589-5 |
591-3 |
596-5 |
|
|
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 |
595-4 |
13-4 |
2.3% |
4-4 |
0.8% |
19% |
False |
True |
15,931 |
10 |
609-0 |
580-0 |
29-0 |
4.8% |
5-1 |
0.9% |
62% |
False |
False |
13,878 |
20 |
609-0 |
580-0 |
29-0 |
4.8% |
5-7 |
1.0% |
62% |
False |
False |
12,489 |
40 |
615-4 |
569-6 |
45-6 |
7.7% |
5-1 |
0.8% |
62% |
False |
False |
10,231 |
60 |
618-0 |
564-2 |
53-6 |
9.0% |
4-2 |
0.7% |
63% |
False |
False |
7,806 |
80 |
626-0 |
557-4 |
68-4 |
11.5% |
4-2 |
0.7% |
59% |
False |
False |
6,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
608-5 |
2.618 |
604-4 |
1.618 |
602-0 |
1.000 |
600-4 |
0.618 |
599-4 |
HIGH |
598-0 |
0.618 |
597-0 |
0.500 |
596-6 |
0.382 |
596-4 |
LOW |
595-4 |
0.618 |
594-0 |
1.000 |
593-0 |
1.618 |
591-4 |
2.618 |
589-0 |
4.250 |
584-7 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
597-5 |
602-2 |
PP |
597-1 |
600-7 |
S1 |
596-6 |
599-3 |
|