CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
595-4 |
596-2 |
0-6 |
0.1% |
584-4 |
High |
598-0 |
596-2 |
-1-6 |
-0.3% |
604-6 |
Low |
595-4 |
586-4 |
-9-0 |
-1.5% |
584-4 |
Close |
598-0 |
589-4 |
-8-4 |
-1.4% |
604-4 |
Range |
2-4 |
9-6 |
7-2 |
290.0% |
20-2 |
ATR |
7-2 |
7-4 |
0-2 |
4.3% |
0-0 |
Volume |
19,647 |
13,647 |
-6,000 |
-30.5% |
58,793 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-0 |
614-4 |
594-7 |
|
R3 |
610-2 |
604-6 |
592-1 |
|
R2 |
600-4 |
600-4 |
591-2 |
|
R1 |
595-0 |
595-0 |
590-3 |
592-7 |
PP |
590-6 |
590-6 |
590-6 |
589-6 |
S1 |
585-2 |
585-2 |
588-5 |
583-1 |
S2 |
581-0 |
581-0 |
587-6 |
|
S3 |
571-2 |
575-4 |
586-7 |
|
S4 |
561-4 |
565-6 |
584-1 |
|
|
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 |
586-4 |
22-4 |
3.8% |
5-6 |
1.0% |
13% |
False |
True |
16,724 |
10 |
609-0 |
580-0 |
29-0 |
4.9% |
5-5 |
0.9% |
33% |
False |
False |
14,085 |
20 |
609-0 |
580-0 |
29-0 |
4.9% |
6-2 |
1.0% |
33% |
False |
False |
12,747 |
40 |
613-0 |
569-6 |
43-2 |
7.3% |
5-1 |
0.9% |
46% |
False |
False |
10,479 |
60 |
618-0 |
564-2 |
53-6 |
9.1% |
4-3 |
0.7% |
47% |
False |
False |
7,989 |
80 |
626-0 |
557-4 |
68-4 |
11.6% |
4-3 |
0.7% |
47% |
False |
False |
6,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
637-6 |
2.618 |
621-6 |
1.618 |
612-0 |
1.000 |
606-0 |
0.618 |
602-2 |
HIGH |
596-2 |
0.618 |
592-4 |
0.500 |
591-3 |
0.382 |
590-2 |
LOW |
586-4 |
0.618 |
580-4 |
1.000 |
576-6 |
1.618 |
570-6 |
2.618 |
561-0 |
4.250 |
545-0 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
591-3 |
597-6 |
PP |
590-6 |
595-0 |
S1 |
590-1 |
592-2 |
|