CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
587-0 |
592-0 |
5-0 |
0.9% |
605-0 |
High |
600-0 |
602-4 |
2-4 |
0.4% |
609-0 |
Low |
585-0 |
591-6 |
6-6 |
1.2% |
585-0 |
Close |
596-0 |
603-0 |
7-0 |
1.2% |
596-0 |
Range |
15-0 |
10-6 |
-4-2 |
-28.3% |
24-0 |
ATR |
8-1 |
8-2 |
0-2 |
2.4% |
0-0 |
Volume |
29,365 |
25,203 |
-4,162 |
-14.2% |
111,484 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
631-3 |
627-7 |
608-7 |
|
R3 |
620-5 |
617-1 |
606-0 |
|
R2 |
609-7 |
609-7 |
605-0 |
|
R1 |
606-3 |
606-3 |
604-0 |
608-1 |
PP |
599-1 |
599-1 |
599-1 |
600-0 |
S1 |
595-5 |
595-5 |
602-0 |
597-3 |
S2 |
588-3 |
588-3 |
601-0 |
|
S3 |
577-5 |
584-7 |
600-0 |
|
S4 |
566-7 |
574-1 |
597-1 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-5 |
656-3 |
609-2 |
|
R3 |
644-5 |
632-3 |
602-5 |
|
R2 |
620-5 |
620-5 |
600-3 |
|
R1 |
608-3 |
608-3 |
598-2 |
602-4 |
PP |
596-5 |
596-5 |
596-5 |
593-6 |
S1 |
584-3 |
584-3 |
593-6 |
578-4 |
S2 |
572-5 |
572-5 |
591-5 |
|
S3 |
548-5 |
560-3 |
589-3 |
|
S4 |
524-5 |
536-3 |
582-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
602-4 |
585-0 |
17-4 |
2.9% |
9-2 |
1.5% |
103% |
True |
False |
22,532 |
10 |
609-0 |
585-0 |
24-0 |
4.0% |
7-1 |
1.2% |
75% |
False |
False |
18,263 |
20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-3 |
1.1% |
79% |
False |
False |
14,501 |
40 |
609-0 |
569-6 |
39-2 |
6.5% |
5-6 |
1.0% |
85% |
False |
False |
11,935 |
60 |
618-0 |
564-2 |
53-6 |
8.9% |
4-6 |
0.8% |
72% |
False |
False |
9,151 |
80 |
618-0 |
557-4 |
60-4 |
10.0% |
4-5 |
0.8% |
75% |
False |
False |
7,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-2 |
2.618 |
630-5 |
1.618 |
619-7 |
1.000 |
613-2 |
0.618 |
609-1 |
HIGH |
602-4 |
0.618 |
598-3 |
0.500 |
597-1 |
0.382 |
595-7 |
LOW |
591-6 |
0.618 |
585-1 |
1.000 |
581-0 |
1.618 |
574-3 |
2.618 |
563-5 |
4.250 |
546-0 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
601-0 |
599-7 |
PP |
599-1 |
596-7 |
S1 |
597-1 |
593-6 |
|