CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
601-6 |
602-4 |
0-6 |
0.1% |
605-0 |
High |
604-4 |
606-0 |
1-4 |
0.2% |
609-0 |
Low |
599-2 |
602-4 |
3-2 |
0.5% |
585-0 |
Close |
601-2 |
606-0 |
4-6 |
0.8% |
596-0 |
Range |
5-2 |
3-4 |
-1-6 |
-33.3% |
24-0 |
ATR |
7-7 |
7-5 |
-0-2 |
-2.8% |
0-0 |
Volume |
26,358 |
18,273 |
-8,085 |
-30.7% |
111,484 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-3 |
614-1 |
607-7 |
|
R3 |
611-7 |
610-5 |
607-0 |
|
R2 |
608-3 |
608-3 |
606-5 |
|
R1 |
607-1 |
607-1 |
606-3 |
607-6 |
PP |
604-7 |
604-7 |
604-7 |
605-1 |
S1 |
603-5 |
603-5 |
605-5 |
604-2 |
S2 |
601-3 |
601-3 |
605-3 |
|
S3 |
597-7 |
600-1 |
605-0 |
|
S4 |
594-3 |
596-5 |
604-1 |
|
|
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 |
606-0 |
585-0 |
21-0 |
3.5% |
7-7 |
1.3% |
100% |
True |
False |
23,988 |
10 |
609-0 |
585-0 |
24-0 |
4.0% |
7-2 |
1.2% |
88% |
False |
False |
21,617 |
20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-2 |
1.0% |
90% |
False |
False |
16,281 |
40 |
609-0 |
572-6 |
36-2 |
6.0% |
5-6 |
0.9% |
92% |
False |
False |
12,718 |
60 |
618-0 |
569-6 |
48-2 |
8.0% |
4-7 |
0.8% |
75% |
False |
False |
10,140 |
80 |
618-0 |
557-4 |
60-4 |
10.0% |
4-4 |
0.7% |
80% |
False |
False |
8,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-7 |
2.618 |
615-1 |
1.618 |
611-5 |
1.000 |
609-4 |
0.618 |
608-1 |
HIGH |
606-0 |
0.618 |
604-5 |
0.500 |
604-2 |
0.382 |
603-7 |
LOW |
602-4 |
0.618 |
600-3 |
1.000 |
599-0 |
1.618 |
596-7 |
2.618 |
593-3 |
4.250 |
587-5 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
605-3 |
604-7 |
PP |
604-7 |
603-6 |
S1 |
604-2 |
602-5 |
|