CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
604-0 |
599-4 |
-4-4 |
-0.7% |
592-0 |
High |
607-0 |
604-2 |
-2-6 |
-0.5% |
607-0 |
Low |
602-4 |
599-4 |
-3-0 |
-0.5% |
591-6 |
Close |
605-2 |
601-0 |
-4-2 |
-0.7% |
605-2 |
Range |
4-4 |
4-6 |
0-2 |
5.6% |
15-2 |
ATR |
7-3 |
7-2 |
-0-1 |
-1.6% |
0-0 |
Volume |
28,027 |
21,893 |
-6,134 |
-21.9% |
118,603 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-7 |
613-1 |
603-5 |
|
R3 |
611-1 |
608-3 |
602-2 |
|
R2 |
606-3 |
606-3 |
601-7 |
|
R1 |
603-5 |
603-5 |
601-3 |
605-0 |
PP |
601-5 |
601-5 |
601-5 |
602-2 |
S1 |
598-7 |
598-7 |
600-5 |
600-2 |
S2 |
596-7 |
596-7 |
600-1 |
|
S3 |
592-1 |
594-1 |
599-6 |
|
S4 |
587-3 |
589-3 |
598-3 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
647-1 |
641-3 |
613-5 |
|
R3 |
631-7 |
626-1 |
609-4 |
|
R2 |
616-5 |
616-5 |
608-0 |
|
R1 |
610-7 |
610-7 |
606-5 |
613-6 |
PP |
601-3 |
601-3 |
601-3 |
602-6 |
S1 |
595-5 |
595-5 |
603-7 |
598-4 |
S2 |
586-1 |
586-1 |
602-4 |
|
S3 |
570-7 |
580-3 |
601-0 |
|
S4 |
555-5 |
565-1 |
596-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
607-0 |
599-2 |
7-6 |
1.3% |
4-5 |
0.8% |
23% |
False |
False |
23,058 |
10 |
607-0 |
585-0 |
22-0 |
3.7% |
6-7 |
1.2% |
73% |
False |
False |
22,795 |
20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-2 |
1.0% |
72% |
False |
False |
17,836 |
40 |
609-0 |
574-2 |
34-6 |
5.8% |
5-6 |
1.0% |
77% |
False |
False |
13,726 |
60 |
618-0 |
569-6 |
48-2 |
8.0% |
5-0 |
0.8% |
65% |
False |
False |
10,908 |
80 |
618-0 |
557-4 |
60-4 |
10.1% |
4-4 |
0.8% |
72% |
False |
False |
8,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
624-4 |
2.618 |
616-5 |
1.618 |
611-7 |
1.000 |
609-0 |
0.618 |
607-1 |
HIGH |
604-2 |
0.618 |
602-3 |
0.500 |
601-7 |
0.382 |
601-3 |
LOW |
599-4 |
0.618 |
596-5 |
1.000 |
594-6 |
1.618 |
591-7 |
2.618 |
587-1 |
4.250 |
579-2 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
601-7 |
603-2 |
PP |
601-5 |
602-4 |
S1 |
601-2 |
601-6 |
|