CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
599-4 |
589-2 |
-10-2 |
-1.7% |
592-0 |
High |
595-0 |
589-2 |
-5-6 |
-1.0% |
607-0 |
Low |
587-4 |
583-6 |
-3-6 |
-0.6% |
591-6 |
Close |
590-6 |
585-0 |
-5-6 |
-1.0% |
605-2 |
Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
15-2 |
ATR |
7-6 |
7-6 |
0-0 |
-0.7% |
0-0 |
Volume |
18,506 |
18,818 |
312 |
1.7% |
118,603 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
602-4 |
599-2 |
588-0 |
|
R3 |
597-0 |
593-6 |
586-4 |
|
R2 |
591-4 |
591-4 |
586-0 |
|
R1 |
588-2 |
588-2 |
585-4 |
587-1 |
PP |
586-0 |
586-0 |
586-0 |
585-4 |
S1 |
582-6 |
582-6 |
584-4 |
581-5 |
S2 |
580-4 |
580-4 |
584-0 |
|
S3 |
575-0 |
577-2 |
583-4 |
|
S4 |
569-4 |
571-6 |
582-0 |
|
|
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 |
583-6 |
23-2 |
4.0% |
5-1 |
0.9% |
5% |
False |
True |
21,103 |
10 |
607-0 |
583-6 |
23-2 |
4.0% |
7-0 |
1.2% |
5% |
False |
True |
23,198 |
20 |
609-0 |
580-0 |
29-0 |
5.0% |
6-2 |
1.1% |
17% |
False |
False |
18,642 |
40 |
609-0 |
580-0 |
29-0 |
5.0% |
5-6 |
1.0% |
17% |
False |
False |
14,272 |
60 |
618-0 |
569-6 |
48-2 |
8.2% |
5-2 |
0.9% |
32% |
False |
False |
11,438 |
80 |
618-0 |
557-4 |
60-4 |
10.3% |
4-5 |
0.8% |
45% |
False |
False |
9,135 |
100 |
636-2 |
557-4 |
78-6 |
13.5% |
4-4 |
0.8% |
35% |
False |
False |
7,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
612-5 |
2.618 |
603-5 |
1.618 |
598-1 |
1.000 |
594-6 |
0.618 |
592-5 |
HIGH |
589-2 |
0.618 |
587-1 |
0.500 |
586-4 |
0.382 |
585-7 |
LOW |
583-6 |
0.618 |
580-3 |
1.000 |
578-2 |
1.618 |
574-7 |
2.618 |
569-3 |
4.250 |
560-3 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
586-4 |
594-0 |
PP |
586-0 |
591-0 |
S1 |
585-4 |
588-0 |
|