CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
662-4 |
659-0 |
-3-4 |
-0.5% |
635-2 |
| High |
669-0 |
664-4 |
-4-4 |
-0.7% |
660-0 |
| Low |
660-0 |
658-0 |
-2-0 |
-0.3% |
633-2 |
| Close |
666-2 |
658-0 |
-8-2 |
-1.2% |
659-0 |
| Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
26-6 |
| ATR |
10-4 |
10-2 |
-0-1 |
-1.5% |
0-0 |
| Volume |
10,499 |
7,162 |
-3,337 |
-31.8% |
241,503 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-5 |
675-3 |
661-5 |
|
| R3 |
673-1 |
668-7 |
659-6 |
|
| R2 |
666-5 |
666-5 |
659-2 |
|
| R1 |
662-3 |
662-3 |
658-5 |
661-2 |
| PP |
660-1 |
660-1 |
660-1 |
659-5 |
| S1 |
655-7 |
655-7 |
657-3 |
654-6 |
| S2 |
653-5 |
653-5 |
656-6 |
|
| S3 |
647-1 |
649-3 |
656-2 |
|
| S4 |
640-5 |
642-7 |
654-3 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-0 |
721-6 |
673-6 |
|
| R3 |
704-2 |
695-0 |
666-3 |
|
| R2 |
677-4 |
677-4 |
663-7 |
|
| R1 |
668-2 |
668-2 |
661-4 |
672-7 |
| PP |
650-6 |
650-6 |
650-6 |
653-0 |
| S1 |
641-4 |
641-4 |
656-4 |
646-1 |
| S2 |
624-0 |
624-0 |
654-1 |
|
| S3 |
597-2 |
614-6 |
651-5 |
|
| S4 |
570-4 |
588-0 |
644-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
669-0 |
648-0 |
21-0 |
3.2% |
7-6 |
1.2% |
48% |
False |
False |
19,929 |
| 10 |
669-0 |
628-4 |
40-4 |
6.2% |
8-6 |
1.3% |
73% |
False |
False |
66,628 |
| 20 |
669-0 |
625-4 |
43-4 |
6.6% |
9-6 |
1.5% |
75% |
False |
False |
129,891 |
| 40 |
669-0 |
592-4 |
76-4 |
11.6% |
9-4 |
1.5% |
86% |
False |
False |
142,224 |
| 60 |
669-0 |
560-0 |
109-0 |
16.6% |
10-0 |
1.5% |
90% |
False |
False |
136,119 |
| 80 |
669-0 |
560-0 |
109-0 |
16.6% |
10-4 |
1.6% |
90% |
False |
False |
136,698 |
| 100 |
674-0 |
560-0 |
114-0 |
17.3% |
10-6 |
1.6% |
86% |
False |
False |
120,902 |
| 120 |
740-0 |
560-0 |
180-0 |
27.4% |
11-2 |
1.7% |
54% |
False |
False |
107,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692-1 |
|
2.618 |
681-4 |
|
1.618 |
675-0 |
|
1.000 |
671-0 |
|
0.618 |
668-4 |
|
HIGH |
664-4 |
|
0.618 |
662-0 |
|
0.500 |
661-2 |
|
0.382 |
660-4 |
|
LOW |
658-0 |
|
0.618 |
654-0 |
|
1.000 |
651-4 |
|
1.618 |
647-4 |
|
2.618 |
641-0 |
|
4.250 |
630-3 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
661-2 |
658-4 |
| PP |
660-1 |
658-3 |
| S1 |
659-1 |
658-1 |
|