CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
650-4 |
652-4 |
2-0 |
0.3% |
638-4 |
| High |
658-4 |
655-0 |
-3-4 |
-0.5% |
661-2 |
| Low |
650-0 |
637-4 |
-12-4 |
-1.9% |
636-4 |
| Close |
654-0 |
638-6 |
-15-2 |
-2.3% |
655-0 |
| Range |
8-4 |
17-4 |
9-0 |
105.9% |
24-6 |
| ATR |
10-0 |
10-4 |
0-4 |
5.3% |
0-0 |
| Volume |
140,384 |
181,887 |
41,503 |
29.6% |
820,966 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-2 |
685-0 |
648-3 |
|
| R3 |
678-6 |
667-4 |
643-4 |
|
| R2 |
661-2 |
661-2 |
642-0 |
|
| R1 |
650-0 |
650-0 |
640-3 |
646-7 |
| PP |
643-6 |
643-6 |
643-6 |
642-2 |
| S1 |
632-4 |
632-4 |
637-1 |
629-3 |
| S2 |
626-2 |
626-2 |
635-4 |
|
| S3 |
608-6 |
615-0 |
634-0 |
|
| S4 |
591-2 |
597-4 |
629-1 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-1 |
714-7 |
668-5 |
|
| R3 |
700-3 |
690-1 |
661-6 |
|
| R2 |
675-5 |
675-5 |
659-4 |
|
| R1 |
665-3 |
665-3 |
657-2 |
670-4 |
| PP |
650-7 |
650-7 |
650-7 |
653-4 |
| S1 |
640-5 |
640-5 |
652-6 |
645-6 |
| S2 |
626-1 |
626-1 |
650-4 |
|
| S3 |
601-3 |
615-7 |
648-2 |
|
| S4 |
576-5 |
591-1 |
641-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-0 |
637-4 |
27-4 |
4.3% |
10-3 |
1.6% |
5% |
False |
True |
154,914 |
| 10 |
665-0 |
635-2 |
29-6 |
4.7% |
9-6 |
1.5% |
12% |
False |
False |
152,820 |
| 20 |
665-0 |
629-0 |
36-0 |
5.6% |
10-1 |
1.6% |
27% |
False |
False |
127,137 |
| 40 |
665-0 |
599-2 |
65-6 |
10.3% |
8-7 |
1.4% |
60% |
False |
False |
89,461 |
| 60 |
671-0 |
587-0 |
84-0 |
13.2% |
8-4 |
1.3% |
62% |
False |
False |
69,573 |
| 80 |
671-0 |
587-0 |
84-0 |
13.2% |
8-6 |
1.4% |
62% |
False |
False |
59,291 |
| 100 |
681-0 |
587-0 |
94-0 |
14.7% |
8-5 |
1.3% |
55% |
False |
False |
50,763 |
| 120 |
741-0 |
587-0 |
154-0 |
24.1% |
9-2 |
1.4% |
34% |
False |
False |
44,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-3 |
|
2.618 |
700-7 |
|
1.618 |
683-3 |
|
1.000 |
672-4 |
|
0.618 |
665-7 |
|
HIGH |
655-0 |
|
0.618 |
648-3 |
|
0.500 |
646-2 |
|
0.382 |
644-1 |
|
LOW |
637-4 |
|
0.618 |
626-5 |
|
1.000 |
620-0 |
|
1.618 |
609-1 |
|
2.618 |
591-5 |
|
4.250 |
563-1 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-2 |
651-2 |
| PP |
643-6 |
647-1 |
| S1 |
641-2 |
642-7 |
|