CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
635-4 |
643-4 |
8-0 |
1.3% |
656-4 |
| High |
652-0 |
660-6 |
8-6 |
1.3% |
665-0 |
| Low |
632-0 |
643-2 |
11-2 |
1.8% |
631-6 |
| Close |
645-0 |
659-4 |
14-4 |
2.2% |
645-0 |
| Range |
20-0 |
17-4 |
-2-4 |
-12.5% |
33-2 |
| ATR |
11-2 |
11-6 |
0-4 |
3.9% |
0-0 |
| Volume |
199,394 |
165,310 |
-34,084 |
-17.1% |
813,843 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-0 |
700-6 |
669-1 |
|
| R3 |
689-4 |
683-2 |
664-2 |
|
| R2 |
672-0 |
672-0 |
662-6 |
|
| R1 |
665-6 |
665-6 |
661-1 |
668-7 |
| PP |
654-4 |
654-4 |
654-4 |
656-0 |
| S1 |
648-2 |
648-2 |
657-7 |
651-3 |
| S2 |
637-0 |
637-0 |
656-2 |
|
| S3 |
619-4 |
630-6 |
654-6 |
|
| S4 |
602-0 |
613-2 |
649-7 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-0 |
729-2 |
663-2 |
|
| R3 |
713-6 |
696-0 |
654-1 |
|
| R2 |
680-4 |
680-4 |
651-1 |
|
| R1 |
662-6 |
662-6 |
648-0 |
655-0 |
| PP |
647-2 |
647-2 |
647-2 |
643-3 |
| S1 |
629-4 |
629-4 |
642-0 |
621-6 |
| S2 |
614-0 |
614-0 |
638-7 |
|
| S3 |
580-6 |
596-2 |
635-7 |
|
| S4 |
547-4 |
563-0 |
626-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
660-6 |
631-6 |
29-0 |
4.4% |
15-0 |
2.3% |
96% |
True |
False |
165,938 |
| 10 |
665-0 |
631-6 |
33-2 |
5.0% |
11-7 |
1.8% |
83% |
False |
False |
168,017 |
| 20 |
665-0 |
629-0 |
36-0 |
5.5% |
10-6 |
1.6% |
85% |
False |
False |
138,181 |
| 40 |
665-0 |
599-2 |
65-6 |
10.0% |
9-6 |
1.5% |
92% |
False |
False |
98,577 |
| 60 |
671-0 |
587-0 |
84-0 |
12.7% |
8-7 |
1.3% |
86% |
False |
False |
76,497 |
| 80 |
671-0 |
587-0 |
84-0 |
12.7% |
9-1 |
1.4% |
86% |
False |
False |
64,178 |
| 100 |
681-0 |
587-0 |
94-0 |
14.3% |
8-7 |
1.3% |
77% |
False |
False |
55,307 |
| 120 |
722-4 |
587-0 |
135-4 |
20.5% |
9-2 |
1.4% |
54% |
False |
False |
48,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
735-1 |
|
2.618 |
706-5 |
|
1.618 |
689-1 |
|
1.000 |
678-2 |
|
0.618 |
671-5 |
|
HIGH |
660-6 |
|
0.618 |
654-1 |
|
0.500 |
652-0 |
|
0.382 |
649-7 |
|
LOW |
643-2 |
|
0.618 |
632-3 |
|
1.000 |
625-6 |
|
1.618 |
614-7 |
|
2.618 |
597-3 |
|
4.250 |
568-7 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
657-0 |
655-1 |
| PP |
654-4 |
650-5 |
| S1 |
652-0 |
646-2 |
|