CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
663-0 |
660-6 |
-2-2 |
-0.3% |
656-4 |
High |
665-4 |
665-0 |
-0-4 |
-0.1% |
665-0 |
Low |
656-0 |
654-4 |
-1-4 |
-0.2% |
631-6 |
Close |
662-0 |
658-6 |
-3-2 |
-0.5% |
645-0 |
Range |
9-4 |
10-4 |
1-0 |
10.5% |
33-2 |
ATR |
11-5 |
11-4 |
-0-1 |
-0.7% |
0-0 |
Volume |
154,364 |
164,518 |
10,154 |
6.6% |
813,843 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-7 |
685-3 |
664-4 |
|
R3 |
680-3 |
674-7 |
661-5 |
|
R2 |
669-7 |
669-7 |
660-5 |
|
R1 |
664-3 |
664-3 |
659-6 |
661-7 |
PP |
659-3 |
659-3 |
659-3 |
658-2 |
S1 |
653-7 |
653-7 |
657-6 |
651-3 |
S2 |
648-7 |
648-7 |
656-7 |
|
S3 |
638-3 |
643-3 |
655-7 |
|
S4 |
627-7 |
632-7 |
653-0 |
|
|
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 |
665-4 |
631-6 |
33-6 |
5.1% |
13-6 |
2.1% |
80% |
False |
False |
165,260 |
10 |
665-4 |
631-6 |
33-6 |
5.1% |
12-1 |
1.8% |
80% |
False |
False |
160,087 |
20 |
665-4 |
629-0 |
36-4 |
5.5% |
11-0 |
1.7% |
82% |
False |
False |
143,930 |
40 |
665-4 |
599-2 |
66-2 |
10.1% |
9-6 |
1.5% |
90% |
False |
False |
104,359 |
60 |
671-0 |
590-0 |
81-0 |
12.3% |
9-0 |
1.4% |
85% |
False |
False |
81,143 |
80 |
671-0 |
587-0 |
84-0 |
12.8% |
9-1 |
1.4% |
85% |
False |
False |
67,561 |
100 |
681-0 |
587-0 |
94-0 |
14.3% |
9-0 |
1.4% |
76% |
False |
False |
58,191 |
120 |
688-0 |
587-0 |
101-0 |
15.3% |
9-3 |
1.4% |
71% |
False |
False |
50,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-5 |
2.618 |
692-4 |
1.618 |
682-0 |
1.000 |
675-4 |
0.618 |
671-4 |
HIGH |
665-0 |
0.618 |
661-0 |
0.500 |
659-6 |
0.382 |
658-4 |
LOW |
654-4 |
0.618 |
648-0 |
1.000 |
644-0 |
1.618 |
637-4 |
2.618 |
627-0 |
4.250 |
609-7 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
659-6 |
657-2 |
PP |
659-3 |
655-7 |
S1 |
659-1 |
654-3 |
|