CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
656-6 |
652-2 |
-4-4 |
-0.7% |
641-0 |
| High |
659-0 |
657-0 |
-2-0 |
-0.3% |
662-0 |
| Low |
654-4 |
650-0 |
-4-4 |
-0.7% |
641-0 |
| Close |
655-4 |
656-2 |
0-6 |
0.1% |
656-2 |
| Range |
4-4 |
7-0 |
2-4 |
55.6% |
21-0 |
| ATR |
8-5 |
8-4 |
-0-1 |
-1.4% |
0-0 |
| Volume |
60,762 |
58,961 |
-1,801 |
-3.0% |
286,550 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-3 |
672-7 |
660-1 |
|
| R3 |
668-3 |
665-7 |
658-1 |
|
| R2 |
661-3 |
661-3 |
657-4 |
|
| R1 |
658-7 |
658-7 |
656-7 |
660-1 |
| PP |
654-3 |
654-3 |
654-3 |
655-0 |
| S1 |
651-7 |
651-7 |
655-5 |
653-1 |
| S2 |
647-3 |
647-3 |
655-0 |
|
| S3 |
640-3 |
644-7 |
654-3 |
|
| S4 |
633-3 |
637-7 |
652-3 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-1 |
707-1 |
667-6 |
|
| R3 |
695-1 |
686-1 |
662-0 |
|
| R2 |
674-1 |
674-1 |
660-1 |
|
| R1 |
665-1 |
665-1 |
658-1 |
669-5 |
| PP |
653-1 |
653-1 |
653-1 |
655-2 |
| S1 |
644-1 |
644-1 |
654-3 |
648-5 |
| S2 |
632-1 |
632-1 |
652-3 |
|
| S3 |
611-1 |
623-1 |
650-4 |
|
| S4 |
590-1 |
602-1 |
644-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
662-0 |
641-0 |
21-0 |
3.2% |
6-5 |
1.0% |
73% |
False |
False |
57,310 |
| 10 |
662-0 |
635-0 |
27-0 |
4.1% |
6-3 |
1.0% |
79% |
False |
False |
56,075 |
| 20 |
662-0 |
633-4 |
28-4 |
4.3% |
7-1 |
1.1% |
80% |
False |
False |
56,346 |
| 40 |
672-0 |
604-0 |
68-0 |
10.4% |
7-2 |
1.1% |
77% |
False |
False |
52,542 |
| 60 |
677-0 |
594-2 |
82-6 |
12.6% |
7-4 |
1.1% |
75% |
False |
False |
43,243 |
| 80 |
683-0 |
594-2 |
88-6 |
13.5% |
7-5 |
1.2% |
70% |
False |
False |
38,655 |
| 100 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
70% |
False |
False |
34,755 |
| 120 |
768-6 |
594-2 |
174-4 |
26.6% |
8-4 |
1.3% |
36% |
False |
False |
31,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-6 |
|
2.618 |
675-3 |
|
1.618 |
668-3 |
|
1.000 |
664-0 |
|
0.618 |
661-3 |
|
HIGH |
657-0 |
|
0.618 |
654-3 |
|
0.500 |
653-4 |
|
0.382 |
652-5 |
|
LOW |
650-0 |
|
0.618 |
645-5 |
|
1.000 |
643-0 |
|
1.618 |
638-5 |
|
2.618 |
631-5 |
|
4.250 |
620-2 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
655-3 |
656-1 |
| PP |
654-3 |
656-1 |
| S1 |
653-4 |
656-0 |
|