CME Pit-Traded Corn Future July 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 |
652-0 |
653-0 |
1-0 |
0.2% |
641-0 |
| High |
658-0 |
653-4 |
-4-4 |
-0.7% |
662-0 |
| Low |
651-0 |
639-4 |
-11-4 |
-1.8% |
641-0 |
| Close |
655-0 |
640-0 |
-15-0 |
-2.3% |
656-2 |
| Range |
7-0 |
14-0 |
7-0 |
100.0% |
21-0 |
| ATR |
8-6 |
9-2 |
0-4 |
5.5% |
0-0 |
| Volume |
58,651 |
64,816 |
6,165 |
10.5% |
286,550 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-3 |
677-1 |
647-6 |
|
| R3 |
672-3 |
663-1 |
643-7 |
|
| R2 |
658-3 |
658-3 |
642-5 |
|
| R1 |
649-1 |
649-1 |
641-2 |
646-6 |
| PP |
644-3 |
644-3 |
644-3 |
643-1 |
| S1 |
635-1 |
635-1 |
638-6 |
632-6 |
| S2 |
630-3 |
630-3 |
637-3 |
|
| S3 |
616-3 |
621-1 |
636-1 |
|
| S4 |
602-3 |
607-1 |
632-2 |
|
|
| 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 |
665-0 |
639-4 |
25-4 |
4.0% |
8-1 |
1.3% |
2% |
False |
True |
60,840 |
| 10 |
665-0 |
639-4 |
25-4 |
4.0% |
7-3 |
1.1% |
2% |
False |
True |
58,785 |
| 20 |
665-0 |
633-4 |
31-4 |
4.9% |
8-0 |
1.3% |
21% |
False |
False |
58,582 |
| 40 |
667-0 |
604-0 |
63-0 |
9.8% |
7-3 |
1.2% |
57% |
False |
False |
54,205 |
| 60 |
677-0 |
594-2 |
82-6 |
12.9% |
7-3 |
1.2% |
55% |
False |
False |
44,825 |
| 80 |
677-6 |
594-2 |
83-4 |
13.0% |
7-6 |
1.2% |
55% |
False |
False |
40,241 |
| 100 |
683-0 |
594-2 |
88-6 |
13.9% |
7-7 |
1.2% |
52% |
False |
False |
36,034 |
| 120 |
737-0 |
594-2 |
142-6 |
22.3% |
8-3 |
1.3% |
32% |
False |
False |
32,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
713-0 |
|
2.618 |
690-1 |
|
1.618 |
676-1 |
|
1.000 |
667-4 |
|
0.618 |
662-1 |
|
HIGH |
653-4 |
|
0.618 |
648-1 |
|
0.500 |
646-4 |
|
0.382 |
644-7 |
|
LOW |
639-4 |
|
0.618 |
630-7 |
|
1.000 |
625-4 |
|
1.618 |
616-7 |
|
2.618 |
602-7 |
|
4.250 |
580-0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-4 |
652-2 |
| PP |
644-3 |
648-1 |
| S1 |
642-1 |
644-1 |
|