CME Pit-Traded Corn Future July 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 |
637-0 |
641-0 |
4-0 |
0.6% |
658-4 |
High |
652-0 |
655-0 |
3-0 |
0.5% |
665-0 |
Low |
635-0 |
640-4 |
5-4 |
0.9% |
634-2 |
Close |
644-0 |
654-0 |
10-0 |
1.6% |
644-0 |
Range |
17-0 |
14-4 |
-2-4 |
-14.7% |
30-6 |
ATR |
9-7 |
10-2 |
0-3 |
3.4% |
0-0 |
Volume |
80,193 |
69,109 |
-11,084 |
-13.8% |
327,178 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-3 |
688-1 |
662-0 |
|
R3 |
678-7 |
673-5 |
658-0 |
|
R2 |
664-3 |
664-3 |
656-5 |
|
R1 |
659-1 |
659-1 |
655-3 |
661-6 |
PP |
649-7 |
649-7 |
649-7 |
651-1 |
S1 |
644-5 |
644-5 |
652-5 |
647-2 |
S2 |
635-3 |
635-3 |
651-3 |
|
S3 |
620-7 |
630-1 |
650-0 |
|
S4 |
606-3 |
615-5 |
646-0 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-0 |
722-6 |
660-7 |
|
R3 |
709-2 |
692-0 |
652-4 |
|
R2 |
678-4 |
678-4 |
649-5 |
|
R1 |
661-2 |
661-2 |
646-7 |
654-4 |
PP |
647-6 |
647-6 |
647-6 |
644-3 |
S1 |
630-4 |
630-4 |
641-1 |
623-6 |
S2 |
617-0 |
617-0 |
638-3 |
|
S3 |
586-2 |
599-6 |
635-4 |
|
S4 |
555-4 |
569-0 |
627-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-0 |
634-2 |
23-6 |
3.6% |
12-4 |
1.9% |
83% |
False |
False |
67,055 |
10 |
665-0 |
634-2 |
30-6 |
4.7% |
9-3 |
1.4% |
64% |
False |
False |
63,011 |
20 |
665-0 |
633-4 |
31-4 |
4.8% |
8-3 |
1.3% |
65% |
False |
False |
58,276 |
40 |
665-0 |
604-0 |
61-0 |
9.3% |
8-1 |
1.2% |
82% |
False |
False |
56,173 |
60 |
677-0 |
594-2 |
82-6 |
12.7% |
7-6 |
1.2% |
72% |
False |
False |
47,230 |
80 |
677-0 |
594-2 |
82-6 |
12.7% |
7-7 |
1.2% |
72% |
False |
False |
41,682 |
100 |
683-0 |
594-2 |
88-6 |
13.6% |
8-2 |
1.3% |
67% |
False |
False |
37,397 |
120 |
725-4 |
594-2 |
131-2 |
20.1% |
8-4 |
1.3% |
46% |
False |
False |
34,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
716-5 |
2.618 |
693-0 |
1.618 |
678-4 |
1.000 |
669-4 |
0.618 |
664-0 |
HIGH |
655-0 |
0.618 |
649-4 |
0.500 |
647-6 |
0.382 |
646-0 |
LOW |
640-4 |
0.618 |
631-4 |
1.000 |
626-0 |
1.618 |
617-0 |
2.618 |
602-4 |
4.250 |
578-7 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
651-7 |
650-7 |
PP |
649-7 |
647-6 |
S1 |
647-6 |
644-5 |
|