CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
586-6 |
584-4 |
-2-2 |
-0.4% |
592-6 |
| High |
588-2 |
588-6 |
0-4 |
0.1% |
595-0 |
| Low |
580-0 |
584-4 |
4-4 |
0.8% |
580-0 |
| Close |
588-2 |
587-4 |
-0-6 |
-0.1% |
588-2 |
| Range |
8-2 |
4-2 |
-4-0 |
-48.5% |
15-0 |
| ATR |
7-3 |
7-2 |
-0-2 |
-3.1% |
0-0 |
| Volume |
11,584 |
12,845 |
1,261 |
10.9% |
45,957 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
599-5 |
597-7 |
589-7 |
|
| R3 |
595-3 |
593-5 |
588-5 |
|
| R2 |
591-1 |
591-1 |
588-2 |
|
| R1 |
589-3 |
589-3 |
587-7 |
590-2 |
| PP |
586-7 |
586-7 |
586-7 |
587-3 |
| S1 |
585-1 |
585-1 |
587-1 |
586-0 |
| S2 |
582-5 |
582-5 |
586-6 |
|
| S3 |
578-3 |
580-7 |
586-3 |
|
| S4 |
574-1 |
576-5 |
585-1 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-6 |
625-4 |
596-4 |
|
| R3 |
617-6 |
610-4 |
592-3 |
|
| R2 |
602-6 |
602-6 |
591-0 |
|
| R1 |
595-4 |
595-4 |
589-5 |
591-5 |
| PP |
587-6 |
587-6 |
587-6 |
585-6 |
| S1 |
580-4 |
580-4 |
586-7 |
576-5 |
| S2 |
572-6 |
572-6 |
585-4 |
|
| S3 |
557-6 |
565-4 |
584-1 |
|
| S4 |
542-6 |
550-4 |
580-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
595-0 |
580-0 |
15-0 |
2.6% |
6-0 |
1.0% |
50% |
False |
False |
11,760 |
| 10 |
596-6 |
580-0 |
16-6 |
2.9% |
5-6 |
1.0% |
45% |
False |
False |
10,740 |
| 20 |
605-2 |
580-0 |
25-2 |
4.3% |
5-6 |
1.0% |
30% |
False |
False |
10,274 |
| 40 |
618-0 |
569-6 |
48-2 |
8.2% |
4-6 |
0.8% |
37% |
False |
False |
8,599 |
| 60 |
618-0 |
564-2 |
53-6 |
9.1% |
4-0 |
0.7% |
43% |
False |
False |
6,524 |
| 80 |
636-2 |
557-4 |
78-6 |
13.4% |
4-1 |
0.7% |
38% |
False |
False |
5,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-6 |
|
2.618 |
599-7 |
|
1.618 |
595-5 |
|
1.000 |
593-0 |
|
0.618 |
591-3 |
|
HIGH |
588-6 |
|
0.618 |
587-1 |
|
0.500 |
586-5 |
|
0.382 |
586-1 |
|
LOW |
584-4 |
|
0.618 |
581-7 |
|
1.000 |
580-2 |
|
1.618 |
577-5 |
|
2.618 |
573-3 |
|
4.250 |
566-4 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
587-2 |
587-0 |
| PP |
586-7 |
586-5 |
| S1 |
586-5 |
586-1 |
|