CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
596-2 |
594-2 |
-2-0 |
-0.3% |
584-4 |
| High |
596-2 |
594-4 |
-1-6 |
-0.3% |
604-6 |
| Low |
586-4 |
586-2 |
-0-2 |
0.0% |
584-4 |
| Close |
589-4 |
590-0 |
0-4 |
0.1% |
604-4 |
| Range |
9-6 |
8-2 |
-1-4 |
-15.4% |
20-2 |
| ATR |
7-4 |
7-4 |
0-0 |
0.7% |
0-0 |
| Volume |
13,647 |
24,800 |
11,153 |
81.7% |
58,793 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615-0 |
610-6 |
594-4 |
|
| R3 |
606-6 |
602-4 |
592-2 |
|
| R2 |
598-4 |
598-4 |
591-4 |
|
| R1 |
594-2 |
594-2 |
590-6 |
592-2 |
| PP |
590-2 |
590-2 |
590-2 |
589-2 |
| S1 |
586-0 |
586-0 |
589-2 |
584-0 |
| S2 |
582-0 |
582-0 |
588-4 |
|
| S3 |
573-6 |
577-6 |
587-6 |
|
| S4 |
565-4 |
569-4 |
585-4 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-5 |
651-7 |
615-5 |
|
| R3 |
638-3 |
631-5 |
610-1 |
|
| R2 |
618-1 |
618-1 |
608-2 |
|
| R1 |
611-3 |
611-3 |
606-3 |
614-6 |
| PP |
597-7 |
597-7 |
597-7 |
599-5 |
| S1 |
591-1 |
591-1 |
602-5 |
594-4 |
| S2 |
577-5 |
577-5 |
600-6 |
|
| S3 |
557-3 |
570-7 |
598-7 |
|
| S4 |
537-1 |
550-5 |
593-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
609-0 |
586-2 |
22-6 |
3.9% |
6-5 |
1.1% |
16% |
False |
True |
19,246 |
| 10 |
609-0 |
580-0 |
29-0 |
4.9% |
5-6 |
1.0% |
34% |
False |
False |
15,249 |
| 20 |
609-0 |
580-0 |
29-0 |
4.9% |
6-1 |
1.0% |
34% |
False |
False |
13,504 |
| 40 |
611-4 |
569-6 |
41-6 |
7.1% |
5-3 |
0.9% |
49% |
False |
False |
10,949 |
| 60 |
618-0 |
564-2 |
53-6 |
9.1% |
4-3 |
0.8% |
48% |
False |
False |
8,350 |
| 80 |
618-0 |
557-4 |
60-4 |
10.3% |
4-2 |
0.7% |
54% |
False |
False |
6,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
629-4 |
|
2.618 |
616-1 |
|
1.618 |
607-7 |
|
1.000 |
602-6 |
|
0.618 |
599-5 |
|
HIGH |
594-4 |
|
0.618 |
591-3 |
|
0.500 |
590-3 |
|
0.382 |
589-3 |
|
LOW |
586-2 |
|
0.618 |
581-1 |
|
1.000 |
578-0 |
|
1.618 |
572-7 |
|
2.618 |
564-5 |
|
4.250 |
551-2 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
590-3 |
592-1 |
| PP |
590-2 |
591-3 |
| S1 |
590-1 |
590-6 |
|