CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
594-2 |
587-0 |
-7-2 |
-1.2% |
605-0 |
| High |
594-4 |
600-0 |
5-4 |
0.9% |
609-0 |
| Low |
586-2 |
585-0 |
-1-2 |
-0.2% |
585-0 |
| Close |
590-0 |
596-0 |
6-0 |
1.0% |
596-0 |
| Range |
8-2 |
15-0 |
6-6 |
81.8% |
24-0 |
| ATR |
7-4 |
8-1 |
0-4 |
7.0% |
0-0 |
| Volume |
24,800 |
29,365 |
4,565 |
18.4% |
111,484 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-5 |
632-3 |
604-2 |
|
| R3 |
623-5 |
617-3 |
600-1 |
|
| R2 |
608-5 |
608-5 |
598-6 |
|
| R1 |
602-3 |
602-3 |
597-3 |
605-4 |
| PP |
593-5 |
593-5 |
593-5 |
595-2 |
| S1 |
587-3 |
587-3 |
594-5 |
590-4 |
| S2 |
578-5 |
578-5 |
593-2 |
|
| S3 |
563-5 |
572-3 |
591-7 |
|
| S4 |
548-5 |
557-3 |
587-6 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-5 |
656-3 |
609-2 |
|
| R3 |
644-5 |
632-3 |
602-5 |
|
| R2 |
620-5 |
620-5 |
600-3 |
|
| R1 |
608-3 |
608-3 |
598-2 |
602-4 |
| PP |
596-5 |
596-5 |
596-5 |
593-6 |
| S1 |
584-3 |
584-3 |
593-6 |
578-4 |
| S2 |
572-5 |
572-5 |
591-5 |
|
| S3 |
548-5 |
560-3 |
589-3 |
|
| S4 |
524-5 |
536-3 |
582-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
609-0 |
585-0 |
24-0 |
4.0% |
7-7 |
1.3% |
46% |
False |
True |
22,296 |
| 10 |
609-0 |
584-4 |
24-4 |
4.1% |
6-4 |
1.1% |
47% |
False |
False |
17,027 |
| 20 |
609-0 |
580-0 |
29-0 |
4.9% |
6-2 |
1.1% |
55% |
False |
False |
13,998 |
| 40 |
609-0 |
569-6 |
39-2 |
6.6% |
5-5 |
0.9% |
67% |
False |
False |
11,512 |
| 60 |
618-0 |
564-2 |
53-6 |
9.0% |
4-4 |
0.8% |
59% |
False |
False |
8,781 |
| 80 |
618-0 |
557-4 |
60-4 |
10.2% |
4-4 |
0.8% |
64% |
False |
False |
7,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663-6 |
|
2.618 |
639-2 |
|
1.618 |
624-2 |
|
1.000 |
615-0 |
|
0.618 |
609-2 |
|
HIGH |
600-0 |
|
0.618 |
594-2 |
|
0.500 |
592-4 |
|
0.382 |
590-6 |
|
LOW |
585-0 |
|
0.618 |
575-6 |
|
1.000 |
570-0 |
|
1.618 |
560-6 |
|
2.618 |
545-6 |
|
4.250 |
521-2 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
594-7 |
594-7 |
| PP |
593-5 |
593-5 |
| S1 |
592-4 |
592-4 |
|