CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
678-0 |
675-0 |
-3-0 |
-0.4% |
662-4 |
| High |
678-4 |
678-0 |
-0-4 |
-0.1% |
669-0 |
| Low |
670-0 |
666-0 |
-4-0 |
-0.6% |
640-0 |
| Close |
674-0 |
669-4 |
-4-4 |
-0.7% |
654-0 |
| Range |
8-4 |
12-0 |
3-4 |
41.2% |
29-0 |
| ATR |
11-4 |
11-4 |
0-0 |
0.3% |
0-0 |
| Volume |
2,108 |
1,671 |
-437 |
-20.7% |
31,575 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-1 |
700-3 |
676-1 |
|
| R3 |
695-1 |
688-3 |
672-6 |
|
| R2 |
683-1 |
683-1 |
671-6 |
|
| R1 |
676-3 |
676-3 |
670-5 |
673-6 |
| PP |
671-1 |
671-1 |
671-1 |
669-7 |
| S1 |
664-3 |
664-3 |
668-3 |
661-6 |
| S2 |
659-1 |
659-1 |
667-2 |
|
| S3 |
647-1 |
652-3 |
666-2 |
|
| S4 |
635-1 |
640-3 |
662-7 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-3 |
726-5 |
670-0 |
|
| R3 |
712-3 |
697-5 |
662-0 |
|
| R2 |
683-3 |
683-3 |
659-3 |
|
| R1 |
668-5 |
668-5 |
656-5 |
661-4 |
| PP |
654-3 |
654-3 |
654-3 |
650-6 |
| S1 |
639-5 |
639-5 |
651-3 |
632-4 |
| S2 |
625-3 |
625-3 |
648-5 |
|
| S3 |
596-3 |
610-5 |
646-0 |
|
| S4 |
567-3 |
581-5 |
638-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
678-4 |
640-0 |
38-4 |
5.8% |
13-1 |
2.0% |
77% |
False |
False |
2,721 |
| 10 |
678-4 |
640-0 |
38-4 |
5.8% |
11-3 |
1.7% |
77% |
False |
False |
7,048 |
| 20 |
678-4 |
625-4 |
53-0 |
7.9% |
10-4 |
1.6% |
83% |
False |
False |
69,568 |
| 40 |
678-4 |
592-4 |
86-0 |
12.8% |
10-3 |
1.5% |
90% |
False |
False |
120,900 |
| 60 |
678-4 |
580-4 |
98-0 |
14.6% |
9-7 |
1.5% |
91% |
False |
False |
123,420 |
| 80 |
678-4 |
560-0 |
118-4 |
17.7% |
10-6 |
1.6% |
92% |
False |
False |
126,737 |
| 100 |
678-4 |
560-0 |
118-4 |
17.7% |
10-7 |
1.6% |
92% |
False |
False |
117,905 |
| 120 |
683-4 |
560-0 |
123-4 |
18.4% |
11-3 |
1.7% |
89% |
False |
False |
105,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-0 |
|
2.618 |
709-3 |
|
1.618 |
697-3 |
|
1.000 |
690-0 |
|
0.618 |
685-3 |
|
HIGH |
678-0 |
|
0.618 |
673-3 |
|
0.500 |
672-0 |
|
0.382 |
670-5 |
|
LOW |
666-0 |
|
0.618 |
658-5 |
|
1.000 |
654-0 |
|
1.618 |
646-5 |
|
2.618 |
634-5 |
|
4.250 |
615-0 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
672-0 |
668-5 |
| PP |
671-1 |
667-7 |
| S1 |
670-3 |
667-0 |
|