CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
580-0 |
586-0 |
6-0 |
1.0% |
599-4 |
High |
582-4 |
586-0 |
3-4 |
0.6% |
604-2 |
Low |
578-0 |
578-4 |
0-4 |
0.1% |
578-0 |
Close |
582-4 |
582-2 |
-0-2 |
0.0% |
582-2 |
Range |
4-4 |
7-4 |
3-0 |
66.7% |
26-2 |
ATR |
7-5 |
7-5 |
0-0 |
-0.1% |
0-0 |
Volume |
19,293 |
22,246 |
2,953 |
15.3% |
100,756 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-6 |
601-0 |
586-3 |
|
R3 |
597-2 |
593-4 |
584-2 |
|
R2 |
589-6 |
589-6 |
583-5 |
|
R1 |
586-0 |
586-0 |
583-0 |
584-1 |
PP |
582-2 |
582-2 |
582-2 |
581-2 |
S1 |
578-4 |
578-4 |
581-4 |
576-5 |
S2 |
574-6 |
574-6 |
580-7 |
|
S3 |
567-2 |
571-0 |
580-2 |
|
S4 |
559-6 |
563-4 |
578-1 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-7 |
650-7 |
596-6 |
|
R3 |
640-5 |
624-5 |
589-4 |
|
R2 |
614-3 |
614-3 |
587-0 |
|
R1 |
598-3 |
598-3 |
584-5 |
593-2 |
PP |
588-1 |
588-1 |
588-1 |
585-5 |
S1 |
572-1 |
572-1 |
579-7 |
567-0 |
S2 |
561-7 |
561-7 |
577-4 |
|
S3 |
535-5 |
545-7 |
575-0 |
|
S4 |
509-3 |
519-5 |
567-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
604-2 |
578-0 |
26-2 |
4.5% |
6-0 |
1.0% |
16% |
False |
False |
20,151 |
10 |
607-0 |
578-0 |
29-0 |
5.0% |
5-7 |
1.0% |
15% |
False |
False |
21,935 |
20 |
609-0 |
578-0 |
31-0 |
5.3% |
6-1 |
1.1% |
14% |
False |
False |
19,481 |
40 |
609-0 |
578-0 |
31-0 |
5.3% |
5-7 |
1.0% |
14% |
False |
False |
14,821 |
60 |
618-0 |
569-6 |
48-2 |
8.3% |
5-2 |
0.9% |
26% |
False |
False |
12,070 |
80 |
618-0 |
564-2 |
53-6 |
9.2% |
4-5 |
0.8% |
33% |
False |
False |
9,621 |
100 |
636-2 |
557-4 |
78-6 |
13.5% |
4-4 |
0.8% |
31% |
False |
False |
8,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
617-7 |
2.618 |
605-5 |
1.618 |
598-1 |
1.000 |
593-4 |
0.618 |
590-5 |
HIGH |
586-0 |
0.618 |
583-1 |
0.500 |
582-2 |
0.382 |
581-3 |
LOW |
578-4 |
0.618 |
573-7 |
1.000 |
571-0 |
1.618 |
566-3 |
2.618 |
558-7 |
4.250 |
546-5 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
582-2 |
583-5 |
PP |
582-2 |
583-1 |
S1 |
582-2 |
582-6 |
|