CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
586-0 |
580-0 |
-6-0 |
-1.0% |
599-4 |
High |
586-0 |
587-4 |
1-4 |
0.3% |
604-2 |
Low |
578-4 |
576-4 |
-2-0 |
-0.3% |
578-0 |
Close |
582-2 |
576-4 |
-5-6 |
-1.0% |
582-2 |
Range |
7-4 |
11-0 |
3-4 |
46.7% |
26-2 |
ATR |
7-5 |
7-7 |
0-2 |
3.1% |
0-0 |
Volume |
22,246 |
15,351 |
-6,895 |
-31.0% |
100,756 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-1 |
605-7 |
582-4 |
|
R3 |
602-1 |
594-7 |
579-4 |
|
R2 |
591-1 |
591-1 |
578-4 |
|
R1 |
583-7 |
583-7 |
577-4 |
582-0 |
PP |
580-1 |
580-1 |
580-1 |
579-2 |
S1 |
572-7 |
572-7 |
575-4 |
571-0 |
S2 |
569-1 |
569-1 |
574-4 |
|
S3 |
558-1 |
561-7 |
573-4 |
|
S4 |
547-1 |
550-7 |
570-4 |
|
|
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 |
595-0 |
576-4 |
18-4 |
3.2% |
7-2 |
1.2% |
0% |
False |
True |
18,842 |
10 |
607-0 |
576-4 |
30-4 |
5.3% |
5-7 |
1.0% |
0% |
False |
True |
20,950 |
20 |
609-0 |
576-4 |
32-4 |
5.6% |
6-4 |
1.1% |
0% |
False |
True |
19,607 |
40 |
609-0 |
576-4 |
32-4 |
5.6% |
6-1 |
1.1% |
0% |
False |
True |
14,940 |
60 |
618-0 |
569-6 |
48-2 |
8.4% |
5-3 |
0.9% |
14% |
False |
False |
12,268 |
80 |
618-0 |
564-2 |
53-6 |
9.3% |
4-5 |
0.8% |
23% |
False |
False |
9,795 |
100 |
636-2 |
557-4 |
78-6 |
13.7% |
4-5 |
0.8% |
24% |
False |
False |
8,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
634-2 |
2.618 |
616-2 |
1.618 |
605-2 |
1.000 |
598-4 |
0.618 |
594-2 |
HIGH |
587-4 |
0.618 |
583-2 |
0.500 |
582-0 |
0.382 |
580-6 |
LOW |
576-4 |
0.618 |
569-6 |
1.000 |
565-4 |
1.618 |
558-6 |
2.618 |
547-6 |
4.250 |
529-6 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
582-0 |
582-0 |
PP |
580-1 |
580-1 |
S1 |
578-3 |
578-3 |
|