CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
577-0 |
573-0 |
-4-0 |
-0.7% |
599-4 |
| High |
578-6 |
573-6 |
-5-0 |
-0.9% |
604-2 |
| Low |
573-0 |
561-4 |
-11-4 |
-2.0% |
578-0 |
| Close |
574-4 |
561-6 |
-12-6 |
-2.2% |
582-2 |
| Range |
5-6 |
12-2 |
6-4 |
113.0% |
26-2 |
| ATR |
7-6 |
8-1 |
0-3 |
4.9% |
0-0 |
| Volume |
15,920 |
17,645 |
1,725 |
10.8% |
100,756 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602-3 |
594-3 |
568-4 |
|
| R3 |
590-1 |
582-1 |
565-1 |
|
| R2 |
577-7 |
577-7 |
564-0 |
|
| R1 |
569-7 |
569-7 |
562-7 |
567-6 |
| PP |
565-5 |
565-5 |
565-5 |
564-5 |
| S1 |
557-5 |
557-5 |
560-5 |
555-4 |
| S2 |
553-3 |
553-3 |
559-4 |
|
| S3 |
541-1 |
545-3 |
558-3 |
|
| S4 |
528-7 |
533-1 |
555-0 |
|
|
| 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 |
587-4 |
561-4 |
26-0 |
4.6% |
8-2 |
1.5% |
1% |
False |
True |
18,091 |
| 10 |
607-0 |
561-4 |
45-4 |
8.1% |
6-5 |
1.2% |
1% |
False |
True |
19,597 |
| 20 |
609-0 |
561-4 |
47-4 |
8.5% |
7-0 |
1.2% |
1% |
False |
True |
20,303 |
| 40 |
609-0 |
561-4 |
47-4 |
8.5% |
6-3 |
1.1% |
1% |
False |
True |
15,498 |
| 60 |
618-0 |
561-4 |
56-4 |
10.1% |
5-5 |
1.0% |
0% |
False |
True |
12,726 |
| 80 |
618-0 |
561-4 |
56-4 |
10.1% |
4-6 |
0.9% |
0% |
False |
True |
10,163 |
| 100 |
636-2 |
557-4 |
78-6 |
14.0% |
4-6 |
0.8% |
5% |
False |
False |
8,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
625-6 |
|
2.618 |
605-7 |
|
1.618 |
593-5 |
|
1.000 |
586-0 |
|
0.618 |
581-3 |
|
HIGH |
573-6 |
|
0.618 |
569-1 |
|
0.500 |
567-5 |
|
0.382 |
566-1 |
|
LOW |
561-4 |
|
0.618 |
553-7 |
|
1.000 |
549-2 |
|
1.618 |
541-5 |
|
2.618 |
529-3 |
|
4.250 |
509-4 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
567-5 |
574-4 |
| PP |
565-5 |
570-2 |
| S1 |
563-6 |
566-0 |
|