CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
573-0 |
559-6 |
-13-2 |
-2.3% |
599-4 |
High |
573-6 |
560-0 |
-13-6 |
-2.4% |
604-2 |
Low |
561-4 |
543-4 |
-18-0 |
-3.2% |
578-0 |
Close |
561-6 |
545-6 |
-16-0 |
-2.8% |
582-2 |
Range |
12-2 |
16-4 |
4-2 |
34.7% |
26-2 |
ATR |
8-1 |
8-7 |
0-6 |
8.9% |
0-0 |
Volume |
17,645 |
21,994 |
4,349 |
24.6% |
100,756 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599-2 |
589-0 |
554-7 |
|
R3 |
582-6 |
572-4 |
550-2 |
|
R2 |
566-2 |
566-2 |
548-6 |
|
R1 |
556-0 |
556-0 |
547-2 |
552-7 |
PP |
549-6 |
549-6 |
549-6 |
548-2 |
S1 |
539-4 |
539-4 |
544-2 |
536-3 |
S2 |
533-2 |
533-2 |
542-6 |
|
S3 |
516-6 |
523-0 |
541-2 |
|
S4 |
500-2 |
506-4 |
536-5 |
|
|
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 |
543-4 |
44-0 |
8.1% |
10-5 |
1.9% |
5% |
False |
True |
18,631 |
10 |
607-0 |
543-4 |
63-4 |
11.6% |
8-0 |
1.5% |
4% |
False |
True |
19,969 |
20 |
609-0 |
543-4 |
65-4 |
12.0% |
7-5 |
1.4% |
3% |
False |
True |
20,793 |
40 |
609-0 |
543-4 |
65-4 |
12.0% |
6-6 |
1.2% |
3% |
False |
True |
15,919 |
60 |
617-6 |
543-4 |
74-2 |
13.6% |
5-7 |
1.1% |
3% |
False |
True |
13,038 |
80 |
618-0 |
543-4 |
74-4 |
13.7% |
4-7 |
0.9% |
3% |
False |
True |
10,421 |
100 |
636-2 |
543-4 |
92-6 |
17.0% |
4-7 |
0.9% |
2% |
False |
True |
8,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-1 |
2.618 |
603-2 |
1.618 |
586-6 |
1.000 |
576-4 |
0.618 |
570-2 |
HIGH |
560-0 |
0.618 |
553-6 |
0.500 |
551-6 |
0.382 |
549-6 |
LOW |
543-4 |
0.618 |
533-2 |
1.000 |
527-0 |
1.618 |
516-6 |
2.618 |
500-2 |
4.250 |
473-3 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
551-6 |
561-1 |
PP |
549-6 |
556-0 |
S1 |
547-6 |
550-7 |
|