CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
560-0 |
566-0 |
6-0 |
1.1% |
580-0 |
| High |
567-4 |
571-6 |
4-2 |
0.7% |
587-4 |
| Low |
555-0 |
560-0 |
5-0 |
0.9% |
543-4 |
| Close |
563-2 |
571-0 |
7-6 |
1.4% |
563-2 |
| Range |
12-4 |
11-6 |
-0-6 |
-6.0% |
44-0 |
| ATR |
9-6 |
9-7 |
0-1 |
1.5% |
0-0 |
| Volume |
24,723 |
39,886 |
15,163 |
61.3% |
95,633 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602-7 |
598-5 |
577-4 |
|
| R3 |
591-1 |
586-7 |
574-2 |
|
| R2 |
579-3 |
579-3 |
573-1 |
|
| R1 |
575-1 |
575-1 |
572-1 |
577-2 |
| PP |
567-5 |
567-5 |
567-5 |
568-5 |
| S1 |
563-3 |
563-3 |
569-7 |
565-4 |
| S2 |
555-7 |
555-7 |
568-7 |
|
| S3 |
544-1 |
551-5 |
567-6 |
|
| S4 |
532-3 |
539-7 |
564-4 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-6 |
674-0 |
587-4 |
|
| R3 |
652-6 |
630-0 |
575-3 |
|
| R2 |
608-6 |
608-6 |
571-3 |
|
| R1 |
586-0 |
586-0 |
567-2 |
575-3 |
| PP |
564-6 |
564-6 |
564-6 |
559-4 |
| S1 |
542-0 |
542-0 |
559-2 |
531-3 |
| S2 |
520-6 |
520-6 |
555-1 |
|
| S3 |
476-6 |
498-0 |
551-1 |
|
| S4 |
432-6 |
454-0 |
539-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
578-6 |
543-4 |
35-2 |
6.2% |
11-6 |
2.1% |
78% |
False |
False |
24,033 |
| 10 |
595-0 |
543-4 |
51-4 |
9.0% |
9-4 |
1.7% |
53% |
False |
False |
21,438 |
| 20 |
607-0 |
543-4 |
63-4 |
11.1% |
8-2 |
1.4% |
43% |
False |
False |
22,116 |
| 40 |
609-0 |
543-4 |
65-4 |
11.5% |
7-1 |
1.2% |
42% |
False |
False |
17,020 |
| 60 |
615-4 |
543-4 |
72-0 |
12.6% |
6-1 |
1.1% |
38% |
False |
False |
13,940 |
| 80 |
618-0 |
543-4 |
74-4 |
13.0% |
5-2 |
0.9% |
37% |
False |
False |
11,186 |
| 100 |
636-2 |
543-4 |
92-6 |
16.2% |
5-0 |
0.9% |
30% |
False |
False |
9,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
621-6 |
|
2.618 |
602-4 |
|
1.618 |
590-6 |
|
1.000 |
583-4 |
|
0.618 |
579-0 |
|
HIGH |
571-6 |
|
0.618 |
567-2 |
|
0.500 |
565-7 |
|
0.382 |
564-4 |
|
LOW |
560-0 |
|
0.618 |
552-6 |
|
1.000 |
548-2 |
|
1.618 |
541-0 |
|
2.618 |
529-2 |
|
4.250 |
510-0 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
569-2 |
566-4 |
| PP |
567-5 |
562-1 |
| S1 |
565-7 |
557-5 |
|