CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
566-0 |
571-4 |
5-4 |
1.0% |
580-0 |
| High |
571-6 |
574-2 |
2-4 |
0.4% |
587-4 |
| Low |
560-0 |
568-4 |
8-4 |
1.5% |
543-4 |
| Close |
571-0 |
568-4 |
-2-4 |
-0.4% |
563-2 |
| Range |
11-6 |
5-6 |
-6-0 |
-51.1% |
44-0 |
| ATR |
9-7 |
9-5 |
-0-2 |
-3.0% |
0-0 |
| Volume |
39,886 |
34,207 |
-5,679 |
-14.2% |
95,633 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587-5 |
583-7 |
571-5 |
|
| R3 |
581-7 |
578-1 |
570-1 |
|
| R2 |
576-1 |
576-1 |
569-4 |
|
| R1 |
572-3 |
572-3 |
569-0 |
571-3 |
| PP |
570-3 |
570-3 |
570-3 |
570-0 |
| S1 |
566-5 |
566-5 |
568-0 |
565-5 |
| S2 |
564-5 |
564-5 |
567-4 |
|
| S3 |
558-7 |
560-7 |
566-7 |
|
| S4 |
553-1 |
555-1 |
565-3 |
|
|
| 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 |
574-2 |
543-4 |
30-6 |
5.4% |
11-6 |
2.1% |
81% |
True |
False |
27,691 |
| 10 |
589-2 |
543-4 |
45-6 |
8.0% |
9-2 |
1.6% |
55% |
False |
False |
23,008 |
| 20 |
607-0 |
543-4 |
63-4 |
11.2% |
8-3 |
1.5% |
39% |
False |
False |
22,844 |
| 40 |
609-0 |
543-4 |
65-4 |
11.5% |
7-1 |
1.3% |
38% |
False |
False |
17,666 |
| 60 |
615-4 |
543-4 |
72-0 |
12.7% |
6-1 |
1.1% |
35% |
False |
False |
14,435 |
| 80 |
618-0 |
543-4 |
74-4 |
13.1% |
5-2 |
0.9% |
34% |
False |
False |
11,566 |
| 100 |
626-0 |
543-4 |
82-4 |
14.5% |
5-1 |
0.9% |
30% |
False |
False |
9,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
598-6 |
|
2.618 |
589-2 |
|
1.618 |
583-4 |
|
1.000 |
580-0 |
|
0.618 |
577-6 |
|
HIGH |
574-2 |
|
0.618 |
572-0 |
|
0.500 |
571-3 |
|
0.382 |
570-6 |
|
LOW |
568-4 |
|
0.618 |
565-0 |
|
1.000 |
562-6 |
|
1.618 |
559-2 |
|
2.618 |
553-4 |
|
4.250 |
544-0 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
571-3 |
567-2 |
| PP |
570-3 |
565-7 |
| S1 |
569-4 |
564-5 |
|