CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
555-4 |
554-2 |
-1-2 |
-0.2% |
570-2 |
High |
561-4 |
554-2 |
-7-2 |
-1.3% |
573-6 |
Low |
553-0 |
549-4 |
-3-4 |
-0.6% |
551-0 |
Close |
553-2 |
550-2 |
-3-0 |
-0.5% |
557-4 |
Range |
8-4 |
4-6 |
-3-6 |
-44.1% |
22-6 |
ATR |
7-3 |
7-1 |
-0-1 |
-2.5% |
0-0 |
Volume |
24,236 |
40,735 |
16,499 |
68.1% |
167,960 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
565-5 |
562-5 |
552-7 |
|
R3 |
560-7 |
557-7 |
551-4 |
|
R2 |
556-1 |
556-1 |
551-1 |
|
R1 |
553-1 |
553-1 |
550-5 |
552-2 |
PP |
551-3 |
551-3 |
551-3 |
550-7 |
S1 |
548-3 |
548-3 |
549-7 |
547-4 |
S2 |
546-5 |
546-5 |
549-3 |
|
S3 |
541-7 |
543-5 |
549-0 |
|
S4 |
537-1 |
538-7 |
547-5 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-0 |
616-0 |
570-0 |
|
R3 |
606-2 |
593-2 |
563-6 |
|
R2 |
583-4 |
583-4 |
561-5 |
|
R1 |
570-4 |
570-4 |
559-5 |
565-5 |
PP |
560-6 |
560-6 |
560-6 |
558-2 |
S1 |
547-6 |
547-6 |
555-3 |
542-7 |
S2 |
538-0 |
538-0 |
553-3 |
|
S3 |
515-2 |
525-0 |
551-2 |
|
S4 |
492-4 |
502-2 |
545-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
574-4 |
2.618 |
566-5 |
1.618 |
561-7 |
1.000 |
559-0 |
0.618 |
557-1 |
HIGH |
554-2 |
0.618 |
552-3 |
0.500 |
551-7 |
0.382 |
551-3 |
LOW |
549-4 |
0.618 |
546-5 |
1.000 |
544-6 |
1.618 |
541-7 |
2.618 |
537-1 |
4.250 |
529-2 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
551-7 |
555-4 |
PP |
551-3 |
553-6 |
S1 |
550-6 |
552-0 |
|