CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
657-4 |
659-0 |
1-4 |
0.2% |
658-4 |
| High |
660-2 |
667-0 |
6-6 |
1.0% |
665-0 |
| Low |
652-2 |
659-0 |
6-6 |
1.0% |
634-2 |
| Close |
656-6 |
667-0 |
10-2 |
1.6% |
644-0 |
| Range |
8-0 |
8-0 |
0-0 |
0.0% |
30-6 |
| ATR |
9-6 |
9-6 |
0-0 |
0.4% |
0-0 |
| Volume |
68,002 |
65,089 |
-2,913 |
-4.3% |
327,178 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-3 |
685-5 |
671-3 |
|
| R3 |
680-3 |
677-5 |
669-2 |
|
| R2 |
672-3 |
672-3 |
668-4 |
|
| R1 |
669-5 |
669-5 |
667-6 |
671-0 |
| PP |
664-3 |
664-3 |
664-3 |
665-0 |
| S1 |
661-5 |
661-5 |
666-2 |
663-0 |
| S2 |
656-3 |
656-3 |
665-4 |
|
| S3 |
648-3 |
653-5 |
664-6 |
|
| S4 |
640-3 |
645-5 |
662-5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740-0 |
722-6 |
660-7 |
|
| R3 |
709-2 |
692-0 |
652-4 |
|
| R2 |
678-4 |
678-4 |
649-5 |
|
| R1 |
661-2 |
661-2 |
646-7 |
654-4 |
| PP |
647-6 |
647-6 |
647-6 |
644-3 |
| S1 |
630-4 |
630-4 |
641-1 |
623-6 |
| S2 |
617-0 |
617-0 |
638-3 |
|
| S3 |
586-2 |
599-6 |
635-4 |
|
| S4 |
555-4 |
569-0 |
627-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
667-0 |
635-0 |
32-0 |
4.8% |
10-4 |
1.6% |
100% |
True |
False |
70,190 |
| 10 |
667-0 |
634-2 |
32-6 |
4.9% |
9-7 |
1.5% |
100% |
True |
False |
65,689 |
| 20 |
667-0 |
633-4 |
33-4 |
5.0% |
8-2 |
1.2% |
100% |
True |
False |
59,967 |
| 40 |
667-0 |
609-4 |
57-4 |
8.6% |
8-1 |
1.2% |
100% |
True |
False |
57,275 |
| 60 |
677-0 |
604-0 |
73-0 |
10.9% |
7-6 |
1.2% |
86% |
False |
False |
49,555 |
| 80 |
677-0 |
594-2 |
82-6 |
12.4% |
7-6 |
1.2% |
88% |
False |
False |
43,391 |
| 100 |
683-0 |
594-2 |
88-6 |
13.3% |
8-1 |
1.2% |
82% |
False |
False |
38,754 |
| 120 |
689-6 |
594-2 |
95-4 |
14.3% |
8-3 |
1.3% |
76% |
False |
False |
35,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701-0 |
|
2.618 |
688-0 |
|
1.618 |
680-0 |
|
1.000 |
675-0 |
|
0.618 |
672-0 |
|
HIGH |
667-0 |
|
0.618 |
664-0 |
|
0.500 |
663-0 |
|
0.382 |
662-0 |
|
LOW |
659-0 |
|
0.618 |
654-0 |
|
1.000 |
651-0 |
|
1.618 |
646-0 |
|
2.618 |
638-0 |
|
4.250 |
625-0 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
665-5 |
664-4 |
| PP |
664-3 |
662-1 |
| S1 |
663-0 |
659-5 |
|