CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
665-4 |
664-4 |
-1-0 |
-0.2% |
641-0 |
| High |
671-0 |
667-4 |
-3-4 |
-0.5% |
671-0 |
| Low |
664-2 |
659-6 |
-4-4 |
-0.7% |
640-4 |
| Close |
670-2 |
661-4 |
-8-6 |
-1.3% |
670-2 |
| Range |
6-6 |
7-6 |
1-0 |
14.8% |
30-4 |
| ATR |
9-4 |
9-5 |
0-1 |
0.7% |
0-0 |
| Volume |
47,905 |
47,531 |
-374 |
-0.8% |
318,665 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-1 |
681-5 |
665-6 |
|
| R3 |
678-3 |
673-7 |
663-5 |
|
| R2 |
670-5 |
670-5 |
662-7 |
|
| R1 |
666-1 |
666-1 |
662-2 |
664-4 |
| PP |
662-7 |
662-7 |
662-7 |
662-1 |
| S1 |
658-3 |
658-3 |
660-6 |
656-6 |
| S2 |
655-1 |
655-1 |
660-1 |
|
| S3 |
647-3 |
650-5 |
659-3 |
|
| S4 |
639-5 |
642-7 |
657-2 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-1 |
741-5 |
687-0 |
|
| R3 |
721-5 |
711-1 |
678-5 |
|
| R2 |
691-1 |
691-1 |
675-7 |
|
| R1 |
680-5 |
680-5 |
673-0 |
685-7 |
| PP |
660-5 |
660-5 |
660-5 |
663-2 |
| S1 |
650-1 |
650-1 |
667-4 |
655-3 |
| S2 |
630-1 |
630-1 |
664-5 |
|
| S3 |
599-5 |
619-5 |
661-7 |
|
| S4 |
569-1 |
589-1 |
653-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671-0 |
652-2 |
18-6 |
2.8% |
7-1 |
1.1% |
49% |
False |
False |
59,417 |
| 10 |
671-0 |
634-2 |
36-6 |
5.6% |
9-7 |
1.5% |
74% |
False |
False |
63,236 |
| 20 |
671-0 |
634-2 |
36-6 |
5.6% |
8-3 |
1.3% |
74% |
False |
False |
60,095 |
| 40 |
671-0 |
623-0 |
48-0 |
7.3% |
8-1 |
1.2% |
80% |
False |
False |
56,846 |
| 60 |
677-0 |
604-0 |
73-0 |
11.0% |
7-7 |
1.2% |
79% |
False |
False |
50,342 |
| 80 |
677-0 |
594-2 |
82-6 |
12.5% |
7-6 |
1.2% |
81% |
False |
False |
43,925 |
| 100 |
683-0 |
594-2 |
88-6 |
13.4% |
8-0 |
1.2% |
76% |
False |
False |
39,278 |
| 120 |
689-6 |
594-2 |
95-4 |
14.4% |
8-2 |
1.3% |
70% |
False |
False |
36,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700-4 |
|
2.618 |
687-6 |
|
1.618 |
680-0 |
|
1.000 |
675-2 |
|
0.618 |
672-2 |
|
HIGH |
667-4 |
|
0.618 |
664-4 |
|
0.500 |
663-5 |
|
0.382 |
662-6 |
|
LOW |
659-6 |
|
0.618 |
655-0 |
|
1.000 |
652-0 |
|
1.618 |
647-2 |
|
2.618 |
639-4 |
|
4.250 |
626-6 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
663-5 |
665-0 |
| PP |
662-7 |
663-7 |
| S1 |
662-2 |
662-5 |
|