CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Mar-2012 | 
                    20-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        664-4 | 
                        651-4 | 
                        -13-0 | 
                        -2.0% | 
                        641-0 | 
                     
                    
                        | High | 
                        667-4 | 
                        653-4 | 
                        -14-0 | 
                        -2.1% | 
                        671-0 | 
                     
                    
                        | Low | 
                        659-6 | 
                        643-2 | 
                        -16-4 | 
                        -2.5% | 
                        640-4 | 
                     
                    
                        | Close | 
                        661-4 | 
                        646-0 | 
                        -15-4 | 
                        -2.3% | 
                        670-2 | 
                     
                    
                        | Range | 
                        7-6 | 
                        10-2 | 
                        2-4 | 
                        32.3% | 
                        30-4 | 
                     
                    
                        | ATR | 
                        9-5 | 
                        10-2 | 
                        0-5 | 
                        6.4% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        47,531 | 
                        62,926 | 
                        15,395 | 
                        32.4% | 
                        318,665 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                678-3 | 
                672-3 | 
                651-5 | 
                 | 
             
            
                | R3 | 
                668-1 | 
                662-1 | 
                648-7 | 
                 | 
             
            
                | R2 | 
                657-7 | 
                657-7 | 
                647-7 | 
                 | 
             
            
                | R1 | 
                651-7 | 
                651-7 | 
                647-0 | 
                649-6 | 
             
            
                | PP | 
                647-5 | 
                647-5 | 
                647-5 | 
                646-4 | 
             
            
                | S1 | 
                641-5 | 
                641-5 | 
                645-0 | 
                639-4 | 
             
            
                | S2 | 
                637-3 | 
                637-3 | 
                644-1 | 
                 | 
             
            
                | S3 | 
                627-1 | 
                631-3 | 
                643-1 | 
                 | 
             
            
                | S4 | 
                616-7 | 
                621-1 | 
                640-3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                643-2 | 
                27-6 | 
                4.3% | 
                8-1 | 
                1.3% | 
                10% | 
                False | 
                True | 
                58,290 | 
                 
                
                | 10 | 
                671-0 | 
                634-2 | 
                36-6 | 
                5.7% | 
                10-1 | 
                1.6% | 
                32% | 
                False | 
                False | 
                63,663 | 
                 
                
                | 20 | 
                671-0 | 
                634-2 | 
                36-6 | 
                5.7% | 
                8-4 | 
                1.3% | 
                32% | 
                False | 
                False | 
                60,789 | 
                 
                
                | 40 | 
                671-0 | 
                626-0 | 
                45-0 | 
                7.0% | 
                8-1 | 
                1.3% | 
                44% | 
                False | 
                False | 
                57,203 | 
                 
                
                | 60 | 
                677-0 | 
                604-0 | 
                73-0 | 
                11.3% | 
                7-6 | 
                1.2% | 
                58% | 
                False | 
                False | 
                51,130 | 
                 
                
                | 80 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.8% | 
                7-6 | 
                1.2% | 
                63% | 
                False | 
                False | 
                44,405 | 
                 
                
                | 100 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.7% | 
                8-1 | 
                1.3% | 
                58% | 
                False | 
                False | 
                39,805 | 
                 
                
                | 120 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.7% | 
                8-2 | 
                1.3% | 
                58% | 
                False | 
                False | 
                36,671 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            697-0 | 
         
        
            | 
2.618             | 
            680-3 | 
         
        
            | 
1.618             | 
            670-1 | 
         
        
            | 
1.000             | 
            663-6 | 
         
        
            | 
0.618             | 
            659-7 | 
         
        
            | 
HIGH             | 
            653-4 | 
         
        
            | 
0.618             | 
            649-5 | 
         
        
            | 
0.500             | 
            648-3 | 
         
        
            | 
0.382             | 
            647-1 | 
         
        
            | 
LOW             | 
            643-2 | 
         
        
            | 
0.618             | 
            636-7 | 
         
        
            | 
1.000             | 
            633-0 | 
         
        
            | 
1.618             | 
            626-5 | 
         
        
            | 
2.618             | 
            616-3 | 
         
        
            | 
4.250             | 
            599-6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                648-3 | 
                                657-1 | 
                             
                            
                                | PP | 
                                647-5 | 
                                653-3 | 
                             
                            
                                | S1 | 
                                646-6 | 
                                649-6 | 
                             
             
         |