CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
637-4 |
648-0 |
10-4 |
1.6% |
664-4 |
| High |
644-0 |
649-0 |
5-0 |
0.8% |
667-4 |
| Low |
637-2 |
641-0 |
3-6 |
0.6% |
637-2 |
| Close |
642-6 |
644-4 |
1-6 |
0.3% |
644-4 |
| Range |
6-6 |
8-0 |
1-2 |
18.5% |
30-2 |
| ATR |
9-6 |
9-5 |
-0-1 |
-1.3% |
0-0 |
| Volume |
46,208 |
35,111 |
-11,097 |
-24.0% |
243,821 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-7 |
664-5 |
648-7 |
|
| R3 |
660-7 |
656-5 |
646-6 |
|
| R2 |
652-7 |
652-7 |
646-0 |
|
| R1 |
648-5 |
648-5 |
645-2 |
646-6 |
| PP |
644-7 |
644-7 |
644-7 |
643-7 |
| S1 |
640-5 |
640-5 |
643-6 |
638-6 |
| S2 |
636-7 |
636-7 |
643-0 |
|
| S3 |
628-7 |
632-5 |
642-2 |
|
| S4 |
620-7 |
624-5 |
640-1 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740-4 |
722-6 |
661-1 |
|
| R3 |
710-2 |
692-4 |
652-7 |
|
| R2 |
680-0 |
680-0 |
650-0 |
|
| R1 |
662-2 |
662-2 |
647-2 |
656-0 |
| PP |
649-6 |
649-6 |
649-6 |
646-5 |
| S1 |
632-0 |
632-0 |
641-6 |
625-6 |
| S2 |
619-4 |
619-4 |
639-0 |
|
| S3 |
589-2 |
601-6 |
636-1 |
|
| S4 |
559-0 |
571-4 |
627-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
667-4 |
637-2 |
30-2 |
4.7% |
8-0 |
1.2% |
24% |
False |
False |
48,764 |
| 10 |
671-0 |
637-2 |
33-6 |
5.2% |
8-2 |
1.3% |
21% |
False |
False |
56,248 |
| 20 |
671-0 |
634-2 |
36-6 |
5.7% |
8-5 |
1.3% |
28% |
False |
False |
58,810 |
| 40 |
671-0 |
633-4 |
37-4 |
5.8% |
7-7 |
1.2% |
29% |
False |
False |
56,322 |
| 60 |
677-0 |
604-0 |
73-0 |
11.3% |
7-6 |
1.2% |
55% |
False |
False |
52,201 |
| 80 |
677-0 |
594-2 |
82-6 |
12.8% |
7-7 |
1.2% |
61% |
False |
False |
45,344 |
| 100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.2% |
57% |
False |
False |
40,729 |
| 120 |
683-0 |
594-2 |
88-6 |
13.8% |
8-2 |
1.3% |
57% |
False |
False |
37,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-0 |
|
2.618 |
670-0 |
|
1.618 |
662-0 |
|
1.000 |
657-0 |
|
0.618 |
654-0 |
|
HIGH |
649-0 |
|
0.618 |
646-0 |
|
0.500 |
645-0 |
|
0.382 |
644-0 |
|
LOW |
641-0 |
|
0.618 |
636-0 |
|
1.000 |
633-0 |
|
1.618 |
628-0 |
|
2.618 |
620-0 |
|
4.250 |
607-0 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
645-0 |
644-0 |
| PP |
644-7 |
643-5 |
| S1 |
644-5 |
643-1 |
|