CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2012 | 
                    26-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        648-0 | 
                        644-2 | 
                        -3-6 | 
                        -0.6% | 
                        664-4 | 
                     
                    
                        | High | 
                        649-0 | 
                        651-2 | 
                        2-2 | 
                        0.3% | 
                        667-4 | 
                     
                    
                        | Low | 
                        641-0 | 
                        636-0 | 
                        -5-0 | 
                        -0.8% | 
                        637-2 | 
                     
                    
                        | Close | 
                        644-4 | 
                        636-0 | 
                        -8-4 | 
                        -1.3% | 
                        644-4 | 
                     
                    
                        | Range | 
                        8-0 | 
                        15-2 | 
                        7-2 | 
                        90.6% | 
                        30-2 | 
                     
                    
                        | ATR | 
                        9-5 | 
                        10-0 | 
                        0-3 | 
                        4.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        35,111 | 
                        75,243 | 
                        40,132 | 
                        114.3% | 
                        243,821 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                686-7 | 
                676-5 | 
                644-3 | 
                 | 
             
            
                | R3 | 
                671-5 | 
                661-3 | 
                640-2 | 
                 | 
             
            
                | R2 | 
                656-3 | 
                656-3 | 
                638-6 | 
                 | 
             
            
                | R1 | 
                646-1 | 
                646-1 | 
                637-3 | 
                643-5 | 
             
            
                | PP | 
                641-1 | 
                641-1 | 
                641-1 | 
                639-6 | 
             
            
                | S1 | 
                630-7 | 
                630-7 | 
                634-5 | 
                628-3 | 
             
            
                | S2 | 
                625-7 | 
                625-7 | 
                633-2 | 
                 | 
             
            
                | S3 | 
                610-5 | 
                615-5 | 
                631-6 | 
                 | 
             
            
                | S4 | 
                595-3 | 
                600-3 | 
                627-5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                653-4 | 
                636-0 | 
                17-4 | 
                2.8% | 
                9-4 | 
                1.5% | 
                0% | 
                False | 
                True | 
                54,306 | 
                 
                
                | 10 | 
                671-0 | 
                636-0 | 
                35-0 | 
                5.5% | 
                8-3 | 
                1.3% | 
                0% | 
                False | 
                True | 
                56,862 | 
                 
                
                | 20 | 
                671-0 | 
                634-2 | 
                36-6 | 
                5.8% | 
                8-7 | 
                1.4% | 
                5% | 
                False | 
                False | 
                59,936 | 
                 
                
                | 40 | 
                671-0 | 
                633-4 | 
                37-4 | 
                5.9% | 
                8-1 | 
                1.3% | 
                7% | 
                False | 
                False | 
                56,794 | 
                 
                
                | 60 | 
                677-0 | 
                604-0 | 
                73-0 | 
                11.5% | 
                7-7 | 
                1.2% | 
                44% | 
                False | 
                False | 
                53,127 | 
                 
                
                | 80 | 
                677-0 | 
                594-2 | 
                82-6 | 
                13.0% | 
                7-7 | 
                1.2% | 
                50% | 
                False | 
                False | 
                45,944 | 
                 
                
                | 100 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.0% | 
                8-1 | 
                1.3% | 
                47% | 
                False | 
                False | 
                41,301 | 
                 
                
                | 120 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.0% | 
                8-2 | 
                1.3% | 
                47% | 
                False | 
                False | 
                37,653 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            716-0 | 
         
        
            | 
2.618             | 
            691-1 | 
         
        
            | 
1.618             | 
            675-7 | 
         
        
            | 
1.000             | 
            666-4 | 
         
        
            | 
0.618             | 
            660-5 | 
         
        
            | 
HIGH             | 
            651-2 | 
         
        
            | 
0.618             | 
            645-3 | 
         
        
            | 
0.500             | 
            643-5 | 
         
        
            | 
0.382             | 
            641-7 | 
         
        
            | 
LOW             | 
            636-0 | 
         
        
            | 
0.618             | 
            626-5 | 
         
        
            | 
1.000             | 
            620-6 | 
         
        
            | 
1.618             | 
            611-3 | 
         
        
            | 
2.618             | 
            596-1 | 
         
        
            | 
4.250             | 
            571-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                643-5 | 
                                643-5 | 
                             
                            
                                | PP | 
                                641-1 | 
                                641-1 | 
                             
                            
                                | S1 | 
                                638-4 | 
                                638-4 | 
                             
             
         |