CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2012 | 
                    27-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        644-2 | 
                        640-0 | 
                        -4-2 | 
                        -0.7% | 
                        664-4 | 
                     
                    
                        | High | 
                        651-2 | 
                        641-0 | 
                        -10-2 | 
                        -1.6% | 
                        667-4 | 
                     
                    
                        | Low | 
                        636-0 | 
                        630-0 | 
                        -6-0 | 
                        -0.9% | 
                        637-2 | 
                     
                    
                        | Close | 
                        636-0 | 
                        630-6 | 
                        -5-2 | 
                        -0.8% | 
                        644-4 | 
                     
                    
                        | Range | 
                        15-2 | 
                        11-0 | 
                        -4-2 | 
                        -27.9% | 
                        30-2 | 
                     
                    
                        | ATR | 
                        10-0 | 
                        10-1 | 
                        0-1 | 
                        0.7% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        75,243 | 
                        56,068 | 
                        -19,175 | 
                        -25.5% | 
                        243,821 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                666-7 | 
                659-7 | 
                636-6 | 
                 | 
             
            
                | R3 | 
                655-7 | 
                648-7 | 
                633-6 | 
                 | 
             
            
                | R2 | 
                644-7 | 
                644-7 | 
                632-6 | 
                 | 
             
            
                | R1 | 
                637-7 | 
                637-7 | 
                631-6 | 
                635-7 | 
             
            
                | PP | 
                633-7 | 
                633-7 | 
                633-7 | 
                633-0 | 
             
            
                | S1 | 
                626-7 | 
                626-7 | 
                629-6 | 
                624-7 | 
             
            
                | S2 | 
                622-7 | 
                622-7 | 
                628-6 | 
                 | 
             
            
                | S3 | 
                611-7 | 
                615-7 | 
                627-6 | 
                 | 
             
            
                | S4 | 
                600-7 | 
                604-7 | 
                624-6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                651-2 | 
                630-0 | 
                21-2 | 
                3.4% | 
                9-5 | 
                1.5% | 
                4% | 
                False | 
                True | 
                52,935 | 
                 
                
                | 10 | 
                671-0 | 
                630-0 | 
                41-0 | 
                6.5% | 
                8-7 | 
                1.4% | 
                2% | 
                False | 
                True | 
                55,612 | 
                 
                
                | 20 | 
                671-0 | 
                630-0 | 
                41-0 | 
                6.5% | 
                9-1 | 
                1.4% | 
                2% | 
                False | 
                True | 
                59,790 | 
                 
                
                | 40 | 
                671-0 | 
                630-0 | 
                41-0 | 
                6.5% | 
                8-2 | 
                1.3% | 
                2% | 
                False | 
                True | 
                57,395 | 
                 
                
                | 60 | 
                677-0 | 
                604-0 | 
                73-0 | 
                11.6% | 
                7-7 | 
                1.3% | 
                37% | 
                False | 
                False | 
                53,646 | 
                 
                
                | 80 | 
                677-0 | 
                594-2 | 
                82-6 | 
                13.1% | 
                7-7 | 
                1.3% | 
                44% | 
                False | 
                False | 
                46,348 | 
                 
                
                | 100 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.1% | 
                8-0 | 
                1.3% | 
                41% | 
                False | 
                False | 
                41,733 | 
                 
                
                | 120 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.1% | 
                8-3 | 
                1.3% | 
                41% | 
                False | 
                False | 
                37,942 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            687-6 | 
         
        
            | 
2.618             | 
            669-6 | 
         
        
            | 
1.618             | 
            658-6 | 
         
        
            | 
1.000             | 
            652-0 | 
         
        
            | 
0.618             | 
            647-6 | 
         
        
            | 
HIGH             | 
            641-0 | 
         
        
            | 
0.618             | 
            636-6 | 
         
        
            | 
0.500             | 
            635-4 | 
         
        
            | 
0.382             | 
            634-2 | 
         
        
            | 
LOW             | 
            630-0 | 
         
        
            | 
0.618             | 
            623-2 | 
         
        
            | 
1.000             | 
            619-0 | 
         
        
            | 
1.618             | 
            612-2 | 
         
        
            | 
2.618             | 
            601-2 | 
         
        
            | 
4.250             | 
            583-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                635-4 | 
                                640-5 | 
                             
                            
                                | PP | 
                                633-7 | 
                                637-3 | 
                             
                            
                                | S1 | 
                                632-3 | 
                                634-0 | 
                             
             
         |