CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
632-4 |
617-0 |
-15-4 |
-2.5% |
664-4 |
| High |
633-0 |
620-0 |
-13-0 |
-2.1% |
667-4 |
| Low |
619-0 |
603-0 |
-16-0 |
-2.6% |
637-2 |
| Close |
619-4 |
603-6 |
-15-6 |
-2.5% |
644-4 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
30-2 |
| ATR |
10-3 |
10-7 |
0-4 |
4.5% |
0-0 |
| Volume |
84,700 |
93,318 |
8,618 |
10.2% |
243,821 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-7 |
648-7 |
613-1 |
|
| R3 |
642-7 |
631-7 |
608-3 |
|
| R2 |
625-7 |
625-7 |
606-7 |
|
| R1 |
614-7 |
614-7 |
605-2 |
611-7 |
| PP |
608-7 |
608-7 |
608-7 |
607-4 |
| S1 |
597-7 |
597-7 |
602-2 |
594-7 |
| S2 |
591-7 |
591-7 |
600-5 |
|
| S3 |
574-7 |
580-7 |
599-1 |
|
| S4 |
557-7 |
563-7 |
594-3 |
|
|
| 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 |
603-0 |
48-2 |
8.0% |
13-0 |
2.2% |
2% |
False |
True |
68,888 |
| 10 |
671-0 |
603-0 |
68-0 |
11.3% |
10-3 |
1.7% |
1% |
False |
True |
60,105 |
| 20 |
671-0 |
603-0 |
68-0 |
11.3% |
10-1 |
1.7% |
1% |
False |
True |
62,897 |
| 40 |
671-0 |
603-0 |
68-0 |
11.3% |
8-6 |
1.4% |
1% |
False |
True |
59,365 |
| 60 |
674-0 |
603-0 |
71-0 |
11.8% |
8-2 |
1.4% |
1% |
False |
True |
55,765 |
| 80 |
677-0 |
594-2 |
82-6 |
13.7% |
8-1 |
1.3% |
11% |
False |
False |
47,831 |
| 100 |
683-0 |
594-2 |
88-6 |
14.7% |
8-1 |
1.3% |
11% |
False |
False |
43,113 |
| 120 |
683-0 |
594-2 |
88-6 |
14.7% |
8-4 |
1.4% |
11% |
False |
False |
39,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692-2 |
|
2.618 |
664-4 |
|
1.618 |
647-4 |
|
1.000 |
637-0 |
|
0.618 |
630-4 |
|
HIGH |
620-0 |
|
0.618 |
613-4 |
|
0.500 |
611-4 |
|
0.382 |
609-4 |
|
LOW |
603-0 |
|
0.618 |
592-4 |
|
1.000 |
586-0 |
|
1.618 |
575-4 |
|
2.618 |
558-4 |
|
4.250 |
530-6 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
611-4 |
622-0 |
| PP |
608-7 |
615-7 |
| S1 |
606-3 |
609-7 |
|