CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
592-0 |
605-0 |
13-0 |
2.2% |
605-0 |
| High |
602-4 |
605-0 |
2-4 |
0.4% |
609-0 |
| Low |
591-6 |
600-0 |
8-2 |
1.4% |
585-0 |
| Close |
603-0 |
605-0 |
2-0 |
0.3% |
596-0 |
| Range |
10-6 |
5-0 |
-5-6 |
-53.5% |
24-0 |
| ATR |
8-2 |
8-0 |
-0-2 |
-2.8% |
0-0 |
| Volume |
25,203 |
20,742 |
-4,461 |
-17.7% |
111,484 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-3 |
616-5 |
607-6 |
|
| R3 |
613-3 |
611-5 |
606-3 |
|
| R2 |
608-3 |
608-3 |
605-7 |
|
| R1 |
606-5 |
606-5 |
605-4 |
607-4 |
| PP |
603-3 |
603-3 |
603-3 |
603-6 |
| S1 |
601-5 |
601-5 |
604-4 |
602-4 |
| S2 |
598-3 |
598-3 |
604-1 |
|
| S3 |
593-3 |
596-5 |
603-5 |
|
| S4 |
588-3 |
591-5 |
602-2 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-5 |
656-3 |
609-2 |
|
| R3 |
644-5 |
632-3 |
602-5 |
|
| R2 |
620-5 |
620-5 |
600-3 |
|
| R1 |
608-3 |
608-3 |
598-2 |
602-4 |
| PP |
596-5 |
596-5 |
596-5 |
593-6 |
| S1 |
584-3 |
584-3 |
593-6 |
578-4 |
| S2 |
572-5 |
572-5 |
591-5 |
|
| S3 |
548-5 |
560-3 |
589-3 |
|
| S4 |
524-5 |
536-3 |
582-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605-0 |
585-0 |
20-0 |
3.3% |
9-6 |
1.6% |
100% |
True |
False |
22,751 |
| 10 |
609-0 |
585-0 |
24-0 |
4.0% |
7-1 |
1.2% |
83% |
False |
False |
19,341 |
| 20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-3 |
1.0% |
86% |
False |
False |
15,011 |
| 40 |
609-0 |
569-6 |
39-2 |
6.5% |
5-6 |
1.0% |
90% |
False |
False |
12,113 |
| 60 |
618-0 |
564-2 |
53-6 |
8.9% |
4-6 |
0.8% |
76% |
False |
False |
9,451 |
| 80 |
618-0 |
557-4 |
60-4 |
10.0% |
4-5 |
0.8% |
79% |
False |
False |
7,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626-2 |
|
2.618 |
618-1 |
|
1.618 |
613-1 |
|
1.000 |
610-0 |
|
0.618 |
608-1 |
|
HIGH |
605-0 |
|
0.618 |
603-1 |
|
0.500 |
602-4 |
|
0.382 |
601-7 |
|
LOW |
600-0 |
|
0.618 |
596-7 |
|
1.000 |
595-0 |
|
1.618 |
591-7 |
|
2.618 |
586-7 |
|
4.250 |
578-6 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
604-1 |
601-5 |
| PP |
603-3 |
598-3 |
| S1 |
602-4 |
595-0 |
|