CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
605-0 |
601-6 |
-3-2 |
-0.5% |
605-0 |
| High |
605-0 |
604-4 |
-0-4 |
-0.1% |
609-0 |
| Low |
600-0 |
599-2 |
-0-6 |
-0.1% |
585-0 |
| Close |
605-0 |
601-2 |
-3-6 |
-0.6% |
596-0 |
| Range |
5-0 |
5-2 |
0-2 |
5.0% |
24-0 |
| ATR |
8-0 |
7-7 |
-0-1 |
-2.0% |
0-0 |
| Volume |
20,742 |
26,358 |
5,616 |
27.1% |
111,484 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-3 |
614-5 |
604-1 |
|
| R3 |
612-1 |
609-3 |
602-6 |
|
| R2 |
606-7 |
606-7 |
602-2 |
|
| R1 |
604-1 |
604-1 |
601-6 |
602-7 |
| PP |
601-5 |
601-5 |
601-5 |
601-0 |
| S1 |
598-7 |
598-7 |
600-6 |
597-5 |
| S2 |
596-3 |
596-3 |
600-2 |
|
| S3 |
591-1 |
593-5 |
599-6 |
|
| S4 |
585-7 |
588-3 |
598-3 |
|
|
| 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% |
8-7 |
1.5% |
81% |
False |
False |
25,293 |
| 10 |
609-0 |
585-0 |
24-0 |
4.0% |
7-2 |
1.2% |
68% |
False |
False |
21,008 |
| 20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-4 |
1.1% |
73% |
False |
False |
15,805 |
| 40 |
609-0 |
569-6 |
39-2 |
6.5% |
5-7 |
1.0% |
80% |
False |
False |
12,505 |
| 60 |
618-0 |
568-0 |
50-0 |
8.3% |
4-7 |
0.8% |
67% |
False |
False |
9,865 |
| 80 |
618-0 |
557-4 |
60-4 |
10.1% |
4-5 |
0.8% |
72% |
False |
False |
7,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626-6 |
|
2.618 |
618-2 |
|
1.618 |
613-0 |
|
1.000 |
609-6 |
|
0.618 |
607-6 |
|
HIGH |
604-4 |
|
0.618 |
602-4 |
|
0.500 |
601-7 |
|
0.382 |
601-2 |
|
LOW |
599-2 |
|
0.618 |
596-0 |
|
1.000 |
594-0 |
|
1.618 |
590-6 |
|
2.618 |
585-4 |
|
4.250 |
577-0 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
601-7 |
600-2 |
| PP |
601-5 |
599-3 |
| S1 |
601-4 |
598-3 |
|