CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
602-4 |
604-0 |
1-4 |
0.2% |
592-0 |
| High |
606-0 |
607-0 |
1-0 |
0.2% |
607-0 |
| Low |
602-4 |
602-4 |
0-0 |
0.0% |
591-6 |
| Close |
606-0 |
605-2 |
-0-6 |
-0.1% |
605-2 |
| Range |
3-4 |
4-4 |
1-0 |
28.6% |
15-2 |
| ATR |
7-5 |
7-3 |
-0-2 |
-2.9% |
0-0 |
| Volume |
18,273 |
28,027 |
9,754 |
53.4% |
118,603 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-3 |
616-3 |
607-6 |
|
| R3 |
613-7 |
611-7 |
606-4 |
|
| R2 |
609-3 |
609-3 |
606-1 |
|
| R1 |
607-3 |
607-3 |
605-5 |
608-3 |
| PP |
604-7 |
604-7 |
604-7 |
605-4 |
| S1 |
602-7 |
602-7 |
604-7 |
603-7 |
| S2 |
600-3 |
600-3 |
604-3 |
|
| S3 |
595-7 |
598-3 |
604-0 |
|
| S4 |
591-3 |
593-7 |
602-6 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-1 |
641-3 |
613-5 |
|
| R3 |
631-7 |
626-1 |
609-4 |
|
| R2 |
616-5 |
616-5 |
608-0 |
|
| R1 |
610-7 |
610-7 |
606-5 |
613-6 |
| PP |
601-3 |
601-3 |
601-3 |
602-6 |
| S1 |
595-5 |
595-5 |
603-7 |
598-4 |
| S2 |
586-1 |
586-1 |
602-4 |
|
| S3 |
570-7 |
580-3 |
601-0 |
|
| S4 |
555-5 |
565-1 |
596-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
607-0 |
591-6 |
15-2 |
2.5% |
5-6 |
1.0% |
89% |
True |
False |
23,720 |
| 10 |
609-0 |
585-0 |
24-0 |
4.0% |
6-7 |
1.1% |
84% |
False |
False |
23,008 |
| 20 |
609-0 |
580-0 |
29-0 |
4.8% |
6-1 |
1.0% |
87% |
False |
False |
17,196 |
| 40 |
609-0 |
573-0 |
36-0 |
5.9% |
5-5 |
0.9% |
90% |
False |
False |
13,289 |
| 60 |
618-0 |
569-6 |
48-2 |
8.0% |
4-7 |
0.8% |
74% |
False |
False |
10,573 |
| 80 |
618-0 |
557-4 |
60-4 |
10.0% |
4-4 |
0.7% |
79% |
False |
False |
8,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626-1 |
|
2.618 |
618-6 |
|
1.618 |
614-2 |
|
1.000 |
611-4 |
|
0.618 |
609-6 |
|
HIGH |
607-0 |
|
0.618 |
605-2 |
|
0.500 |
604-6 |
|
0.382 |
604-2 |
|
LOW |
602-4 |
|
0.618 |
599-6 |
|
1.000 |
598-0 |
|
1.618 |
595-2 |
|
2.618 |
590-6 |
|
4.250 |
583-3 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
605-1 |
604-4 |
| PP |
604-7 |
603-7 |
| S1 |
604-6 |
603-1 |
|