CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
589-2 |
580-0 |
-9-2 |
-1.6% |
592-0 |
| High |
589-2 |
582-4 |
-6-6 |
-1.1% |
607-0 |
| Low |
583-6 |
578-0 |
-5-6 |
-1.0% |
591-6 |
| Close |
585-0 |
582-4 |
-2-4 |
-0.4% |
605-2 |
| Range |
5-4 |
4-4 |
-1-0 |
-18.2% |
15-2 |
| ATR |
7-6 |
7-5 |
0-0 |
-0.6% |
0-0 |
| Volume |
18,818 |
19,293 |
475 |
2.5% |
118,603 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594-4 |
593-0 |
585-0 |
|
| R3 |
590-0 |
588-4 |
583-6 |
|
| R2 |
585-4 |
585-4 |
583-3 |
|
| R1 |
584-0 |
584-0 |
582-7 |
584-6 |
| PP |
581-0 |
581-0 |
581-0 |
581-3 |
| S1 |
579-4 |
579-4 |
582-1 |
580-2 |
| S2 |
576-4 |
576-4 |
581-5 |
|
| S3 |
572-0 |
575-0 |
581-2 |
|
| S4 |
567-4 |
570-4 |
580-0 |
|
|
| 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 |
578-0 |
29-0 |
5.0% |
5-3 |
0.9% |
16% |
False |
True |
21,307 |
| 10 |
607-0 |
578-0 |
29-0 |
5.0% |
6-5 |
1.1% |
16% |
False |
True |
22,647 |
| 20 |
609-0 |
578-0 |
31-0 |
5.3% |
6-2 |
1.1% |
15% |
False |
True |
18,948 |
| 40 |
609-0 |
578-0 |
31-0 |
5.3% |
5-6 |
1.0% |
15% |
False |
True |
14,457 |
| 60 |
618-0 |
569-6 |
48-2 |
8.3% |
5-2 |
0.9% |
26% |
False |
False |
11,713 |
| 80 |
618-0 |
564-0 |
54-0 |
9.3% |
4-4 |
0.8% |
34% |
False |
False |
9,356 |
| 100 |
636-2 |
557-4 |
78-6 |
13.5% |
4-3 |
0.8% |
32% |
False |
False |
7,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
601-5 |
|
2.618 |
594-2 |
|
1.618 |
589-6 |
|
1.000 |
587-0 |
|
0.618 |
585-2 |
|
HIGH |
582-4 |
|
0.618 |
580-6 |
|
0.500 |
580-2 |
|
0.382 |
579-6 |
|
LOW |
578-0 |
|
0.618 |
575-2 |
|
1.000 |
573-4 |
|
1.618 |
570-6 |
|
2.618 |
566-2 |
|
4.250 |
558-7 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
581-6 |
586-4 |
| PP |
581-0 |
585-1 |
| S1 |
580-2 |
583-7 |
|