CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
580-0 |
577-0 |
-3-0 |
-0.5% |
599-4 |
| High |
587-4 |
578-6 |
-8-6 |
-1.5% |
604-2 |
| Low |
576-4 |
573-0 |
-3-4 |
-0.6% |
578-0 |
| Close |
576-4 |
574-4 |
-2-0 |
-0.3% |
582-2 |
| Range |
11-0 |
5-6 |
-5-2 |
-47.7% |
26-2 |
| ATR |
7-7 |
7-6 |
-0-1 |
-1.9% |
0-0 |
| Volume |
15,351 |
15,920 |
569 |
3.7% |
100,756 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592-5 |
589-3 |
577-5 |
|
| R3 |
586-7 |
583-5 |
576-1 |
|
| R2 |
581-1 |
581-1 |
575-4 |
|
| R1 |
577-7 |
577-7 |
575-0 |
576-5 |
| PP |
575-3 |
575-3 |
575-3 |
574-6 |
| S1 |
572-1 |
572-1 |
574-0 |
570-7 |
| S2 |
569-5 |
569-5 |
573-4 |
|
| S3 |
563-7 |
566-3 |
572-7 |
|
| S4 |
558-1 |
560-5 |
571-3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-7 |
650-7 |
596-6 |
|
| R3 |
640-5 |
624-5 |
589-4 |
|
| R2 |
614-3 |
614-3 |
587-0 |
|
| R1 |
598-3 |
598-3 |
584-5 |
593-2 |
| PP |
588-1 |
588-1 |
588-1 |
585-5 |
| S1 |
572-1 |
572-1 |
579-7 |
567-0 |
| S2 |
561-7 |
561-7 |
577-4 |
|
| S3 |
535-5 |
545-7 |
575-0 |
|
| S4 |
509-3 |
519-5 |
567-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
589-2 |
573-0 |
16-2 |
2.8% |
6-7 |
1.2% |
9% |
False |
True |
18,325 |
| 10 |
607-0 |
573-0 |
34-0 |
5.9% |
6-0 |
1.0% |
4% |
False |
True |
20,468 |
| 20 |
609-0 |
573-0 |
36-0 |
6.3% |
6-4 |
1.1% |
4% |
False |
True |
19,904 |
| 40 |
609-0 |
573-0 |
36-0 |
6.3% |
6-2 |
1.1% |
4% |
False |
True |
15,167 |
| 60 |
618-0 |
569-6 |
48-2 |
8.4% |
5-3 |
0.9% |
10% |
False |
False |
12,486 |
| 80 |
618-0 |
564-2 |
53-6 |
9.4% |
4-5 |
0.8% |
19% |
False |
False |
9,968 |
| 100 |
636-2 |
557-4 |
78-6 |
13.7% |
4-5 |
0.8% |
22% |
False |
False |
8,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
603-2 |
|
2.618 |
593-6 |
|
1.618 |
588-0 |
|
1.000 |
584-4 |
|
0.618 |
582-2 |
|
HIGH |
578-6 |
|
0.618 |
576-4 |
|
0.500 |
575-7 |
|
0.382 |
575-2 |
|
LOW |
573-0 |
|
0.618 |
569-4 |
|
1.000 |
567-2 |
|
1.618 |
563-6 |
|
2.618 |
558-0 |
|
4.250 |
548-4 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
575-7 |
580-2 |
| PP |
575-3 |
578-3 |
| S1 |
575-0 |
576-3 |
|