CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
559-6 |
560-0 |
0-2 |
0.0% |
580-0 |
| High |
560-0 |
567-4 |
7-4 |
1.3% |
587-4 |
| Low |
543-4 |
555-0 |
11-4 |
2.1% |
543-4 |
| Close |
545-6 |
563-2 |
17-4 |
3.2% |
563-2 |
| Range |
16-4 |
12-4 |
-4-0 |
-24.2% |
44-0 |
| ATR |
8-7 |
9-6 |
0-7 |
10.5% |
0-0 |
| Volume |
21,994 |
24,723 |
2,729 |
12.4% |
95,633 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
599-3 |
593-7 |
570-1 |
|
| R3 |
586-7 |
581-3 |
566-6 |
|
| R2 |
574-3 |
574-3 |
565-4 |
|
| R1 |
568-7 |
568-7 |
564-3 |
571-5 |
| PP |
561-7 |
561-7 |
561-7 |
563-2 |
| S1 |
556-3 |
556-3 |
562-1 |
559-1 |
| S2 |
549-3 |
549-3 |
561-0 |
|
| S3 |
536-7 |
543-7 |
559-6 |
|
| S4 |
524-3 |
531-3 |
556-3 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-6 |
674-0 |
587-4 |
|
| R3 |
652-6 |
630-0 |
575-3 |
|
| R2 |
608-6 |
608-6 |
571-3 |
|
| R1 |
586-0 |
586-0 |
567-2 |
575-3 |
| PP |
564-6 |
564-6 |
564-6 |
559-4 |
| S1 |
542-0 |
542-0 |
559-2 |
531-3 |
| S2 |
520-6 |
520-6 |
555-1 |
|
| S3 |
476-6 |
498-0 |
551-1 |
|
| S4 |
432-6 |
454-0 |
539-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
587-4 |
543-4 |
44-0 |
7.8% |
11-5 |
2.1% |
45% |
False |
False |
19,126 |
| 10 |
604-2 |
543-4 |
60-6 |
10.8% |
8-6 |
1.6% |
33% |
False |
False |
19,638 |
| 20 |
609-0 |
543-4 |
65-4 |
11.6% |
7-6 |
1.4% |
30% |
False |
False |
21,323 |
| 40 |
609-0 |
543-4 |
65-4 |
11.6% |
7-0 |
1.2% |
30% |
False |
False |
16,241 |
| 60 |
615-4 |
543-4 |
72-0 |
12.8% |
6-0 |
1.1% |
27% |
False |
False |
13,343 |
| 80 |
618-0 |
543-4 |
74-4 |
13.2% |
5-1 |
0.9% |
27% |
False |
False |
10,704 |
| 100 |
636-2 |
543-4 |
92-6 |
16.5% |
4-7 |
0.9% |
21% |
False |
False |
8,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
620-5 |
|
2.618 |
600-2 |
|
1.618 |
587-6 |
|
1.000 |
580-0 |
|
0.618 |
575-2 |
|
HIGH |
567-4 |
|
0.618 |
562-6 |
|
0.500 |
561-2 |
|
0.382 |
559-6 |
|
LOW |
555-0 |
|
0.618 |
547-2 |
|
1.000 |
542-4 |
|
1.618 |
534-6 |
|
2.618 |
522-2 |
|
4.250 |
501-7 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
562-5 |
561-6 |
| PP |
561-7 |
560-1 |
| S1 |
561-2 |
558-5 |
|