CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
554-2 |
549-4 |
-4-6 |
-0.9% |
570-2 |
| High |
554-2 |
550-0 |
-4-2 |
-0.8% |
573-6 |
| Low |
549-4 |
535-0 |
-14-4 |
-2.6% |
551-0 |
| Close |
550-2 |
536-2 |
-14-0 |
-2.5% |
557-4 |
| Range |
4-6 |
15-0 |
10-2 |
215.8% |
22-6 |
| ATR |
7-1 |
7-6 |
0-5 |
8.1% |
0-0 |
| Volume |
40,735 |
41,771 |
1,036 |
2.5% |
167,960 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-3 |
575-7 |
544-4 |
|
| R3 |
570-3 |
560-7 |
540-3 |
|
| R2 |
555-3 |
555-3 |
539-0 |
|
| R1 |
545-7 |
545-7 |
537-5 |
543-1 |
| PP |
540-3 |
540-3 |
540-3 |
539-0 |
| S1 |
530-7 |
530-7 |
534-7 |
528-1 |
| S2 |
525-3 |
525-3 |
533-4 |
|
| S3 |
510-3 |
515-7 |
532-1 |
|
| S4 |
495-3 |
500-7 |
528-0 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629-0 |
616-0 |
570-0 |
|
| R3 |
606-2 |
593-2 |
563-6 |
|
| R2 |
583-4 |
583-4 |
561-5 |
|
| R1 |
570-4 |
570-4 |
559-5 |
565-5 |
| PP |
560-6 |
560-6 |
560-6 |
558-2 |
| S1 |
547-6 |
547-6 |
555-3 |
542-7 |
| S2 |
538-0 |
538-0 |
553-3 |
|
| S3 |
515-2 |
525-0 |
551-2 |
|
| S4 |
492-4 |
502-2 |
545-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
613-6 |
|
2.618 |
589-2 |
|
1.618 |
574-2 |
|
1.000 |
565-0 |
|
0.618 |
559-2 |
|
HIGH |
550-0 |
|
0.618 |
544-2 |
|
0.500 |
542-4 |
|
0.382 |
540-6 |
|
LOW |
535-0 |
|
0.618 |
525-6 |
|
1.000 |
520-0 |
|
1.618 |
510-6 |
|
2.618 |
495-6 |
|
4.250 |
471-2 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
542-4 |
548-2 |
| PP |
540-3 |
544-2 |
| S1 |
538-3 |
540-2 |
|