CME Pit-Traded Corn Future May 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 |
662-4 |
669-0 |
6-4 |
1.0% |
643-4 |
| High |
672-4 |
673-6 |
1-2 |
0.2% |
673-6 |
| Low |
662-4 |
666-6 |
4-2 |
0.6% |
643-2 |
| Close |
669-0 |
673-0 |
4-0 |
0.6% |
673-0 |
| Range |
10-0 |
7-0 |
-3-0 |
-30.0% |
30-4 |
| ATR |
11-5 |
11-3 |
-0-3 |
-2.9% |
0-0 |
| Volume |
172,856 |
123,769 |
-49,087 |
-28.4% |
780,817 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-1 |
689-5 |
676-7 |
|
| R3 |
685-1 |
682-5 |
674-7 |
|
| R2 |
678-1 |
678-1 |
674-2 |
|
| R1 |
675-5 |
675-5 |
673-5 |
676-7 |
| PP |
671-1 |
671-1 |
671-1 |
671-6 |
| S1 |
668-5 |
668-5 |
672-3 |
669-7 |
| S2 |
664-1 |
664-1 |
671-6 |
|
| S3 |
657-1 |
661-5 |
671-1 |
|
| S4 |
650-1 |
654-5 |
669-1 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-7 |
744-3 |
689-6 |
|
| R3 |
724-3 |
713-7 |
681-3 |
|
| R2 |
693-7 |
693-7 |
678-5 |
|
| R1 |
683-3 |
683-3 |
675-6 |
688-5 |
| PP |
663-3 |
663-3 |
663-3 |
666-0 |
| S1 |
652-7 |
652-7 |
670-2 |
658-1 |
| S2 |
632-7 |
632-7 |
667-3 |
|
| S3 |
602-3 |
622-3 |
664-5 |
|
| S4 |
571-7 |
591-7 |
656-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
673-6 |
643-2 |
30-4 |
4.5% |
10-7 |
1.6% |
98% |
True |
False |
156,163 |
| 10 |
673-6 |
631-6 |
42-0 |
6.2% |
12-2 |
1.8% |
98% |
True |
False |
159,466 |
| 20 |
673-6 |
629-0 |
44-6 |
6.6% |
10-5 |
1.6% |
98% |
True |
False |
148,450 |
| 40 |
673-6 |
610-4 |
63-2 |
9.4% |
9-6 |
1.5% |
99% |
True |
False |
108,780 |
| 60 |
673-6 |
599-2 |
74-4 |
11.1% |
9-0 |
1.3% |
99% |
True |
False |
84,840 |
| 80 |
673-6 |
587-0 |
86-6 |
12.9% |
8-7 |
1.3% |
99% |
True |
False |
70,615 |
| 100 |
681-0 |
587-0 |
94-0 |
14.0% |
8-7 |
1.3% |
91% |
False |
False |
60,932 |
| 120 |
684-4 |
587-0 |
97-4 |
14.5% |
9-2 |
1.4% |
88% |
False |
False |
53,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-4 |
|
2.618 |
692-1 |
|
1.618 |
685-1 |
|
1.000 |
680-6 |
|
0.618 |
678-1 |
|
HIGH |
673-6 |
|
0.618 |
671-1 |
|
0.500 |
670-2 |
|
0.382 |
669-3 |
|
LOW |
666-6 |
|
0.618 |
662-3 |
|
1.000 |
659-6 |
|
1.618 |
655-3 |
|
2.618 |
648-3 |
|
4.250 |
637-0 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
672-1 |
670-0 |
| PP |
671-1 |
667-1 |
| S1 |
670-2 |
664-1 |
|