CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
669-0 |
666-4 |
-2-4 |
-0.4% |
643-4 |
High |
673-6 |
670-4 |
-3-2 |
-0.5% |
673-6 |
Low |
666-6 |
662-2 |
-4-4 |
-0.7% |
643-2 |
Close |
673-0 |
663-4 |
-9-4 |
-1.4% |
673-0 |
Range |
7-0 |
8-2 |
1-2 |
17.9% |
30-4 |
ATR |
11-3 |
11-2 |
0-0 |
-0.4% |
0-0 |
Volume |
123,769 |
114,150 |
-9,619 |
-7.8% |
780,817 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-1 |
685-1 |
668-0 |
|
R3 |
681-7 |
676-7 |
665-6 |
|
R2 |
673-5 |
673-5 |
665-0 |
|
R1 |
668-5 |
668-5 |
664-2 |
667-0 |
PP |
665-3 |
665-3 |
665-3 |
664-5 |
S1 |
660-3 |
660-3 |
662-6 |
658-6 |
S2 |
657-1 |
657-1 |
662-0 |
|
S3 |
648-7 |
652-1 |
661-2 |
|
S4 |
640-5 |
643-7 |
659-0 |
|
|
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 |
654-4 |
19-2 |
2.9% |
9-0 |
1.4% |
47% |
False |
False |
145,931 |
10 |
673-6 |
631-6 |
42-0 |
6.3% |
12-0 |
1.8% |
76% |
False |
False |
155,934 |
20 |
673-6 |
629-0 |
44-6 |
6.7% |
10-5 |
1.6% |
77% |
False |
False |
149,096 |
40 |
673-6 |
620-0 |
53-6 |
8.1% |
9-6 |
1.5% |
81% |
False |
False |
109,645 |
60 |
673-6 |
599-2 |
74-4 |
11.2% |
9-1 |
1.4% |
86% |
False |
False |
86,146 |
80 |
673-6 |
587-0 |
86-6 |
13.1% |
9-0 |
1.4% |
88% |
False |
False |
71,727 |
100 |
681-0 |
587-0 |
94-0 |
14.2% |
9-0 |
1.4% |
81% |
False |
False |
61,908 |
120 |
684-4 |
587-0 |
97-4 |
14.7% |
9-2 |
1.4% |
78% |
False |
False |
54,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-4 |
2.618 |
692-1 |
1.618 |
683-7 |
1.000 |
678-6 |
0.618 |
675-5 |
HIGH |
670-4 |
0.618 |
667-3 |
0.500 |
666-3 |
0.382 |
665-3 |
LOW |
662-2 |
0.618 |
657-1 |
1.000 |
654-0 |
1.618 |
648-7 |
2.618 |
640-5 |
4.250 |
627-2 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
666-3 |
668-0 |
PP |
665-3 |
666-4 |
S1 |
664-4 |
665-0 |
|