CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
666-4 |
654-4 |
-12-0 |
-1.8% |
643-4 |
High |
670-4 |
654-6 |
-15-6 |
-2.3% |
673-6 |
Low |
662-2 |
643-4 |
-18-6 |
-2.8% |
643-2 |
Close |
663-4 |
647-4 |
-16-0 |
-2.4% |
673-0 |
Range |
8-2 |
11-2 |
3-0 |
36.4% |
30-4 |
ATR |
11-2 |
11-7 |
0-5 |
5.5% |
0-0 |
Volume |
114,150 |
189,125 |
74,975 |
65.7% |
780,817 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-3 |
676-1 |
653-6 |
|
R3 |
671-1 |
664-7 |
650-5 |
|
R2 |
659-7 |
659-7 |
649-4 |
|
R1 |
653-5 |
653-5 |
648-4 |
651-1 |
PP |
648-5 |
648-5 |
648-5 |
647-2 |
S1 |
642-3 |
642-3 |
646-4 |
639-7 |
S2 |
637-3 |
637-3 |
645-4 |
|
S3 |
626-1 |
631-1 |
644-3 |
|
S4 |
614-7 |
619-7 |
641-2 |
|
|
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 |
643-4 |
30-2 |
4.7% |
9-3 |
1.5% |
13% |
False |
True |
152,883 |
10 |
673-6 |
631-6 |
42-0 |
6.5% |
12-2 |
1.9% |
38% |
False |
False |
160,808 |
20 |
673-6 |
631-6 |
42-0 |
6.5% |
10-5 |
1.6% |
38% |
False |
False |
153,851 |
40 |
673-6 |
622-4 |
51-2 |
7.9% |
9-7 |
1.5% |
49% |
False |
False |
113,457 |
60 |
673-6 |
599-2 |
74-4 |
11.5% |
9-0 |
1.4% |
65% |
False |
False |
88,975 |
80 |
673-6 |
587-0 |
86-6 |
13.4% |
9-1 |
1.4% |
70% |
False |
False |
73,779 |
100 |
681-0 |
587-0 |
94-0 |
14.5% |
9-1 |
1.4% |
64% |
False |
False |
63,675 |
120 |
681-0 |
587-0 |
94-0 |
14.5% |
9-2 |
1.4% |
64% |
False |
False |
55,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
702-4 |
2.618 |
684-2 |
1.618 |
673-0 |
1.000 |
666-0 |
0.618 |
661-6 |
HIGH |
654-6 |
0.618 |
650-4 |
0.500 |
649-1 |
0.382 |
647-6 |
LOW |
643-4 |
0.618 |
636-4 |
1.000 |
632-2 |
1.618 |
625-2 |
2.618 |
614-0 |
4.250 |
595-6 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
649-1 |
658-5 |
PP |
648-5 |
654-7 |
S1 |
648-0 |
651-2 |
|