CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
646-0 |
638-4 |
-7-4 |
-1.2% |
643-4 |
High |
650-4 |
645-4 |
-5-0 |
-0.8% |
673-6 |
Low |
641-4 |
637-6 |
-3-6 |
-0.6% |
643-2 |
Close |
642-0 |
644-4 |
2-4 |
0.4% |
673-0 |
Range |
9-0 |
7-6 |
-1-2 |
-13.9% |
30-4 |
ATR |
11-6 |
11-3 |
-0-2 |
-2.4% |
0-0 |
Volume |
132,608 |
127,681 |
-4,927 |
-3.7% |
780,817 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-7 |
662-7 |
648-6 |
|
R3 |
658-1 |
655-1 |
646-5 |
|
R2 |
650-3 |
650-3 |
645-7 |
|
R1 |
647-3 |
647-3 |
645-2 |
648-7 |
PP |
642-5 |
642-5 |
642-5 |
643-2 |
S1 |
639-5 |
639-5 |
643-6 |
641-1 |
S2 |
634-7 |
634-7 |
643-1 |
|
S3 |
627-1 |
631-7 |
642-3 |
|
S4 |
619-3 |
624-1 |
640-2 |
|
|
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 |
637-6 |
36-0 |
5.6% |
8-5 |
1.3% |
19% |
False |
True |
137,466 |
10 |
673-6 |
632-0 |
41-6 |
6.5% |
11-1 |
1.7% |
30% |
False |
False |
154,377 |
20 |
673-6 |
631-6 |
42-0 |
6.5% |
10-4 |
1.6% |
30% |
False |
False |
155,969 |
40 |
673-6 |
629-0 |
44-6 |
6.9% |
9-5 |
1.5% |
35% |
False |
False |
117,595 |
60 |
673-6 |
599-2 |
74-4 |
11.6% |
9-1 |
1.4% |
61% |
False |
False |
92,621 |
80 |
673-6 |
587-0 |
86-6 |
13.5% |
9-1 |
1.4% |
66% |
False |
False |
76,414 |
100 |
681-0 |
587-0 |
94-0 |
14.6% |
9-1 |
1.4% |
61% |
False |
False |
66,079 |
120 |
681-0 |
587-0 |
94-0 |
14.6% |
9-1 |
1.4% |
61% |
False |
False |
57,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
678-4 |
2.618 |
665-6 |
1.618 |
658-0 |
1.000 |
653-2 |
0.618 |
650-2 |
HIGH |
645-4 |
0.618 |
642-4 |
0.500 |
641-5 |
0.382 |
640-6 |
LOW |
637-6 |
0.618 |
633-0 |
1.000 |
630-0 |
1.618 |
625-2 |
2.618 |
617-4 |
4.250 |
604-6 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
643-4 |
646-2 |
PP |
642-5 |
645-5 |
S1 |
641-5 |
645-1 |
|