CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
638-4 |
650-0 |
11-4 |
1.8% |
666-4 |
High |
645-4 |
651-0 |
5-4 |
0.9% |
670-4 |
Low |
637-6 |
642-4 |
4-6 |
0.7% |
637-6 |
Close |
644-4 |
646-4 |
2-0 |
0.3% |
646-4 |
Range |
7-6 |
8-4 |
0-6 |
9.7% |
32-6 |
ATR |
11-3 |
11-2 |
-0-2 |
-1.8% |
0-0 |
Volume |
127,681 |
103,320 |
-24,361 |
-19.1% |
666,884 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-1 |
667-7 |
651-1 |
|
R3 |
663-5 |
659-3 |
648-7 |
|
R2 |
655-1 |
655-1 |
648-0 |
|
R1 |
650-7 |
650-7 |
647-2 |
648-6 |
PP |
646-5 |
646-5 |
646-5 |
645-5 |
S1 |
642-3 |
642-3 |
645-6 |
640-2 |
S2 |
638-1 |
638-1 |
645-0 |
|
S3 |
629-5 |
633-7 |
644-1 |
|
S4 |
621-1 |
625-3 |
641-7 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-7 |
730-7 |
664-4 |
|
R3 |
717-1 |
698-1 |
655-4 |
|
R2 |
684-3 |
684-3 |
652-4 |
|
R1 |
665-3 |
665-3 |
649-4 |
658-4 |
PP |
651-5 |
651-5 |
651-5 |
648-1 |
S1 |
632-5 |
632-5 |
643-4 |
625-6 |
S2 |
618-7 |
618-7 |
640-4 |
|
S3 |
586-1 |
599-7 |
637-4 |
|
S4 |
553-3 |
567-1 |
628-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
670-4 |
637-6 |
32-6 |
5.1% |
9-0 |
1.4% |
27% |
False |
False |
133,376 |
10 |
673-6 |
637-6 |
36-0 |
5.6% |
9-7 |
1.5% |
24% |
False |
False |
144,770 |
20 |
673-6 |
631-6 |
42-0 |
6.5% |
10-5 |
1.6% |
35% |
False |
False |
154,125 |
40 |
673-6 |
629-0 |
44-6 |
6.9% |
9-5 |
1.5% |
39% |
False |
False |
118,667 |
60 |
673-6 |
599-2 |
74-4 |
11.5% |
9-0 |
1.4% |
63% |
False |
False |
94,101 |
80 |
673-6 |
587-0 |
86-6 |
13.4% |
9-1 |
1.4% |
69% |
False |
False |
77,492 |
100 |
681-0 |
587-0 |
94-0 |
14.5% |
9-1 |
1.4% |
63% |
False |
False |
66,999 |
120 |
681-0 |
587-0 |
94-0 |
14.5% |
9-1 |
1.4% |
63% |
False |
False |
58,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
687-1 |
2.618 |
673-2 |
1.618 |
664-6 |
1.000 |
659-4 |
0.618 |
656-2 |
HIGH |
651-0 |
0.618 |
647-6 |
0.500 |
646-6 |
0.382 |
645-6 |
LOW |
642-4 |
0.618 |
637-2 |
1.000 |
634-0 |
1.618 |
628-6 |
2.618 |
620-2 |
4.250 |
606-3 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
646-6 |
645-6 |
PP |
646-5 |
645-1 |
S1 |
646-5 |
644-3 |
|