CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
647-2 |
-2-6 |
-0.4% |
666-4 |
| High |
651-0 |
655-0 |
4-0 |
0.6% |
670-4 |
| Low |
642-4 |
637-4 |
-5-0 |
-0.8% |
637-6 |
| Close |
646-4 |
637-6 |
-8-6 |
-1.4% |
646-4 |
| Range |
8-4 |
17-4 |
9-0 |
105.9% |
32-6 |
| ATR |
11-2 |
11-5 |
0-4 |
4.0% |
0-0 |
| Volume |
103,320 |
178,369 |
75,049 |
72.6% |
666,884 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-7 |
684-3 |
647-3 |
|
| R3 |
678-3 |
666-7 |
642-4 |
|
| R2 |
660-7 |
660-7 |
641-0 |
|
| R1 |
649-3 |
649-3 |
639-3 |
646-3 |
| PP |
643-3 |
643-3 |
643-3 |
642-0 |
| S1 |
631-7 |
631-7 |
636-1 |
628-7 |
| S2 |
625-7 |
625-7 |
634-4 |
|
| S3 |
608-3 |
614-3 |
633-0 |
|
| S4 |
590-7 |
596-7 |
628-1 |
|
|
| 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 |
655-0 |
637-4 |
17-4 |
2.7% |
10-6 |
1.7% |
1% |
True |
True |
146,220 |
| 10 |
673-6 |
637-4 |
36-2 |
5.7% |
9-7 |
1.6% |
1% |
False |
True |
146,076 |
| 20 |
673-6 |
631-6 |
42-0 |
6.6% |
10-7 |
1.7% |
14% |
False |
False |
157,046 |
| 40 |
673-6 |
629-0 |
44-6 |
7.0% |
9-7 |
1.5% |
20% |
False |
False |
121,867 |
| 60 |
673-6 |
599-2 |
74-4 |
11.7% |
9-1 |
1.4% |
52% |
False |
False |
96,733 |
| 80 |
673-6 |
587-0 |
86-6 |
13.6% |
9-2 |
1.4% |
59% |
False |
False |
79,372 |
| 100 |
681-0 |
587-0 |
94-0 |
14.7% |
9-1 |
1.4% |
54% |
False |
False |
68,632 |
| 120 |
681-0 |
587-0 |
94-0 |
14.7% |
9-1 |
1.4% |
54% |
False |
False |
59,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-3 |
|
2.618 |
700-7 |
|
1.618 |
683-3 |
|
1.000 |
672-4 |
|
0.618 |
665-7 |
|
HIGH |
655-0 |
|
0.618 |
648-3 |
|
0.500 |
646-2 |
|
0.382 |
644-1 |
|
LOW |
637-4 |
|
0.618 |
626-5 |
|
1.000 |
620-0 |
|
1.618 |
609-1 |
|
2.618 |
591-5 |
|
4.250 |
563-1 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-2 |
646-2 |
| PP |
643-3 |
643-3 |
| S1 |
640-5 |
640-5 |
|