CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
641-6 |
633-4 |
-8-2 |
-1.3% |
666-4 |
High |
642-4 |
634-0 |
-8-4 |
-1.3% |
670-4 |
Low |
630-4 |
619-4 |
-11-0 |
-1.7% |
637-6 |
Close |
630-6 |
620-2 |
-10-4 |
-1.7% |
646-4 |
Range |
12-0 |
14-4 |
2-4 |
20.8% |
32-6 |
ATR |
11-5 |
11-7 |
0-2 |
1.7% |
0-0 |
Volume |
153,303 |
188,116 |
34,813 |
22.7% |
666,884 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-1 |
658-5 |
628-2 |
|
R3 |
653-5 |
644-1 |
624-2 |
|
R2 |
639-1 |
639-1 |
622-7 |
|
R1 |
629-5 |
629-5 |
621-5 |
627-1 |
PP |
624-5 |
624-5 |
624-5 |
623-2 |
S1 |
615-1 |
615-1 |
618-7 |
612-5 |
S2 |
610-1 |
610-1 |
617-5 |
|
S3 |
595-5 |
600-5 |
616-2 |
|
S4 |
581-1 |
586-1 |
612-2 |
|
|
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 |
619-4 |
35-4 |
5.7% |
12-0 |
1.9% |
2% |
False |
True |
150,157 |
10 |
673-6 |
619-4 |
54-2 |
8.7% |
10-5 |
1.7% |
1% |
False |
True |
148,329 |
20 |
673-6 |
619-4 |
54-2 |
8.7% |
11-3 |
1.8% |
1% |
False |
True |
154,208 |
40 |
673-6 |
619-4 |
54-2 |
8.7% |
10-2 |
1.6% |
1% |
False |
True |
128,630 |
60 |
673-6 |
599-2 |
74-4 |
12.0% |
9-3 |
1.5% |
28% |
False |
False |
101,646 |
80 |
673-6 |
587-0 |
86-6 |
14.0% |
9-2 |
1.5% |
38% |
False |
False |
82,994 |
100 |
681-0 |
587-0 |
94-0 |
15.2% |
9-1 |
1.5% |
35% |
False |
False |
71,727 |
120 |
681-0 |
587-0 |
94-0 |
15.2% |
9-1 |
1.5% |
35% |
False |
False |
62,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-5 |
2.618 |
672-0 |
1.618 |
657-4 |
1.000 |
648-4 |
0.618 |
643-0 |
HIGH |
634-0 |
0.618 |
628-4 |
0.500 |
626-6 |
0.382 |
625-0 |
LOW |
619-4 |
0.618 |
610-4 |
1.000 |
605-0 |
1.618 |
596-0 |
2.618 |
581-4 |
4.250 |
557-7 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
626-6 |
637-2 |
PP |
624-5 |
631-5 |
S1 |
622-3 |
625-7 |
|