CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
633-4 |
617-4 |
-16-0 |
-2.5% |
666-4 |
| High |
634-0 |
621-0 |
-13-0 |
-2.1% |
670-4 |
| Low |
619-4 |
603-2 |
-16-2 |
-2.6% |
637-6 |
| Close |
620-2 |
604-0 |
-16-2 |
-2.6% |
646-4 |
| Range |
14-4 |
17-6 |
3-2 |
22.4% |
32-6 |
| ATR |
11-7 |
12-2 |
0-3 |
3.5% |
0-0 |
| Volume |
188,116 |
210,375 |
22,259 |
11.8% |
666,884 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-5 |
651-1 |
613-6 |
|
| R3 |
644-7 |
633-3 |
608-7 |
|
| R2 |
627-1 |
627-1 |
607-2 |
|
| R1 |
615-5 |
615-5 |
605-5 |
612-4 |
| PP |
609-3 |
609-3 |
609-3 |
607-7 |
| S1 |
597-7 |
597-7 |
602-3 |
594-6 |
| S2 |
591-5 |
591-5 |
600-6 |
|
| S3 |
573-7 |
580-1 |
599-1 |
|
| S4 |
556-1 |
562-3 |
594-2 |
|
|
| 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 |
603-2 |
51-6 |
8.6% |
14-0 |
2.3% |
1% |
False |
True |
166,696 |
| 10 |
673-6 |
603-2 |
70-4 |
11.7% |
11-3 |
1.9% |
1% |
False |
True |
152,081 |
| 20 |
673-6 |
603-2 |
70-4 |
11.7% |
11-7 |
2.0% |
1% |
False |
True |
156,307 |
| 40 |
673-6 |
603-2 |
70-4 |
11.7% |
10-4 |
1.7% |
1% |
False |
True |
131,893 |
| 60 |
673-6 |
599-2 |
74-4 |
12.3% |
9-5 |
1.6% |
6% |
False |
False |
104,854 |
| 80 |
673-6 |
587-0 |
86-6 |
14.4% |
9-3 |
1.5% |
20% |
False |
False |
85,212 |
| 100 |
681-0 |
587-0 |
94-0 |
15.6% |
9-2 |
1.5% |
18% |
False |
False |
73,613 |
| 120 |
681-0 |
587-0 |
94-0 |
15.6% |
9-2 |
1.5% |
18% |
False |
False |
63,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-4 |
|
2.618 |
667-4 |
|
1.618 |
649-6 |
|
1.000 |
638-6 |
|
0.618 |
632-0 |
|
HIGH |
621-0 |
|
0.618 |
614-2 |
|
0.500 |
612-1 |
|
0.382 |
610-0 |
|
LOW |
603-2 |
|
0.618 |
592-2 |
|
1.000 |
585-4 |
|
1.618 |
574-4 |
|
2.618 |
556-6 |
|
4.250 |
527-6 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
612-1 |
622-7 |
| PP |
609-3 |
616-5 |
| S1 |
606-6 |
610-2 |
|