CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
617-4 |
627-0 |
9-4 |
1.5% |
647-2 |
High |
621-0 |
644-0 |
23-0 |
3.7% |
655-0 |
Low |
603-2 |
625-0 |
21-6 |
3.6% |
603-2 |
Close |
604-0 |
644-0 |
40-0 |
6.6% |
644-0 |
Range |
17-6 |
19-0 |
1-2 |
7.0% |
51-6 |
ATR |
12-2 |
14-2 |
2-0 |
16.1% |
0-0 |
Volume |
210,375 |
219,947 |
9,572 |
4.5% |
950,110 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-5 |
688-3 |
654-4 |
|
R3 |
675-5 |
669-3 |
649-2 |
|
R2 |
656-5 |
656-5 |
647-4 |
|
R1 |
650-3 |
650-3 |
645-6 |
653-4 |
PP |
637-5 |
637-5 |
637-5 |
639-2 |
S1 |
631-3 |
631-3 |
642-2 |
634-4 |
S2 |
618-5 |
618-5 |
640-4 |
|
S3 |
599-5 |
612-3 |
638-6 |
|
S4 |
580-5 |
593-3 |
633-4 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789-3 |
768-3 |
672-4 |
|
R3 |
737-5 |
716-5 |
658-2 |
|
R2 |
685-7 |
685-7 |
653-4 |
|
R1 |
664-7 |
664-7 |
648-6 |
649-4 |
PP |
634-1 |
634-1 |
634-1 |
626-3 |
S1 |
613-1 |
613-1 |
639-2 |
597-6 |
S2 |
582-3 |
582-3 |
634-4 |
|
S3 |
530-5 |
561-3 |
629-6 |
|
S4 |
478-7 |
509-5 |
615-4 |
|
|
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 |
8.0% |
16-1 |
2.5% |
79% |
False |
False |
190,022 |
10 |
670-4 |
603-2 |
67-2 |
10.4% |
12-4 |
1.9% |
61% |
False |
False |
161,699 |
20 |
673-6 |
603-2 |
70-4 |
10.9% |
12-3 |
1.9% |
58% |
False |
False |
160,582 |
40 |
673-6 |
603-2 |
70-4 |
10.9% |
10-5 |
1.7% |
58% |
False |
False |
136,177 |
60 |
673-6 |
599-2 |
74-4 |
11.6% |
9-7 |
1.5% |
60% |
False |
False |
107,807 |
80 |
673-6 |
587-0 |
86-6 |
13.5% |
9-4 |
1.5% |
66% |
False |
False |
87,698 |
100 |
681-0 |
587-0 |
94-0 |
14.6% |
9-3 |
1.5% |
61% |
False |
False |
75,652 |
120 |
681-0 |
587-0 |
94-0 |
14.6% |
9-3 |
1.5% |
61% |
False |
False |
65,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-6 |
2.618 |
693-6 |
1.618 |
674-6 |
1.000 |
663-0 |
0.618 |
655-6 |
HIGH |
644-0 |
0.618 |
636-6 |
0.500 |
634-4 |
0.382 |
632-2 |
LOW |
625-0 |
0.618 |
613-2 |
1.000 |
606-0 |
1.618 |
594-2 |
2.618 |
575-2 |
4.250 |
544-2 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
640-7 |
637-2 |
PP |
637-5 |
630-3 |
S1 |
634-4 |
623-5 |
|