CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
627-0 |
651-0 |
24-0 |
3.8% |
647-2 |
| High |
644-0 |
659-0 |
15-0 |
2.3% |
655-0 |
| Low |
625-0 |
647-0 |
22-0 |
3.5% |
603-2 |
| Close |
644-0 |
655-0 |
11-0 |
1.7% |
644-0 |
| Range |
19-0 |
12-0 |
-7-0 |
-36.8% |
51-6 |
| ATR |
14-2 |
14-3 |
0-0 |
0.4% |
0-0 |
| Volume |
219,947 |
0 |
-219,947 |
-100.0% |
950,110 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-5 |
684-3 |
661-5 |
|
| R3 |
677-5 |
672-3 |
658-2 |
|
| R2 |
665-5 |
665-5 |
657-2 |
|
| R1 |
660-3 |
660-3 |
656-1 |
663-0 |
| PP |
653-5 |
653-5 |
653-5 |
655-0 |
| S1 |
648-3 |
648-3 |
653-7 |
651-0 |
| S2 |
641-5 |
641-5 |
652-6 |
|
| S3 |
629-5 |
636-3 |
651-6 |
|
| S4 |
617-5 |
624-3 |
648-3 |
|
|
| 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 |
659-0 |
603-2 |
55-6 |
8.5% |
15-0 |
2.3% |
93% |
True |
False |
154,348 |
| 10 |
659-0 |
603-2 |
55-6 |
8.5% |
12-7 |
2.0% |
93% |
True |
False |
150,284 |
| 20 |
673-6 |
603-2 |
70-4 |
10.8% |
12-4 |
1.9% |
73% |
False |
False |
153,109 |
| 40 |
673-6 |
603-2 |
70-4 |
10.8% |
10-7 |
1.7% |
73% |
False |
False |
134,628 |
| 60 |
673-6 |
599-2 |
74-4 |
11.4% |
9-7 |
1.5% |
75% |
False |
False |
107,097 |
| 80 |
673-6 |
587-0 |
86-6 |
13.2% |
9-3 |
1.4% |
78% |
False |
False |
87,352 |
| 100 |
681-0 |
587-0 |
94-0 |
14.4% |
9-4 |
1.4% |
72% |
False |
False |
75,479 |
| 120 |
681-0 |
587-0 |
94-0 |
14.4% |
9-3 |
1.4% |
72% |
False |
False |
65,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
710-0 |
|
2.618 |
690-3 |
|
1.618 |
678-3 |
|
1.000 |
671-0 |
|
0.618 |
666-3 |
|
HIGH |
659-0 |
|
0.618 |
654-3 |
|
0.500 |
653-0 |
|
0.382 |
651-5 |
|
LOW |
647-0 |
|
0.618 |
639-5 |
|
1.000 |
635-0 |
|
1.618 |
627-5 |
|
2.618 |
615-5 |
|
4.250 |
596-0 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
654-3 |
647-0 |
| PP |
653-5 |
639-1 |
| S1 |
653-0 |
631-1 |
|