CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
657-0 |
6-0 |
0.9% |
647-2 |
| High |
659-0 |
666-0 |
7-0 |
1.1% |
655-0 |
| Low |
647-0 |
651-6 |
4-6 |
0.7% |
603-2 |
| Close |
655-0 |
658-2 |
3-2 |
0.5% |
644-0 |
| Range |
12-0 |
14-2 |
2-2 |
18.8% |
51-6 |
| ATR |
14-3 |
14-3 |
0-0 |
0.0% |
0-0 |
| Volume |
0 |
184,758 |
184,758 |
|
950,110 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701-3 |
694-1 |
666-1 |
|
| R3 |
687-1 |
679-7 |
662-1 |
|
| R2 |
672-7 |
672-7 |
660-7 |
|
| R1 |
665-5 |
665-5 |
659-4 |
669-2 |
| PP |
658-5 |
658-5 |
658-5 |
660-4 |
| S1 |
651-3 |
651-3 |
657-0 |
655-0 |
| S2 |
644-3 |
644-3 |
655-5 |
|
| S3 |
630-1 |
637-1 |
654-3 |
|
| S4 |
615-7 |
622-7 |
650-3 |
|
|
| 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 |
666-0 |
603-2 |
62-6 |
9.5% |
15-4 |
2.4% |
88% |
True |
False |
160,639 |
| 10 |
666-0 |
603-2 |
62-6 |
9.5% |
13-2 |
2.0% |
88% |
True |
False |
149,847 |
| 20 |
673-6 |
603-2 |
70-4 |
10.7% |
12-6 |
1.9% |
78% |
False |
False |
155,328 |
| 40 |
673-6 |
603-2 |
70-4 |
10.7% |
11-1 |
1.7% |
78% |
False |
False |
138,157 |
| 60 |
673-6 |
599-2 |
74-4 |
11.3% |
10-0 |
1.5% |
79% |
False |
False |
109,171 |
| 80 |
673-6 |
587-0 |
86-6 |
13.2% |
9-4 |
1.4% |
82% |
False |
False |
89,090 |
| 100 |
680-4 |
587-0 |
93-4 |
14.2% |
9-4 |
1.5% |
76% |
False |
False |
77,035 |
| 120 |
681-0 |
587-0 |
94-0 |
14.3% |
9-2 |
1.4% |
76% |
False |
False |
66,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726-4 |
|
2.618 |
703-2 |
|
1.618 |
689-0 |
|
1.000 |
680-2 |
|
0.618 |
674-6 |
|
HIGH |
666-0 |
|
0.618 |
660-4 |
|
0.500 |
658-7 |
|
0.382 |
657-2 |
|
LOW |
651-6 |
|
0.618 |
643-0 |
|
1.000 |
637-4 |
|
1.618 |
628-6 |
|
2.618 |
614-4 |
|
4.250 |
591-2 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
658-7 |
654-0 |
| PP |
658-5 |
649-6 |
| S1 |
658-4 |
645-4 |
|