CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
657-0 |
658-4 |
1-4 |
0.2% |
647-2 |
High |
666-0 |
662-4 |
-3-4 |
-0.5% |
655-0 |
Low |
651-6 |
651-4 |
-0-2 |
0.0% |
603-2 |
Close |
658-2 |
656-6 |
-1-4 |
-0.2% |
644-0 |
Range |
14-2 |
11-0 |
-3-2 |
-22.8% |
51-6 |
ATR |
14-3 |
14-1 |
-0-2 |
-1.7% |
0-0 |
Volume |
184,758 |
155,250 |
-29,508 |
-16.0% |
950,110 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-7 |
684-3 |
662-6 |
|
R3 |
678-7 |
673-3 |
659-6 |
|
R2 |
667-7 |
667-7 |
658-6 |
|
R1 |
662-3 |
662-3 |
657-6 |
659-5 |
PP |
656-7 |
656-7 |
656-7 |
655-4 |
S1 |
651-3 |
651-3 |
655-6 |
648-5 |
S2 |
645-7 |
645-7 |
654-6 |
|
S3 |
634-7 |
640-3 |
653-6 |
|
S4 |
623-7 |
629-3 |
650-6 |
|
|
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 |
9.6% |
14-6 |
2.3% |
85% |
False |
False |
154,066 |
10 |
666-0 |
603-2 |
62-6 |
9.6% |
13-3 |
2.0% |
85% |
False |
False |
152,111 |
20 |
673-6 |
603-2 |
70-4 |
10.7% |
12-4 |
1.9% |
76% |
False |
False |
153,996 |
40 |
673-6 |
603-2 |
70-4 |
10.7% |
11-2 |
1.7% |
76% |
False |
False |
140,566 |
60 |
673-6 |
599-2 |
74-4 |
11.3% |
10-1 |
1.5% |
77% |
False |
False |
110,973 |
80 |
673-6 |
587-0 |
86-6 |
13.2% |
9-4 |
1.4% |
80% |
False |
False |
90,678 |
100 |
673-6 |
587-0 |
86-6 |
13.2% |
9-4 |
1.4% |
80% |
False |
False |
78,232 |
120 |
681-0 |
587-0 |
94-0 |
14.3% |
9-2 |
1.4% |
74% |
False |
False |
67,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-2 |
2.618 |
691-2 |
1.618 |
680-2 |
1.000 |
673-4 |
0.618 |
669-2 |
HIGH |
662-4 |
0.618 |
658-2 |
0.500 |
657-0 |
0.382 |
655-6 |
LOW |
651-4 |
0.618 |
644-6 |
1.000 |
640-4 |
1.618 |
633-6 |
2.618 |
622-6 |
4.250 |
604-6 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
657-0 |
656-5 |
PP |
656-7 |
656-5 |
S1 |
656-7 |
656-4 |
|