CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
664-4 |
651-4 |
-13-0 |
-2.0% |
641-0 |
High |
667-4 |
653-4 |
-14-0 |
-2.1% |
671-0 |
Low |
659-6 |
643-2 |
-16-4 |
-2.5% |
640-4 |
Close |
661-4 |
646-0 |
-15-4 |
-2.3% |
670-2 |
Range |
7-6 |
10-2 |
2-4 |
32.3% |
30-4 |
ATR |
9-5 |
10-2 |
0-5 |
6.4% |
0-0 |
Volume |
47,531 |
62,926 |
15,395 |
32.4% |
318,665 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
678-3 |
672-3 |
651-5 |
|
R3 |
668-1 |
662-1 |
648-7 |
|
R2 |
657-7 |
657-7 |
647-7 |
|
R1 |
651-7 |
651-7 |
647-0 |
649-6 |
PP |
647-5 |
647-5 |
647-5 |
646-4 |
S1 |
641-5 |
641-5 |
645-0 |
639-4 |
S2 |
637-3 |
637-3 |
644-1 |
|
S3 |
627-1 |
631-3 |
643-1 |
|
S4 |
616-7 |
621-1 |
640-3 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-1 |
741-5 |
687-0 |
|
R3 |
721-5 |
711-1 |
678-5 |
|
R2 |
691-1 |
691-1 |
675-7 |
|
R1 |
680-5 |
680-5 |
673-0 |
685-7 |
PP |
660-5 |
660-5 |
660-5 |
663-2 |
S1 |
650-1 |
650-1 |
667-4 |
655-3 |
S2 |
630-1 |
630-1 |
664-5 |
|
S3 |
599-5 |
619-5 |
661-7 |
|
S4 |
569-1 |
589-1 |
653-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-0 |
643-2 |
27-6 |
4.3% |
8-1 |
1.3% |
10% |
False |
True |
58,290 |
10 |
671-0 |
634-2 |
36-6 |
5.7% |
10-1 |
1.6% |
32% |
False |
False |
63,663 |
20 |
671-0 |
634-2 |
36-6 |
5.7% |
8-4 |
1.3% |
32% |
False |
False |
60,789 |
40 |
671-0 |
626-0 |
45-0 |
7.0% |
8-1 |
1.3% |
44% |
False |
False |
57,203 |
60 |
677-0 |
604-0 |
73-0 |
11.3% |
7-6 |
1.2% |
58% |
False |
False |
51,130 |
80 |
677-0 |
594-2 |
82-6 |
12.8% |
7-6 |
1.2% |
63% |
False |
False |
44,405 |
100 |
683-0 |
594-2 |
88-6 |
13.7% |
8-1 |
1.3% |
58% |
False |
False |
39,805 |
120 |
683-0 |
594-2 |
88-6 |
13.7% |
8-2 |
1.3% |
58% |
False |
False |
36,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-0 |
2.618 |
680-3 |
1.618 |
670-1 |
1.000 |
663-6 |
0.618 |
659-7 |
HIGH |
653-4 |
0.618 |
649-5 |
0.500 |
648-3 |
0.382 |
647-1 |
LOW |
643-2 |
0.618 |
636-7 |
1.000 |
633-0 |
1.618 |
626-5 |
2.618 |
616-3 |
4.250 |
599-6 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
648-3 |
657-1 |
PP |
647-5 |
653-3 |
S1 |
646-6 |
649-6 |
|