CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
651-4 |
644-4 |
-7-0 |
-1.1% |
641-0 |
High |
653-4 |
648-2 |
-5-2 |
-0.8% |
671-0 |
Low |
643-2 |
641-0 |
-2-2 |
-0.3% |
640-4 |
Close |
646-0 |
641-2 |
-4-6 |
-0.7% |
670-2 |
Range |
10-2 |
7-2 |
-3-0 |
-29.3% |
30-4 |
ATR |
10-2 |
10-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
62,926 |
52,045 |
-10,881 |
-17.3% |
318,665 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-2 |
660-4 |
645-2 |
|
R3 |
658-0 |
653-2 |
643-2 |
|
R2 |
650-6 |
650-6 |
642-5 |
|
R1 |
646-0 |
646-0 |
641-7 |
644-6 |
PP |
643-4 |
643-4 |
643-4 |
642-7 |
S1 |
638-6 |
638-6 |
640-5 |
637-4 |
S2 |
636-2 |
636-2 |
639-7 |
|
S3 |
629-0 |
631-4 |
639-2 |
|
S4 |
621-6 |
624-2 |
637-2 |
|
|
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 |
641-0 |
30-0 |
4.7% |
8-0 |
1.2% |
1% |
False |
True |
55,099 |
10 |
671-0 |
634-2 |
36-6 |
5.7% |
9-4 |
1.5% |
19% |
False |
False |
62,386 |
20 |
671-0 |
634-2 |
36-6 |
5.7% |
8-3 |
1.3% |
19% |
False |
False |
60,586 |
40 |
671-0 |
633-4 |
37-4 |
5.8% |
8-0 |
1.2% |
21% |
False |
False |
57,267 |
60 |
677-0 |
604-0 |
73-0 |
11.4% |
7-6 |
1.2% |
51% |
False |
False |
51,508 |
80 |
677-0 |
594-2 |
82-6 |
12.9% |
7-6 |
1.2% |
57% |
False |
False |
44,819 |
100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-1 |
1.3% |
53% |
False |
False |
40,210 |
120 |
683-0 |
594-2 |
88-6 |
13.8% |
8-3 |
1.3% |
53% |
False |
False |
36,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-0 |
2.618 |
667-2 |
1.618 |
660-0 |
1.000 |
655-4 |
0.618 |
652-6 |
HIGH |
648-2 |
0.618 |
645-4 |
0.500 |
644-5 |
0.382 |
643-6 |
LOW |
641-0 |
0.618 |
636-4 |
1.000 |
633-6 |
1.618 |
629-2 |
2.618 |
622-0 |
4.250 |
610-2 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
644-5 |
654-2 |
PP |
643-4 |
649-7 |
S1 |
642-3 |
645-5 |
|