CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
644-4 |
637-4 |
-7-0 |
-1.1% |
641-0 |
High |
648-2 |
644-0 |
-4-2 |
-0.7% |
671-0 |
Low |
641-0 |
637-2 |
-3-6 |
-0.6% |
640-4 |
Close |
641-2 |
642-6 |
1-4 |
0.2% |
670-2 |
Range |
7-2 |
6-6 |
-0-4 |
-6.9% |
30-4 |
ATR |
10-0 |
9-6 |
-0-2 |
-2.3% |
0-0 |
Volume |
52,045 |
46,208 |
-5,837 |
-11.2% |
318,665 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-5 |
658-7 |
646-4 |
|
R3 |
654-7 |
652-1 |
644-5 |
|
R2 |
648-1 |
648-1 |
644-0 |
|
R1 |
645-3 |
645-3 |
643-3 |
646-6 |
PP |
641-3 |
641-3 |
641-3 |
642-0 |
S1 |
638-5 |
638-5 |
642-1 |
640-0 |
S2 |
634-5 |
634-5 |
641-4 |
|
S3 |
627-7 |
631-7 |
640-7 |
|
S4 |
621-1 |
625-1 |
639-0 |
|
|
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 |
637-2 |
33-6 |
5.3% |
7-6 |
1.2% |
16% |
False |
True |
51,323 |
10 |
671-0 |
635-0 |
36-0 |
5.6% |
9-1 |
1.4% |
22% |
False |
False |
60,756 |
20 |
671-0 |
634-2 |
36-6 |
5.7% |
8-4 |
1.3% |
23% |
False |
False |
60,412 |
40 |
671-0 |
633-4 |
37-4 |
5.8% |
8-0 |
1.2% |
25% |
False |
False |
56,855 |
60 |
677-0 |
604-0 |
73-0 |
11.4% |
7-6 |
1.2% |
53% |
False |
False |
51,868 |
80 |
677-0 |
594-2 |
82-6 |
12.9% |
7-6 |
1.2% |
59% |
False |
False |
45,070 |
100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.2% |
55% |
False |
False |
40,508 |
120 |
683-0 |
594-2 |
88-6 |
13.8% |
8-3 |
1.3% |
55% |
False |
False |
37,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
672-6 |
2.618 |
661-5 |
1.618 |
654-7 |
1.000 |
650-6 |
0.618 |
648-1 |
HIGH |
644-0 |
0.618 |
641-3 |
0.500 |
640-5 |
0.382 |
639-7 |
LOW |
637-2 |
0.618 |
633-1 |
1.000 |
630-4 |
1.618 |
626-3 |
2.618 |
619-5 |
4.250 |
608-4 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
642-0 |
645-3 |
PP |
641-3 |
644-4 |
S1 |
640-5 |
643-5 |
|