CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
648-0 |
644-2 |
-3-6 |
-0.6% |
664-4 |
High |
649-0 |
651-2 |
2-2 |
0.3% |
667-4 |
Low |
641-0 |
636-0 |
-5-0 |
-0.8% |
637-2 |
Close |
644-4 |
636-0 |
-8-4 |
-1.3% |
644-4 |
Range |
8-0 |
15-2 |
7-2 |
90.6% |
30-2 |
ATR |
9-5 |
10-0 |
0-3 |
4.1% |
0-0 |
Volume |
35,111 |
75,243 |
40,132 |
114.3% |
243,821 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-7 |
676-5 |
644-3 |
|
R3 |
671-5 |
661-3 |
640-2 |
|
R2 |
656-3 |
656-3 |
638-6 |
|
R1 |
646-1 |
646-1 |
637-3 |
643-5 |
PP |
641-1 |
641-1 |
641-1 |
639-6 |
S1 |
630-7 |
630-7 |
634-5 |
628-3 |
S2 |
625-7 |
625-7 |
633-2 |
|
S3 |
610-5 |
615-5 |
631-6 |
|
S4 |
595-3 |
600-3 |
627-5 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-4 |
722-6 |
661-1 |
|
R3 |
710-2 |
692-4 |
652-7 |
|
R2 |
680-0 |
680-0 |
650-0 |
|
R1 |
662-2 |
662-2 |
647-2 |
656-0 |
PP |
649-6 |
649-6 |
649-6 |
646-5 |
S1 |
632-0 |
632-0 |
641-6 |
625-6 |
S2 |
619-4 |
619-4 |
639-0 |
|
S3 |
589-2 |
601-6 |
636-1 |
|
S4 |
559-0 |
571-4 |
627-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
653-4 |
636-0 |
17-4 |
2.8% |
9-4 |
1.5% |
0% |
False |
True |
54,306 |
10 |
671-0 |
636-0 |
35-0 |
5.5% |
8-3 |
1.3% |
0% |
False |
True |
56,862 |
20 |
671-0 |
634-2 |
36-6 |
5.8% |
8-7 |
1.4% |
5% |
False |
False |
59,936 |
40 |
671-0 |
633-4 |
37-4 |
5.9% |
8-1 |
1.3% |
7% |
False |
False |
56,794 |
60 |
677-0 |
604-0 |
73-0 |
11.5% |
7-7 |
1.2% |
44% |
False |
False |
53,127 |
80 |
677-0 |
594-2 |
82-6 |
13.0% |
7-7 |
1.2% |
50% |
False |
False |
45,944 |
100 |
683-0 |
594-2 |
88-6 |
14.0% |
8-1 |
1.3% |
47% |
False |
False |
41,301 |
120 |
683-0 |
594-2 |
88-6 |
14.0% |
8-2 |
1.3% |
47% |
False |
False |
37,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
716-0 |
2.618 |
691-1 |
1.618 |
675-7 |
1.000 |
666-4 |
0.618 |
660-5 |
HIGH |
651-2 |
0.618 |
645-3 |
0.500 |
643-5 |
0.382 |
641-7 |
LOW |
636-0 |
0.618 |
626-5 |
1.000 |
620-6 |
1.618 |
611-3 |
2.618 |
596-1 |
4.250 |
571-2 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
643-5 |
643-5 |
PP |
641-1 |
641-1 |
S1 |
638-4 |
638-4 |
|