CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
644-2 |
640-0 |
-4-2 |
-0.7% |
664-4 |
High |
651-2 |
641-0 |
-10-2 |
-1.6% |
667-4 |
Low |
636-0 |
630-0 |
-6-0 |
-0.9% |
637-2 |
Close |
636-0 |
630-6 |
-5-2 |
-0.8% |
644-4 |
Range |
15-2 |
11-0 |
-4-2 |
-27.9% |
30-2 |
ATR |
10-0 |
10-1 |
0-1 |
0.7% |
0-0 |
Volume |
75,243 |
56,068 |
-19,175 |
-25.5% |
243,821 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-7 |
659-7 |
636-6 |
|
R3 |
655-7 |
648-7 |
633-6 |
|
R2 |
644-7 |
644-7 |
632-6 |
|
R1 |
637-7 |
637-7 |
631-6 |
635-7 |
PP |
633-7 |
633-7 |
633-7 |
633-0 |
S1 |
626-7 |
626-7 |
629-6 |
624-7 |
S2 |
622-7 |
622-7 |
628-6 |
|
S3 |
611-7 |
615-7 |
627-6 |
|
S4 |
600-7 |
604-7 |
624-6 |
|
|
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 |
651-2 |
630-0 |
21-2 |
3.4% |
9-5 |
1.5% |
4% |
False |
True |
52,935 |
10 |
671-0 |
630-0 |
41-0 |
6.5% |
8-7 |
1.4% |
2% |
False |
True |
55,612 |
20 |
671-0 |
630-0 |
41-0 |
6.5% |
9-1 |
1.4% |
2% |
False |
True |
59,790 |
40 |
671-0 |
630-0 |
41-0 |
6.5% |
8-2 |
1.3% |
2% |
False |
True |
57,395 |
60 |
677-0 |
604-0 |
73-0 |
11.6% |
7-7 |
1.3% |
37% |
False |
False |
53,646 |
80 |
677-0 |
594-2 |
82-6 |
13.1% |
7-7 |
1.3% |
44% |
False |
False |
46,348 |
100 |
683-0 |
594-2 |
88-6 |
14.1% |
8-0 |
1.3% |
41% |
False |
False |
41,733 |
120 |
683-0 |
594-2 |
88-6 |
14.1% |
8-3 |
1.3% |
41% |
False |
False |
37,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
687-6 |
2.618 |
669-6 |
1.618 |
658-6 |
1.000 |
652-0 |
0.618 |
647-6 |
HIGH |
641-0 |
0.618 |
636-6 |
0.500 |
635-4 |
0.382 |
634-2 |
LOW |
630-0 |
0.618 |
623-2 |
1.000 |
619-0 |
1.618 |
612-2 |
2.618 |
601-2 |
4.250 |
583-2 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
635-4 |
640-5 |
PP |
633-7 |
637-3 |
S1 |
632-3 |
634-0 |
|