CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
617-0 |
632-4 |
15-4 |
2.5% |
644-2 |
High |
620-0 |
643-6 |
23-6 |
3.8% |
651-2 |
Low |
603-0 |
622-4 |
19-4 |
3.2% |
603-0 |
Close |
603-6 |
643-2 |
39-4 |
6.5% |
643-2 |
Range |
17-0 |
21-2 |
4-2 |
25.0% |
48-2 |
ATR |
10-7 |
13-0 |
2-1 |
19.2% |
0-0 |
Volume |
93,318 |
136,534 |
43,216 |
46.3% |
445,863 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-2 |
693-0 |
655-0 |
|
R3 |
679-0 |
671-6 |
649-1 |
|
R2 |
657-6 |
657-6 |
647-1 |
|
R1 |
650-4 |
650-4 |
645-2 |
654-1 |
PP |
636-4 |
636-4 |
636-4 |
638-2 |
S1 |
629-2 |
629-2 |
641-2 |
632-7 |
S2 |
615-2 |
615-2 |
639-3 |
|
S3 |
594-0 |
608-0 |
637-3 |
|
S4 |
572-6 |
586-6 |
631-4 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
777-2 |
758-4 |
669-6 |
|
R3 |
729-0 |
710-2 |
656-4 |
|
R2 |
680-6 |
680-6 |
652-1 |
|
R1 |
662-0 |
662-0 |
647-5 |
647-2 |
PP |
632-4 |
632-4 |
632-4 |
625-1 |
S1 |
613-6 |
613-6 |
638-7 |
599-0 |
S2 |
584-2 |
584-2 |
634-3 |
|
S3 |
536-0 |
565-4 |
630-0 |
|
S4 |
487-6 |
517-2 |
616-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
651-2 |
603-0 |
48-2 |
7.5% |
15-6 |
2.4% |
83% |
False |
False |
89,172 |
10 |
667-4 |
603-0 |
64-4 |
10.0% |
11-7 |
1.8% |
62% |
False |
False |
68,968 |
20 |
671-0 |
603-0 |
68-0 |
10.6% |
10-7 |
1.7% |
59% |
False |
False |
66,776 |
40 |
671-0 |
603-0 |
68-0 |
10.6% |
9-0 |
1.4% |
59% |
False |
False |
61,561 |
60 |
672-0 |
603-0 |
69-0 |
10.7% |
8-4 |
1.3% |
58% |
False |
False |
57,287 |
80 |
677-0 |
594-2 |
82-6 |
12.9% |
8-3 |
1.3% |
59% |
False |
False |
49,126 |
100 |
683-0 |
594-2 |
88-6 |
13.8% |
8-2 |
1.3% |
55% |
False |
False |
44,279 |
120 |
683-0 |
594-2 |
88-6 |
13.8% |
8-5 |
1.3% |
55% |
False |
False |
40,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
734-0 |
2.618 |
699-3 |
1.618 |
678-1 |
1.000 |
665-0 |
0.618 |
656-7 |
HIGH |
643-6 |
0.618 |
635-5 |
0.500 |
633-1 |
0.382 |
630-5 |
LOW |
622-4 |
0.618 |
609-3 |
1.000 |
601-2 |
1.618 |
588-1 |
2.618 |
566-7 |
4.250 |
532-2 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
639-7 |
636-5 |
PP |
636-4 |
630-0 |
S1 |
633-1 |
623-3 |
|