CME Pit-Traded Corn Future May 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 |
654-4 |
646-0 |
-8-4 |
-1.3% |
643-4 |
| High |
654-6 |
650-4 |
-4-2 |
-0.6% |
673-6 |
| Low |
643-4 |
641-4 |
-2-0 |
-0.3% |
643-2 |
| Close |
647-4 |
642-0 |
-5-4 |
-0.8% |
673-0 |
| Range |
11-2 |
9-0 |
-2-2 |
-20.0% |
30-4 |
| ATR |
11-7 |
11-6 |
-0-2 |
-1.7% |
0-0 |
| Volume |
189,125 |
132,608 |
-56,517 |
-29.9% |
780,817 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671-5 |
665-7 |
647-0 |
|
| R3 |
662-5 |
656-7 |
644-4 |
|
| R2 |
653-5 |
653-5 |
643-5 |
|
| R1 |
647-7 |
647-7 |
642-7 |
646-2 |
| PP |
644-5 |
644-5 |
644-5 |
643-7 |
| S1 |
638-7 |
638-7 |
641-1 |
637-2 |
| S2 |
635-5 |
635-5 |
640-3 |
|
| S3 |
626-5 |
629-7 |
639-4 |
|
| S4 |
617-5 |
620-7 |
637-0 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-7 |
744-3 |
689-6 |
|
| R3 |
724-3 |
713-7 |
681-3 |
|
| R2 |
693-7 |
693-7 |
678-5 |
|
| R1 |
683-3 |
683-3 |
675-6 |
688-5 |
| PP |
663-3 |
663-3 |
663-3 |
666-0 |
| S1 |
652-7 |
652-7 |
670-2 |
658-1 |
| S2 |
632-7 |
632-7 |
667-3 |
|
| S3 |
602-3 |
622-3 |
664-5 |
|
| S4 |
571-7 |
591-7 |
656-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
673-6 |
641-4 |
32-2 |
5.0% |
9-1 |
1.4% |
2% |
False |
True |
146,501 |
| 10 |
673-6 |
631-6 |
42-0 |
6.5% |
11-4 |
1.8% |
24% |
False |
False |
155,880 |
| 20 |
673-6 |
631-6 |
42-0 |
6.5% |
10-5 |
1.7% |
24% |
False |
False |
154,350 |
| 40 |
673-6 |
629-0 |
44-6 |
7.0% |
9-6 |
1.5% |
29% |
False |
False |
115,876 |
| 60 |
673-6 |
599-2 |
74-4 |
11.6% |
9-0 |
1.4% |
57% |
False |
False |
90,823 |
| 80 |
673-6 |
587-0 |
86-6 |
13.5% |
9-1 |
1.4% |
63% |
False |
False |
75,205 |
| 100 |
681-0 |
587-0 |
94-0 |
14.6% |
9-1 |
1.4% |
59% |
False |
False |
64,917 |
| 120 |
681-0 |
587-0 |
94-0 |
14.6% |
9-1 |
1.4% |
59% |
False |
False |
56,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-6 |
|
2.618 |
674-0 |
|
1.618 |
665-0 |
|
1.000 |
659-4 |
|
0.618 |
656-0 |
|
HIGH |
650-4 |
|
0.618 |
647-0 |
|
0.500 |
646-0 |
|
0.382 |
645-0 |
|
LOW |
641-4 |
|
0.618 |
636-0 |
|
1.000 |
632-4 |
|
1.618 |
627-0 |
|
2.618 |
618-0 |
|
4.250 |
603-2 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-0 |
656-0 |
| PP |
644-5 |
651-3 |
| S1 |
643-3 |
646-5 |
|