CME Pit-Traded Corn Future May 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 |
647-2 |
641-6 |
-5-4 |
-0.8% |
666-4 |
| High |
655-0 |
642-4 |
-12-4 |
-1.9% |
670-4 |
| Low |
637-4 |
630-4 |
-7-0 |
-1.1% |
637-6 |
| Close |
637-6 |
630-6 |
-7-0 |
-1.1% |
646-4 |
| Range |
17-4 |
12-0 |
-5-4 |
-31.4% |
32-6 |
| ATR |
11-5 |
11-5 |
0-0 |
0.2% |
0-0 |
| Volume |
178,369 |
153,303 |
-25,066 |
-14.1% |
666,884 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-5 |
662-5 |
637-3 |
|
| R3 |
658-5 |
650-5 |
634-0 |
|
| R2 |
646-5 |
646-5 |
633-0 |
|
| R1 |
638-5 |
638-5 |
631-7 |
636-5 |
| PP |
634-5 |
634-5 |
634-5 |
633-4 |
| S1 |
626-5 |
626-5 |
629-5 |
624-5 |
| S2 |
622-5 |
622-5 |
628-4 |
|
| S3 |
610-5 |
614-5 |
627-4 |
|
| S4 |
598-5 |
602-5 |
624-1 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749-7 |
730-7 |
664-4 |
|
| R3 |
717-1 |
698-1 |
655-4 |
|
| R2 |
684-3 |
684-3 |
652-4 |
|
| R1 |
665-3 |
665-3 |
649-4 |
658-4 |
| PP |
651-5 |
651-5 |
651-5 |
648-1 |
| S1 |
632-5 |
632-5 |
643-4 |
625-6 |
| S2 |
618-7 |
618-7 |
640-4 |
|
| S3 |
586-1 |
599-7 |
637-4 |
|
| S4 |
553-3 |
567-1 |
628-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655-0 |
630-4 |
24-4 |
3.9% |
11-0 |
1.7% |
1% |
False |
True |
139,056 |
| 10 |
673-6 |
630-4 |
43-2 |
6.9% |
10-1 |
1.6% |
1% |
False |
True |
145,969 |
| 20 |
673-6 |
630-4 |
43-2 |
6.9% |
11-0 |
1.7% |
1% |
False |
True |
154,656 |
| 40 |
673-6 |
629-0 |
44-6 |
7.1% |
10-0 |
1.6% |
4% |
False |
False |
124,944 |
| 60 |
673-6 |
599-2 |
74-4 |
11.8% |
9-2 |
1.5% |
42% |
False |
False |
98,881 |
| 80 |
673-6 |
587-0 |
86-6 |
13.8% |
9-2 |
1.5% |
50% |
False |
False |
80,948 |
| 100 |
681-0 |
587-0 |
94-0 |
14.9% |
9-1 |
1.4% |
47% |
False |
False |
70,053 |
| 120 |
681-0 |
587-0 |
94-0 |
14.9% |
9-1 |
1.4% |
47% |
False |
False |
60,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-4 |
|
2.618 |
673-7 |
|
1.618 |
661-7 |
|
1.000 |
654-4 |
|
0.618 |
649-7 |
|
HIGH |
642-4 |
|
0.618 |
637-7 |
|
0.500 |
636-4 |
|
0.382 |
635-1 |
|
LOW |
630-4 |
|
0.618 |
623-1 |
|
1.000 |
618-4 |
|
1.618 |
611-1 |
|
2.618 |
599-1 |
|
4.250 |
579-4 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
636-4 |
642-6 |
| PP |
634-5 |
638-6 |
| S1 |
632-5 |
634-6 |
|