CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
658-4 |
657-4 |
-1-0 |
-0.2% |
647-2 |
| High |
662-4 |
663-2 |
0-6 |
0.1% |
655-0 |
| Low |
651-4 |
654-6 |
3-2 |
0.5% |
603-2 |
| Close |
656-6 |
658-2 |
1-4 |
0.2% |
644-0 |
| Range |
11-0 |
8-4 |
-2-4 |
-22.7% |
51-6 |
| ATR |
14-1 |
13-6 |
-0-3 |
-2.8% |
0-0 |
| Volume |
155,250 |
129,907 |
-25,343 |
-16.3% |
950,110 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-2 |
679-6 |
662-7 |
|
| R3 |
675-6 |
671-2 |
660-5 |
|
| R2 |
667-2 |
667-2 |
659-6 |
|
| R1 |
662-6 |
662-6 |
659-0 |
665-0 |
| PP |
658-6 |
658-6 |
658-6 |
659-7 |
| S1 |
654-2 |
654-2 |
657-4 |
656-4 |
| S2 |
650-2 |
650-2 |
656-6 |
|
| S3 |
641-6 |
645-6 |
655-7 |
|
| S4 |
633-2 |
637-2 |
653-5 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789-3 |
768-3 |
672-4 |
|
| R3 |
737-5 |
716-5 |
658-2 |
|
| R2 |
685-7 |
685-7 |
653-4 |
|
| R1 |
664-7 |
664-7 |
648-6 |
649-4 |
| PP |
634-1 |
634-1 |
634-1 |
626-3 |
| S1 |
613-1 |
613-1 |
639-2 |
597-6 |
| S2 |
582-3 |
582-3 |
634-4 |
|
| S3 |
530-5 |
561-3 |
629-6 |
|
| S4 |
478-7 |
509-5 |
615-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666-0 |
625-0 |
41-0 |
6.2% |
13-0 |
2.0% |
81% |
False |
False |
137,972 |
| 10 |
666-0 |
603-2 |
62-6 |
9.5% |
13-4 |
2.1% |
88% |
False |
False |
152,334 |
| 20 |
673-6 |
603-2 |
70-4 |
10.7% |
12-2 |
1.9% |
78% |
False |
False |
153,356 |
| 40 |
673-6 |
603-2 |
70-4 |
10.7% |
11-1 |
1.7% |
78% |
False |
False |
141,886 |
| 60 |
673-6 |
599-2 |
74-4 |
11.3% |
10-1 |
1.5% |
79% |
False |
False |
112,527 |
| 80 |
673-6 |
587-0 |
86-6 |
13.2% |
9-4 |
1.4% |
82% |
False |
False |
92,002 |
| 100 |
673-6 |
587-0 |
86-6 |
13.2% |
9-4 |
1.4% |
82% |
False |
False |
78,988 |
| 120 |
681-0 |
587-0 |
94-0 |
14.3% |
9-2 |
1.4% |
76% |
False |
False |
68,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
699-3 |
|
2.618 |
685-4 |
|
1.618 |
677-0 |
|
1.000 |
671-6 |
|
0.618 |
668-4 |
|
HIGH |
663-2 |
|
0.618 |
660-0 |
|
0.500 |
659-0 |
|
0.382 |
658-0 |
|
LOW |
654-6 |
|
0.618 |
649-4 |
|
1.000 |
646-2 |
|
1.618 |
641-0 |
|
2.618 |
632-4 |
|
4.250 |
618-5 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
659-0 |
658-6 |
| PP |
658-6 |
658-5 |
| S1 |
658-4 |
658-3 |
|