CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
640-0 |
632-4 |
-7-4 |
-1.2% |
664-4 |
High |
641-0 |
633-0 |
-8-0 |
-1.2% |
667-4 |
Low |
630-0 |
619-0 |
-11-0 |
-1.7% |
637-2 |
Close |
630-6 |
619-4 |
-11-2 |
-1.8% |
644-4 |
Range |
11-0 |
14-0 |
3-0 |
27.3% |
30-2 |
ATR |
10-1 |
10-3 |
0-2 |
2.7% |
0-0 |
Volume |
56,068 |
84,700 |
28,632 |
51.1% |
243,821 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-7 |
656-5 |
627-2 |
|
R3 |
651-7 |
642-5 |
623-3 |
|
R2 |
637-7 |
637-7 |
622-1 |
|
R1 |
628-5 |
628-5 |
620-6 |
626-2 |
PP |
623-7 |
623-7 |
623-7 |
622-5 |
S1 |
614-5 |
614-5 |
618-2 |
612-2 |
S2 |
609-7 |
609-7 |
616-7 |
|
S3 |
595-7 |
600-5 |
615-5 |
|
S4 |
581-7 |
586-5 |
611-6 |
|
|
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 |
619-0 |
32-2 |
5.2% |
11-0 |
1.8% |
2% |
False |
True |
59,466 |
10 |
671-0 |
619-0 |
52-0 |
8.4% |
9-4 |
1.5% |
1% |
False |
True |
57,282 |
20 |
671-0 |
619-0 |
52-0 |
8.4% |
9-4 |
1.5% |
1% |
False |
True |
61,269 |
40 |
671-0 |
619-0 |
52-0 |
8.4% |
8-4 |
1.4% |
1% |
False |
True |
58,575 |
60 |
677-0 |
604-0 |
73-0 |
11.8% |
8-0 |
1.3% |
21% |
False |
False |
54,621 |
80 |
677-0 |
594-2 |
82-6 |
13.4% |
8-0 |
1.3% |
31% |
False |
False |
47,124 |
100 |
683-0 |
594-2 |
88-6 |
14.3% |
8-0 |
1.3% |
28% |
False |
False |
42,381 |
120 |
683-0 |
594-2 |
88-6 |
14.3% |
8-3 |
1.4% |
28% |
False |
False |
38,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-4 |
2.618 |
669-5 |
1.618 |
655-5 |
1.000 |
647-0 |
0.618 |
641-5 |
HIGH |
633-0 |
0.618 |
627-5 |
0.500 |
626-0 |
0.382 |
624-3 |
LOW |
619-0 |
0.618 |
610-3 |
1.000 |
605-0 |
1.618 |
596-3 |
2.618 |
582-3 |
4.250 |
559-4 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
626-0 |
635-1 |
PP |
623-7 |
629-7 |
S1 |
621-5 |
624-6 |
|