CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
632-4 |
647-0 |
14-4 |
2.3% |
644-2 |
| High |
643-6 |
653-4 |
9-6 |
1.5% |
651-2 |
| Low |
622-4 |
644-0 |
21-4 |
3.5% |
603-0 |
| Close |
643-2 |
651-0 |
7-6 |
1.2% |
643-2 |
| Range |
21-2 |
9-4 |
-11-6 |
-55.3% |
48-2 |
| ATR |
13-0 |
12-6 |
-0-2 |
-1.5% |
0-0 |
| Volume |
136,534 |
0 |
-136,534 |
-100.0% |
445,863 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-0 |
674-0 |
656-2 |
|
| R3 |
668-4 |
664-4 |
653-5 |
|
| R2 |
659-0 |
659-0 |
652-6 |
|
| R1 |
655-0 |
655-0 |
651-7 |
657-0 |
| PP |
649-4 |
649-4 |
649-4 |
650-4 |
| S1 |
645-4 |
645-4 |
650-1 |
647-4 |
| S2 |
640-0 |
640-0 |
649-2 |
|
| S3 |
630-4 |
636-0 |
648-3 |
|
| S4 |
621-0 |
626-4 |
645-6 |
|
|
| 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 |
653-4 |
603-0 |
50-4 |
7.8% |
14-4 |
2.2% |
95% |
True |
False |
74,124 |
| 10 |
653-4 |
603-0 |
50-4 |
7.8% |
12-0 |
1.8% |
95% |
True |
False |
64,215 |
| 20 |
671-0 |
603-0 |
68-0 |
10.4% |
11-0 |
1.7% |
71% |
False |
False |
63,725 |
| 40 |
671-0 |
603-0 |
68-0 |
10.4% |
9-1 |
1.4% |
71% |
False |
False |
60,190 |
| 60 |
672-0 |
603-0 |
69-0 |
10.6% |
8-4 |
1.3% |
70% |
False |
False |
56,657 |
| 80 |
677-0 |
594-2 |
82-6 |
12.7% |
8-2 |
1.3% |
69% |
False |
False |
48,717 |
| 100 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
64% |
False |
False |
44,107 |
| 120 |
683-0 |
594-2 |
88-6 |
13.6% |
8-5 |
1.3% |
64% |
False |
False |
40,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-7 |
|
2.618 |
678-3 |
|
1.618 |
668-7 |
|
1.000 |
663-0 |
|
0.618 |
659-3 |
|
HIGH |
653-4 |
|
0.618 |
649-7 |
|
0.500 |
648-6 |
|
0.382 |
647-5 |
|
LOW |
644-0 |
|
0.618 |
638-1 |
|
1.000 |
634-4 |
|
1.618 |
628-5 |
|
2.618 |
619-1 |
|
4.250 |
603-5 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
650-2 |
643-3 |
| PP |
649-4 |
635-7 |
| S1 |
648-6 |
628-2 |
|