CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
647-0 |
651-4 |
4-4 |
0.7% |
644-2 |
| High |
653-4 |
658-4 |
5-0 |
0.8% |
651-2 |
| Low |
644-0 |
651-4 |
7-4 |
1.2% |
603-0 |
| Close |
651-0 |
653-0 |
2-0 |
0.3% |
643-2 |
| Range |
9-4 |
7-0 |
-2-4 |
-26.3% |
48-2 |
| ATR |
12-6 |
12-3 |
-0-3 |
-2.9% |
0-0 |
| Volume |
0 |
106,121 |
106,121 |
|
445,863 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-3 |
671-1 |
656-7 |
|
| R3 |
668-3 |
664-1 |
654-7 |
|
| R2 |
661-3 |
661-3 |
654-2 |
|
| R1 |
657-1 |
657-1 |
653-5 |
659-2 |
| PP |
654-3 |
654-3 |
654-3 |
655-3 |
| S1 |
650-1 |
650-1 |
652-3 |
652-2 |
| S2 |
647-3 |
647-3 |
651-6 |
|
| S3 |
640-3 |
643-1 |
651-1 |
|
| S4 |
633-3 |
636-1 |
649-1 |
|
|
| 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 |
658-4 |
603-0 |
55-4 |
8.5% |
13-6 |
2.1% |
90% |
True |
False |
84,134 |
| 10 |
658-4 |
603-0 |
55-4 |
8.5% |
11-6 |
1.8% |
90% |
True |
False |
68,534 |
| 20 |
671-0 |
603-0 |
68-0 |
10.4% |
11-0 |
1.7% |
74% |
False |
False |
66,099 |
| 40 |
671-0 |
603-0 |
68-0 |
10.4% |
9-1 |
1.4% |
74% |
False |
False |
61,832 |
| 60 |
672-0 |
603-0 |
69-0 |
10.6% |
8-4 |
1.3% |
72% |
False |
False |
57,594 |
| 80 |
677-0 |
594-2 |
82-6 |
12.7% |
8-2 |
1.3% |
71% |
False |
False |
49,582 |
| 100 |
682-0 |
594-2 |
87-6 |
13.4% |
8-3 |
1.3% |
67% |
False |
False |
44,989 |
| 120 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
66% |
False |
False |
40,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-2 |
|
2.618 |
676-7 |
|
1.618 |
669-7 |
|
1.000 |
665-4 |
|
0.618 |
662-7 |
|
HIGH |
658-4 |
|
0.618 |
655-7 |
|
0.500 |
655-0 |
|
0.382 |
654-1 |
|
LOW |
651-4 |
|
0.618 |
647-1 |
|
1.000 |
644-4 |
|
1.618 |
640-1 |
|
2.618 |
633-1 |
|
4.250 |
621-6 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
655-0 |
648-7 |
| PP |
654-3 |
644-5 |
| S1 |
653-5 |
640-4 |
|