CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
652-0 |
651-0 |
-1-0 |
-0.2% |
647-0 |
High |
657-0 |
652-0 |
-5-0 |
-0.8% |
658-4 |
Low |
649-4 |
640-4 |
-9-0 |
-1.4% |
644-0 |
Close |
652-2 |
641-2 |
-11-0 |
-1.7% |
652-2 |
Range |
7-4 |
11-4 |
4-0 |
53.3% |
14-4 |
ATR |
11-7 |
11-7 |
0-0 |
-0.1% |
0-0 |
Volume |
74,926 |
100,943 |
26,017 |
34.7% |
275,292 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-1 |
671-5 |
647-5 |
|
R3 |
667-5 |
660-1 |
644-3 |
|
R2 |
656-1 |
656-1 |
643-3 |
|
R1 |
648-5 |
648-5 |
642-2 |
646-5 |
PP |
644-5 |
644-5 |
644-5 |
643-4 |
S1 |
637-1 |
637-1 |
640-2 |
635-1 |
S2 |
633-1 |
633-1 |
639-1 |
|
S3 |
621-5 |
625-5 |
638-1 |
|
S4 |
610-1 |
614-1 |
634-7 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-1 |
688-1 |
660-2 |
|
R3 |
680-5 |
673-5 |
656-2 |
|
R2 |
666-1 |
666-1 |
654-7 |
|
R1 |
659-1 |
659-1 |
653-5 |
662-5 |
PP |
651-5 |
651-5 |
651-5 |
653-2 |
S1 |
644-5 |
644-5 |
650-7 |
648-1 |
S2 |
637-1 |
637-1 |
649-5 |
|
S3 |
622-5 |
630-1 |
648-2 |
|
S4 |
608-1 |
615-5 |
644-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
640-4 |
18-0 |
2.8% |
9-1 |
1.4% |
4% |
False |
True |
75,247 |
10 |
658-4 |
603-0 |
55-4 |
8.7% |
12-3 |
1.9% |
69% |
False |
False |
82,209 |
20 |
671-0 |
603-0 |
68-0 |
10.6% |
10-3 |
1.6% |
56% |
False |
False |
69,229 |
40 |
671-0 |
603-0 |
68-0 |
10.6% |
9-1 |
1.4% |
56% |
False |
False |
63,803 |
60 |
671-0 |
603-0 |
68-0 |
10.6% |
8-5 |
1.3% |
56% |
False |
False |
60,261 |
80 |
677-0 |
594-2 |
82-6 |
12.9% |
8-2 |
1.3% |
57% |
False |
False |
52,093 |
100 |
677-0 |
594-2 |
82-6 |
12.9% |
8-2 |
1.3% |
57% |
False |
False |
46,721 |
120 |
683-0 |
594-2 |
88-6 |
13.8% |
8-4 |
1.3% |
53% |
False |
False |
42,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
700-7 |
2.618 |
682-1 |
1.618 |
670-5 |
1.000 |
663-4 |
0.618 |
659-1 |
HIGH |
652-0 |
0.618 |
647-5 |
0.500 |
646-2 |
0.382 |
644-7 |
LOW |
640-4 |
0.618 |
633-3 |
1.000 |
629-0 |
1.618 |
621-7 |
2.618 |
610-3 |
4.250 |
591-5 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
646-2 |
648-6 |
PP |
644-5 |
646-2 |
S1 |
642-7 |
643-6 |
|