CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
628-0 |
630-0 |
2-0 |
0.3% |
647-0 |
| High |
629-0 |
634-0 |
5-0 |
0.8% |
658-4 |
| Low |
623-4 |
628-2 |
4-6 |
0.8% |
644-0 |
| Close |
627-0 |
629-0 |
2-0 |
0.3% |
652-2 |
| Range |
5-4 |
5-6 |
0-2 |
4.5% |
14-4 |
| ATR |
11-5 |
11-3 |
-0-3 |
-2.9% |
0-0 |
| Volume |
139,247 |
139,377 |
130 |
0.1% |
275,292 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-5 |
644-1 |
632-1 |
|
| R3 |
641-7 |
638-3 |
630-5 |
|
| R2 |
636-1 |
636-1 |
630-0 |
|
| R1 |
632-5 |
632-5 |
629-4 |
631-4 |
| PP |
630-3 |
630-3 |
630-3 |
629-7 |
| S1 |
626-7 |
626-7 |
628-4 |
625-6 |
| S2 |
624-5 |
624-5 |
628-0 |
|
| S3 |
618-7 |
621-1 |
627-3 |
|
| S4 |
613-1 |
615-3 |
625-7 |
|
|
| 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 |
657-0 |
623-4 |
33-4 |
5.3% |
9-0 |
1.4% |
16% |
False |
False |
122,019 |
| 10 |
658-4 |
603-0 |
55-4 |
8.8% |
11-0 |
1.7% |
47% |
False |
False |
104,031 |
| 20 |
671-0 |
603-0 |
68-0 |
10.8% |
10-2 |
1.6% |
38% |
False |
False |
80,656 |
| 40 |
671-0 |
603-0 |
68-0 |
10.8% |
9-3 |
1.5% |
38% |
False |
False |
70,117 |
| 60 |
671-0 |
603-0 |
68-0 |
10.8% |
8-6 |
1.4% |
38% |
False |
False |
64,717 |
| 80 |
677-0 |
596-4 |
80-4 |
12.8% |
8-3 |
1.3% |
40% |
False |
False |
56,872 |
| 100 |
677-0 |
594-2 |
82-6 |
13.2% |
8-3 |
1.3% |
42% |
False |
False |
50,374 |
| 120 |
683-0 |
594-2 |
88-6 |
14.1% |
8-4 |
1.4% |
39% |
False |
False |
45,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-4 |
|
2.618 |
649-0 |
|
1.618 |
643-2 |
|
1.000 |
639-6 |
|
0.618 |
637-4 |
|
HIGH |
634-0 |
|
0.618 |
631-6 |
|
0.500 |
631-1 |
|
0.382 |
630-4 |
|
LOW |
628-2 |
|
0.618 |
624-6 |
|
1.000 |
622-4 |
|
1.618 |
619-0 |
|
2.618 |
613-2 |
|
4.250 |
603-6 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
631-1 |
632-0 |
| PP |
630-3 |
631-0 |
| S1 |
629-6 |
630-0 |
|