CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
630-0 |
627-0 |
-3-0 |
-0.5% |
651-0 |
| High |
634-0 |
627-0 |
-7-0 |
-1.1% |
652-0 |
| Low |
628-2 |
617-0 |
-11-2 |
-1.8% |
617-0 |
| Close |
629-0 |
620-6 |
-8-2 |
-1.3% |
620-6 |
| Range |
5-6 |
10-0 |
4-2 |
73.9% |
35-0 |
| ATR |
11-3 |
11-3 |
0-0 |
0.4% |
0-0 |
| Volume |
139,377 |
119,144 |
-20,233 |
-14.5% |
654,313 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651-5 |
646-1 |
626-2 |
|
| R3 |
641-5 |
636-1 |
623-4 |
|
| R2 |
631-5 |
631-5 |
622-5 |
|
| R1 |
626-1 |
626-1 |
621-5 |
623-7 |
| PP |
621-5 |
621-5 |
621-5 |
620-4 |
| S1 |
616-1 |
616-1 |
619-7 |
613-7 |
| S2 |
611-5 |
611-5 |
618-7 |
|
| S3 |
601-5 |
606-1 |
618-0 |
|
| S4 |
591-5 |
596-1 |
615-2 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734-7 |
712-7 |
640-0 |
|
| R3 |
699-7 |
677-7 |
630-3 |
|
| R2 |
664-7 |
664-7 |
627-1 |
|
| R1 |
642-7 |
642-7 |
624-0 |
636-3 |
| PP |
629-7 |
629-7 |
629-7 |
626-6 |
| S1 |
607-7 |
607-7 |
617-4 |
601-3 |
| S2 |
594-7 |
594-7 |
614-3 |
|
| S3 |
559-7 |
572-7 |
611-1 |
|
| S4 |
524-7 |
537-7 |
601-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
652-0 |
617-0 |
35-0 |
5.6% |
9-4 |
1.5% |
11% |
False |
True |
130,862 |
| 10 |
658-4 |
617-0 |
41-4 |
6.7% |
10-2 |
1.7% |
9% |
False |
True |
106,613 |
| 20 |
671-0 |
603-0 |
68-0 |
11.0% |
10-3 |
1.7% |
26% |
False |
False |
83,359 |
| 40 |
671-0 |
603-0 |
68-0 |
11.0% |
9-2 |
1.5% |
26% |
False |
False |
71,663 |
| 60 |
671-0 |
603-0 |
68-0 |
11.0% |
8-7 |
1.4% |
26% |
False |
False |
65,970 |
| 80 |
677-0 |
603-0 |
74-0 |
11.9% |
8-3 |
1.4% |
24% |
False |
False |
58,006 |
| 100 |
677-0 |
594-2 |
82-6 |
13.3% |
8-2 |
1.3% |
32% |
False |
False |
51,385 |
| 120 |
683-0 |
594-2 |
88-6 |
14.3% |
8-4 |
1.4% |
30% |
False |
False |
46,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
669-4 |
|
2.618 |
653-1 |
|
1.618 |
643-1 |
|
1.000 |
637-0 |
|
0.618 |
633-1 |
|
HIGH |
627-0 |
|
0.618 |
623-1 |
|
0.500 |
622-0 |
|
0.382 |
620-7 |
|
LOW |
617-0 |
|
0.618 |
610-7 |
|
1.000 |
607-0 |
|
1.618 |
600-7 |
|
2.618 |
590-7 |
|
4.250 |
574-4 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
622-0 |
625-4 |
| PP |
621-5 |
623-7 |
| S1 |
621-1 |
622-3 |
|