CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
627-0 |
613-0 |
-14-0 |
-2.2% |
651-0 |
| High |
627-0 |
616-6 |
-10-2 |
-1.6% |
652-0 |
| Low |
617-0 |
611-0 |
-6-0 |
-1.0% |
617-0 |
| Close |
620-6 |
613-2 |
-7-4 |
-1.2% |
620-6 |
| Range |
10-0 |
5-6 |
-4-2 |
-42.5% |
35-0 |
| ATR |
11-3 |
11-2 |
-0-1 |
-1.0% |
0-0 |
| Volume |
119,144 |
92,727 |
-26,417 |
-22.2% |
654,313 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630-7 |
627-7 |
616-3 |
|
| R3 |
625-1 |
622-1 |
614-7 |
|
| R2 |
619-3 |
619-3 |
614-2 |
|
| R1 |
616-3 |
616-3 |
613-6 |
617-7 |
| PP |
613-5 |
613-5 |
613-5 |
614-4 |
| S1 |
610-5 |
610-5 |
612-6 |
612-1 |
| S2 |
607-7 |
607-7 |
612-2 |
|
| S3 |
602-1 |
604-7 |
611-5 |
|
| S4 |
596-3 |
599-1 |
610-1 |
|
|
| 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 |
640-4 |
611-0 |
29-4 |
4.8% |
8-3 |
1.4% |
8% |
False |
True |
129,219 |
| 10 |
658-4 |
611-0 |
47-4 |
7.7% |
8-6 |
1.4% |
5% |
False |
True |
102,233 |
| 20 |
667-4 |
603-0 |
64-4 |
10.5% |
10-2 |
1.7% |
16% |
False |
False |
85,600 |
| 40 |
671-0 |
603-0 |
68-0 |
11.1% |
9-2 |
1.5% |
15% |
False |
False |
72,965 |
| 60 |
671-0 |
603-0 |
68-0 |
11.1% |
8-7 |
1.4% |
15% |
False |
False |
66,703 |
| 80 |
677-0 |
603-0 |
74-0 |
12.1% |
8-3 |
1.4% |
14% |
False |
False |
58,856 |
| 100 |
677-0 |
594-2 |
82-6 |
13.5% |
8-2 |
1.3% |
23% |
False |
False |
52,049 |
| 120 |
683-0 |
594-2 |
88-6 |
14.5% |
8-4 |
1.4% |
21% |
False |
False |
46,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-2 |
|
2.618 |
631-6 |
|
1.618 |
626-0 |
|
1.000 |
622-4 |
|
0.618 |
620-2 |
|
HIGH |
616-6 |
|
0.618 |
614-4 |
|
0.500 |
613-7 |
|
0.382 |
613-2 |
|
LOW |
611-0 |
|
0.618 |
607-4 |
|
1.000 |
605-2 |
|
1.618 |
601-6 |
|
2.618 |
596-0 |
|
4.250 |
586-4 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
613-7 |
622-4 |
| PP |
613-5 |
619-3 |
| S1 |
613-4 |
616-3 |
|