CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
613-0 |
614-4 |
1-4 |
0.2% |
651-0 |
| High |
616-6 |
618-0 |
1-2 |
0.2% |
652-0 |
| Low |
611-0 |
606-4 |
-4-4 |
-0.7% |
617-0 |
| Close |
613-2 |
607-2 |
-6-0 |
-1.0% |
620-6 |
| Range |
5-6 |
11-4 |
5-6 |
100.0% |
35-0 |
| ATR |
11-2 |
11-2 |
0-0 |
0.1% |
0-0 |
| Volume |
92,727 |
113,422 |
20,695 |
22.3% |
654,313 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645-1 |
637-5 |
613-5 |
|
| R3 |
633-5 |
626-1 |
610-3 |
|
| R2 |
622-1 |
622-1 |
609-3 |
|
| R1 |
614-5 |
614-5 |
608-2 |
612-5 |
| PP |
610-5 |
610-5 |
610-5 |
609-4 |
| S1 |
603-1 |
603-1 |
606-2 |
601-1 |
| S2 |
599-1 |
599-1 |
605-1 |
|
| S3 |
587-5 |
591-5 |
604-1 |
|
| S4 |
576-1 |
580-1 |
600-7 |
|
|
| 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 |
634-0 |
606-4 |
27-4 |
4.5% |
7-6 |
1.3% |
3% |
False |
True |
120,783 |
| 10 |
658-4 |
606-4 |
52-0 |
8.6% |
9-0 |
1.5% |
1% |
False |
True |
113,575 |
| 20 |
658-4 |
603-0 |
55-4 |
9.1% |
10-4 |
1.7% |
8% |
False |
False |
88,895 |
| 40 |
671-0 |
603-0 |
68-0 |
11.2% |
9-3 |
1.6% |
6% |
False |
False |
74,495 |
| 60 |
671-0 |
603-0 |
68-0 |
11.2% |
8-7 |
1.5% |
6% |
False |
False |
67,529 |
| 80 |
677-0 |
603-0 |
74-0 |
12.2% |
8-4 |
1.4% |
6% |
False |
False |
59,980 |
| 100 |
677-0 |
594-2 |
82-6 |
13.6% |
8-2 |
1.4% |
16% |
False |
False |
52,919 |
| 120 |
683-0 |
594-2 |
88-6 |
14.6% |
8-4 |
1.4% |
15% |
False |
False |
47,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666-7 |
|
2.618 |
648-1 |
|
1.618 |
636-5 |
|
1.000 |
629-4 |
|
0.618 |
625-1 |
|
HIGH |
618-0 |
|
0.618 |
613-5 |
|
0.500 |
612-2 |
|
0.382 |
610-7 |
|
LOW |
606-4 |
|
0.618 |
599-3 |
|
1.000 |
595-0 |
|
1.618 |
587-7 |
|
2.618 |
576-3 |
|
4.250 |
557-5 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
612-2 |
616-6 |
| PP |
610-5 |
613-5 |
| S1 |
608-7 |
610-3 |
|