CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
606-4 |
607-0 |
0-4 |
0.1% |
651-0 |
| High |
606-4 |
614-0 |
7-4 |
1.2% |
652-0 |
| Low |
591-6 |
607-0 |
15-2 |
2.6% |
617-0 |
| Close |
594-0 |
612-0 |
18-0 |
3.0% |
620-6 |
| Range |
14-6 |
7-0 |
-7-6 |
-52.5% |
35-0 |
| ATR |
11-5 |
12-1 |
0-5 |
5.2% |
0-0 |
| Volume |
224,101 |
170,609 |
-53,492 |
-23.9% |
654,313 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-0 |
629-0 |
615-7 |
|
| R3 |
625-0 |
622-0 |
613-7 |
|
| R2 |
618-0 |
618-0 |
613-2 |
|
| R1 |
615-0 |
615-0 |
612-5 |
616-4 |
| PP |
611-0 |
611-0 |
611-0 |
611-6 |
| S1 |
608-0 |
608-0 |
611-3 |
609-4 |
| S2 |
604-0 |
604-0 |
610-6 |
|
| S3 |
597-0 |
601-0 |
610-1 |
|
| S4 |
590-0 |
594-0 |
608-1 |
|
|
| 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 |
627-0 |
591-6 |
35-2 |
5.8% |
9-6 |
1.6% |
57% |
False |
False |
144,000 |
| 10 |
657-0 |
591-6 |
65-2 |
10.7% |
9-3 |
1.5% |
31% |
False |
False |
133,009 |
| 20 |
658-4 |
591-6 |
66-6 |
10.9% |
10-6 |
1.7% |
30% |
False |
False |
102,882 |
| 40 |
671-0 |
591-6 |
79-2 |
12.9% |
9-4 |
1.6% |
26% |
False |
False |
81,734 |
| 60 |
671-0 |
591-6 |
79-2 |
12.9% |
8-7 |
1.5% |
26% |
False |
False |
72,472 |
| 80 |
677-0 |
591-6 |
85-2 |
13.9% |
8-4 |
1.4% |
24% |
False |
False |
64,351 |
| 100 |
677-0 |
591-6 |
85-2 |
13.9% |
8-3 |
1.4% |
24% |
False |
False |
56,432 |
| 120 |
683-0 |
591-6 |
91-2 |
14.9% |
8-4 |
1.4% |
22% |
False |
False |
50,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643-6 |
|
2.618 |
632-3 |
|
1.618 |
625-3 |
|
1.000 |
621-0 |
|
0.618 |
618-3 |
|
HIGH |
614-0 |
|
0.618 |
611-3 |
|
0.500 |
610-4 |
|
0.382 |
609-5 |
|
LOW |
607-0 |
|
0.618 |
602-5 |
|
1.000 |
600-0 |
|
1.618 |
595-5 |
|
2.618 |
588-5 |
|
4.250 |
577-2 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
611-4 |
609-5 |
| PP |
611-0 |
607-2 |
| S1 |
610-4 |
604-7 |
|