CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
618-4 |
616-2 |
-2-2 |
-0.4% |
613-0 |
High |
621-6 |
616-4 |
-5-2 |
-0.8% |
618-6 |
Low |
605-0 |
601-0 |
-4-0 |
-0.7% |
591-6 |
Close |
608-0 |
601-0 |
-7-0 |
-1.2% |
603-0 |
Range |
16-6 |
15-4 |
-1-2 |
-7.5% |
27-0 |
ATR |
12-6 |
13-0 |
0-2 |
1.5% |
0-0 |
Volume |
178,364 |
185,064 |
6,700 |
3.8% |
771,776 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-5 |
642-3 |
609-4 |
|
R3 |
637-1 |
626-7 |
605-2 |
|
R2 |
621-5 |
621-5 |
603-7 |
|
R1 |
611-3 |
611-3 |
602-3 |
608-6 |
PP |
606-1 |
606-1 |
606-1 |
604-7 |
S1 |
595-7 |
595-7 |
599-5 |
593-2 |
S2 |
590-5 |
590-5 |
598-1 |
|
S3 |
575-1 |
580-3 |
596-6 |
|
S4 |
559-5 |
564-7 |
592-4 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-4 |
671-2 |
617-7 |
|
R3 |
658-4 |
644-2 |
610-3 |
|
R2 |
631-4 |
631-4 |
608-0 |
|
R1 |
617-2 |
617-2 |
605-4 |
610-7 |
PP |
604-4 |
604-4 |
604-4 |
601-2 |
S1 |
590-2 |
590-2 |
600-4 |
583-7 |
S2 |
577-4 |
577-4 |
598-0 |
|
S3 |
550-4 |
563-2 |
595-5 |
|
S4 |
523-4 |
536-2 |
588-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
621-6 |
599-6 |
22-0 |
3.7% |
13-4 |
2.3% |
6% |
False |
False |
166,628 |
10 |
634-0 |
591-6 |
42-2 |
7.0% |
11-4 |
1.9% |
22% |
False |
False |
152,191 |
20 |
658-4 |
591-6 |
66-6 |
11.1% |
11-6 |
1.9% |
14% |
False |
False |
125,377 |
40 |
671-0 |
591-6 |
79-2 |
13.2% |
10-3 |
1.7% |
12% |
False |
False |
92,584 |
60 |
671-0 |
591-6 |
79-2 |
13.2% |
9-4 |
1.6% |
12% |
False |
False |
80,056 |
80 |
677-0 |
591-6 |
85-2 |
14.2% |
8-7 |
1.5% |
11% |
False |
False |
71,579 |
100 |
677-0 |
591-6 |
85-2 |
14.2% |
8-5 |
1.4% |
11% |
False |
False |
62,154 |
120 |
683-0 |
591-6 |
91-2 |
15.2% |
8-5 |
1.4% |
10% |
False |
False |
55,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-3 |
2.618 |
657-1 |
1.618 |
641-5 |
1.000 |
632-0 |
0.618 |
626-1 |
HIGH |
616-4 |
0.618 |
610-5 |
0.500 |
608-6 |
0.382 |
606-7 |
LOW |
601-0 |
0.618 |
591-3 |
1.000 |
585-4 |
1.618 |
575-7 |
2.618 |
560-3 |
4.250 |
535-1 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
608-6 |
611-3 |
PP |
606-1 |
607-7 |
S1 |
603-5 |
604-4 |
|