CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
616-0 |
625-2 |
9-2 |
1.5% |
604-4 |
| High |
629-2 |
635-0 |
5-6 |
0.9% |
629-2 |
| Low |
616-0 |
621-0 |
5-0 |
0.8% |
599-2 |
| Close |
625-4 |
634-2 |
8-6 |
1.4% |
625-4 |
| Range |
13-2 |
14-0 |
0-6 |
5.7% |
30-0 |
| ATR |
13-3 |
13-4 |
0-0 |
0.3% |
0-0 |
| Volume |
236,128 |
132,128 |
-104,000 |
-44.0% |
911,258 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672-1 |
667-1 |
642-0 |
|
| R3 |
658-1 |
653-1 |
638-1 |
|
| R2 |
644-1 |
644-1 |
636-7 |
|
| R1 |
639-1 |
639-1 |
635-4 |
641-5 |
| PP |
630-1 |
630-1 |
630-1 |
631-2 |
| S1 |
625-1 |
625-1 |
633-0 |
627-5 |
| S2 |
616-1 |
616-1 |
631-5 |
|
| S3 |
602-1 |
611-1 |
630-3 |
|
| S4 |
588-1 |
597-1 |
626-4 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-0 |
696-6 |
642-0 |
|
| R3 |
678-0 |
666-6 |
633-6 |
|
| R2 |
648-0 |
648-0 |
631-0 |
|
| R1 |
636-6 |
636-6 |
628-2 |
642-3 |
| PP |
618-0 |
618-0 |
618-0 |
620-6 |
| S1 |
606-6 |
606-6 |
622-6 |
612-3 |
| S2 |
588-0 |
588-0 |
620-0 |
|
| S3 |
558-0 |
576-6 |
617-2 |
|
| S4 |
528-0 |
546-6 |
609-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
635-0 |
599-2 |
35-6 |
5.6% |
14-0 |
2.2% |
98% |
True |
False |
183,039 |
| 10 |
635-0 |
591-6 |
43-2 |
6.8% |
13-1 |
2.1% |
98% |
True |
False |
172,243 |
| 20 |
658-4 |
591-6 |
66-6 |
10.5% |
11-0 |
1.7% |
64% |
False |
False |
137,238 |
| 40 |
671-0 |
591-6 |
79-2 |
12.5% |
10-7 |
1.7% |
54% |
False |
False |
102,007 |
| 60 |
671-0 |
591-6 |
79-2 |
12.5% |
9-5 |
1.5% |
54% |
False |
False |
86,787 |
| 80 |
672-0 |
591-6 |
80-2 |
12.7% |
9-1 |
1.4% |
53% |
False |
False |
77,274 |
| 100 |
677-0 |
591-6 |
85-2 |
13.4% |
8-7 |
1.4% |
50% |
False |
False |
66,749 |
| 120 |
683-0 |
591-6 |
91-2 |
14.4% |
8-6 |
1.4% |
47% |
False |
False |
59,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
694-4 |
|
2.618 |
671-5 |
|
1.618 |
657-5 |
|
1.000 |
649-0 |
|
0.618 |
643-5 |
|
HIGH |
635-0 |
|
0.618 |
629-5 |
|
0.500 |
628-0 |
|
0.382 |
626-3 |
|
LOW |
621-0 |
|
0.618 |
612-3 |
|
1.000 |
607-0 |
|
1.618 |
598-3 |
|
2.618 |
584-3 |
|
4.250 |
561-4 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
632-1 |
628-4 |
| PP |
630-1 |
622-7 |
| S1 |
628-0 |
617-1 |
|