CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
651-4 |
652-0 |
0-4 |
0.1% |
644-2 |
High |
658-4 |
655-2 |
-3-2 |
-0.5% |
651-2 |
Low |
651-4 |
645-2 |
-6-2 |
-1.0% |
603-0 |
Close |
653-0 |
650-6 |
-2-2 |
-0.3% |
643-2 |
Range |
7-0 |
10-0 |
3-0 |
42.9% |
48-2 |
ATR |
12-3 |
12-2 |
-0-1 |
-1.4% |
0-0 |
Volume |
106,121 |
94,245 |
-11,876 |
-11.2% |
445,863 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
675-5 |
656-2 |
|
R3 |
670-3 |
665-5 |
653-4 |
|
R2 |
660-3 |
660-3 |
652-5 |
|
R1 |
655-5 |
655-5 |
651-5 |
653-0 |
PP |
650-3 |
650-3 |
650-3 |
649-1 |
S1 |
645-5 |
645-5 |
649-7 |
643-0 |
S2 |
640-3 |
640-3 |
648-7 |
|
S3 |
630-3 |
635-5 |
648-0 |
|
S4 |
620-3 |
625-5 |
645-2 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
777-2 |
758-4 |
669-6 |
|
R3 |
729-0 |
710-2 |
656-4 |
|
R2 |
680-6 |
680-6 |
652-1 |
|
R1 |
662-0 |
662-0 |
647-5 |
647-2 |
PP |
632-4 |
632-4 |
632-4 |
625-1 |
S1 |
613-6 |
613-6 |
638-7 |
599-0 |
S2 |
584-2 |
584-2 |
634-3 |
|
S3 |
536-0 |
565-4 |
630-0 |
|
S4 |
487-6 |
517-2 |
616-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
603-0 |
55-4 |
8.5% |
13-0 |
2.0% |
86% |
False |
False |
86,043 |
10 |
658-4 |
603-0 |
55-4 |
8.5% |
12-0 |
1.8% |
86% |
False |
False |
72,754 |
20 |
671-0 |
603-0 |
68-0 |
10.4% |
10-6 |
1.7% |
70% |
False |
False |
67,570 |
40 |
671-0 |
603-0 |
68-0 |
10.4% |
9-3 |
1.4% |
70% |
False |
False |
63,076 |
60 |
671-0 |
603-0 |
68-0 |
10.4% |
8-4 |
1.3% |
70% |
False |
False |
58,660 |
80 |
677-0 |
594-2 |
82-6 |
12.7% |
8-2 |
1.3% |
68% |
False |
False |
50,512 |
100 |
677-6 |
594-2 |
83-4 |
12.8% |
8-3 |
1.3% |
68% |
False |
False |
45,707 |
120 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
64% |
False |
False |
41,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-6 |
2.618 |
681-3 |
1.618 |
671-3 |
1.000 |
665-2 |
0.618 |
661-3 |
HIGH |
655-2 |
0.618 |
651-3 |
0.500 |
650-2 |
0.382 |
649-1 |
LOW |
645-2 |
0.618 |
639-1 |
1.000 |
635-2 |
1.618 |
629-1 |
2.618 |
619-1 |
4.250 |
602-6 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
650-5 |
651-2 |
PP |
650-3 |
651-1 |
S1 |
650-2 |
650-7 |
|