CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
652-0 |
652-0 |
0-0 |
0.0% |
644-2 |
High |
655-2 |
657-0 |
1-6 |
0.3% |
651-2 |
Low |
645-2 |
649-4 |
4-2 |
0.7% |
603-0 |
Close |
650-6 |
652-2 |
1-4 |
0.2% |
643-2 |
Range |
10-0 |
7-4 |
-2-4 |
-25.0% |
48-2 |
ATR |
12-2 |
11-7 |
-0-3 |
-2.8% |
0-0 |
Volume |
94,245 |
74,926 |
-19,319 |
-20.5% |
445,863 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-3 |
671-3 |
656-3 |
|
R3 |
667-7 |
663-7 |
654-2 |
|
R2 |
660-3 |
660-3 |
653-5 |
|
R1 |
656-3 |
656-3 |
653-0 |
658-3 |
PP |
652-7 |
652-7 |
652-7 |
654-0 |
S1 |
648-7 |
648-7 |
651-4 |
650-7 |
S2 |
645-3 |
645-3 |
650-7 |
|
S3 |
637-7 |
641-3 |
650-2 |
|
S4 |
630-3 |
633-7 |
648-1 |
|
|
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 |
622-4 |
36-0 |
5.5% |
11-0 |
1.7% |
83% |
False |
False |
82,365 |
10 |
658-4 |
603-0 |
55-4 |
8.5% |
12-0 |
1.8% |
89% |
False |
False |
75,626 |
20 |
671-0 |
603-0 |
68-0 |
10.4% |
10-5 |
1.6% |
72% |
False |
False |
68,191 |
40 |
671-0 |
603-0 |
68-0 |
10.4% |
9-3 |
1.4% |
72% |
False |
False |
63,518 |
60 |
671-0 |
603-0 |
68-0 |
10.4% |
8-4 |
1.3% |
72% |
False |
False |
59,265 |
80 |
677-0 |
594-2 |
82-6 |
12.7% |
8-2 |
1.3% |
70% |
False |
False |
51,159 |
100 |
677-0 |
594-2 |
82-6 |
12.7% |
8-2 |
1.3% |
70% |
False |
False |
46,025 |
120 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
65% |
False |
False |
41,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-7 |
2.618 |
676-5 |
1.618 |
669-1 |
1.000 |
664-4 |
0.618 |
661-5 |
HIGH |
657-0 |
0.618 |
654-1 |
0.500 |
653-2 |
0.382 |
652-3 |
LOW |
649-4 |
0.618 |
644-7 |
1.000 |
642-0 |
1.618 |
637-3 |
2.618 |
629-7 |
4.250 |
617-5 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
653-2 |
652-1 |
PP |
652-7 |
652-0 |
S1 |
652-5 |
651-7 |
|