CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
651-0 |
636-4 |
-14-4 |
-2.2% |
647-0 |
High |
652-0 |
640-4 |
-11-4 |
-1.8% |
658-4 |
Low |
640-4 |
625-4 |
-15-0 |
-2.3% |
644-0 |
Close |
641-2 |
625-6 |
-15-4 |
-2.4% |
652-2 |
Range |
11-4 |
15-0 |
3-4 |
30.4% |
14-4 |
ATR |
11-7 |
12-1 |
0-2 |
2.3% |
0-0 |
Volume |
100,943 |
155,602 |
54,659 |
54.1% |
275,292 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-5 |
665-5 |
634-0 |
|
R3 |
660-5 |
650-5 |
629-7 |
|
R2 |
645-5 |
645-5 |
628-4 |
|
R1 |
635-5 |
635-5 |
627-1 |
633-1 |
PP |
630-5 |
630-5 |
630-5 |
629-2 |
S1 |
620-5 |
620-5 |
624-3 |
618-1 |
S2 |
615-5 |
615-5 |
623-0 |
|
S3 |
600-5 |
605-5 |
621-5 |
|
S4 |
585-5 |
590-5 |
617-4 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-1 |
688-1 |
660-2 |
|
R3 |
680-5 |
673-5 |
656-2 |
|
R2 |
666-1 |
666-1 |
654-7 |
|
R1 |
659-1 |
659-1 |
653-5 |
662-5 |
PP |
651-5 |
651-5 |
651-5 |
653-2 |
S1 |
644-5 |
644-5 |
650-7 |
648-1 |
S2 |
637-1 |
637-1 |
649-5 |
|
S3 |
622-5 |
630-1 |
648-2 |
|
S4 |
608-1 |
615-5 |
644-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
625-4 |
33-0 |
5.3% |
10-2 |
1.6% |
1% |
False |
True |
106,367 |
10 |
658-4 |
603-0 |
55-4 |
8.9% |
12-3 |
2.0% |
41% |
False |
False |
90,245 |
20 |
671-0 |
603-0 |
68-0 |
10.9% |
10-3 |
1.7% |
33% |
False |
False |
73,553 |
40 |
671-0 |
603-0 |
68-0 |
10.9% |
9-3 |
1.5% |
33% |
False |
False |
65,914 |
60 |
671-0 |
603-0 |
68-0 |
10.9% |
8-7 |
1.4% |
33% |
False |
False |
61,967 |
80 |
677-0 |
594-2 |
82-6 |
13.2% |
8-3 |
1.3% |
38% |
False |
False |
53,811 |
100 |
677-0 |
594-2 |
82-6 |
13.2% |
8-3 |
1.3% |
38% |
False |
False |
48,057 |
120 |
683-0 |
594-2 |
88-6 |
14.2% |
8-4 |
1.4% |
35% |
False |
False |
43,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
704-2 |
2.618 |
679-6 |
1.618 |
664-6 |
1.000 |
655-4 |
0.618 |
649-6 |
HIGH |
640-4 |
0.618 |
634-6 |
0.500 |
633-0 |
0.382 |
631-2 |
LOW |
625-4 |
0.618 |
616-2 |
1.000 |
610-4 |
1.618 |
601-2 |
2.618 |
586-2 |
4.250 |
561-6 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
633-0 |
641-2 |
PP |
630-5 |
636-1 |
S1 |
628-1 |
630-7 |
|