CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
636-4 |
628-0 |
-8-4 |
-1.3% |
647-0 |
High |
640-4 |
629-0 |
-11-4 |
-1.8% |
658-4 |
Low |
625-4 |
623-4 |
-2-0 |
-0.3% |
644-0 |
Close |
625-6 |
627-0 |
1-2 |
0.2% |
652-2 |
Range |
15-0 |
5-4 |
-9-4 |
-63.3% |
14-4 |
ATR |
12-1 |
11-5 |
-0-4 |
-3.9% |
0-0 |
Volume |
155,602 |
139,247 |
-16,355 |
-10.5% |
275,292 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-0 |
640-4 |
630-0 |
|
R3 |
637-4 |
635-0 |
628-4 |
|
R2 |
632-0 |
632-0 |
628-0 |
|
R1 |
629-4 |
629-4 |
627-4 |
628-0 |
PP |
626-4 |
626-4 |
626-4 |
625-6 |
S1 |
624-0 |
624-0 |
626-4 |
622-4 |
S2 |
621-0 |
621-0 |
626-0 |
|
S3 |
615-4 |
618-4 |
625-4 |
|
S4 |
610-0 |
613-0 |
624-0 |
|
|
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 |
657-0 |
623-4 |
33-4 |
5.3% |
9-7 |
1.6% |
10% |
False |
True |
112,992 |
10 |
658-4 |
603-0 |
55-4 |
8.9% |
11-7 |
1.9% |
43% |
False |
False |
98,563 |
20 |
671-0 |
603-0 |
68-0 |
10.8% |
10-3 |
1.7% |
35% |
False |
False |
77,088 |
40 |
671-0 |
603-0 |
68-0 |
10.8% |
9-3 |
1.5% |
35% |
False |
False |
68,322 |
60 |
671-0 |
603-0 |
68-0 |
10.8% |
8-6 |
1.4% |
35% |
False |
False |
63,167 |
80 |
677-0 |
594-2 |
82-6 |
13.2% |
8-3 |
1.3% |
40% |
False |
False |
55,345 |
100 |
677-0 |
594-2 |
82-6 |
13.2% |
8-3 |
1.3% |
40% |
False |
False |
49,205 |
120 |
683-0 |
594-2 |
88-6 |
14.2% |
8-4 |
1.4% |
37% |
False |
False |
44,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-3 |
2.618 |
643-3 |
1.618 |
637-7 |
1.000 |
634-4 |
0.618 |
632-3 |
HIGH |
629-0 |
0.618 |
626-7 |
0.500 |
626-2 |
0.382 |
625-5 |
LOW |
623-4 |
0.618 |
620-1 |
1.000 |
618-0 |
1.618 |
614-5 |
2.618 |
609-1 |
4.250 |
600-1 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
626-6 |
637-6 |
PP |
626-4 |
634-1 |
S1 |
626-2 |
630-5 |
|