CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
614-4 |
606-4 |
-8-0 |
-1.3% |
651-0 |
High |
618-0 |
606-4 |
-11-4 |
-1.9% |
652-0 |
Low |
606-4 |
591-6 |
-14-6 |
-2.4% |
617-0 |
Close |
607-2 |
594-0 |
-13-2 |
-2.2% |
620-6 |
Range |
11-4 |
14-6 |
3-2 |
28.3% |
35-0 |
ATR |
11-2 |
11-5 |
0-2 |
2.7% |
0-0 |
Volume |
113,422 |
224,101 |
110,679 |
97.6% |
654,313 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-5 |
632-5 |
602-1 |
|
R3 |
626-7 |
617-7 |
598-0 |
|
R2 |
612-1 |
612-1 |
596-6 |
|
R1 |
603-1 |
603-1 |
595-3 |
600-2 |
PP |
597-3 |
597-3 |
597-3 |
596-0 |
S1 |
588-3 |
588-3 |
592-5 |
585-4 |
S2 |
582-5 |
582-5 |
591-2 |
|
S3 |
567-7 |
573-5 |
590-0 |
|
S4 |
553-1 |
558-7 |
585-7 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-7 |
712-7 |
640-0 |
|
R3 |
699-7 |
677-7 |
630-3 |
|
R2 |
664-7 |
664-7 |
627-1 |
|
R1 |
642-7 |
642-7 |
624-0 |
636-3 |
PP |
629-7 |
629-7 |
629-7 |
626-6 |
S1 |
607-7 |
607-7 |
617-4 |
601-3 |
S2 |
594-7 |
594-7 |
614-3 |
|
S3 |
559-7 |
572-7 |
611-1 |
|
S4 |
524-7 |
537-7 |
601-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
634-0 |
591-6 |
42-2 |
7.1% |
9-4 |
1.6% |
5% |
False |
True |
137,754 |
10 |
657-0 |
591-6 |
65-2 |
11.0% |
9-6 |
1.6% |
3% |
False |
True |
125,373 |
20 |
658-4 |
591-6 |
66-6 |
11.2% |
10-6 |
1.8% |
3% |
False |
True |
96,954 |
40 |
671-0 |
591-6 |
79-2 |
13.3% |
9-5 |
1.6% |
3% |
False |
True |
78,871 |
60 |
671-0 |
591-6 |
79-2 |
13.3% |
9-0 |
1.5% |
3% |
False |
True |
70,453 |
80 |
677-0 |
591-6 |
85-2 |
14.4% |
8-4 |
1.4% |
3% |
False |
True |
62,586 |
100 |
677-0 |
591-6 |
85-2 |
14.4% |
8-3 |
1.4% |
3% |
False |
True |
54,914 |
120 |
683-0 |
591-6 |
91-2 |
15.4% |
8-4 |
1.4% |
2% |
False |
True |
49,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-2 |
2.618 |
645-1 |
1.618 |
630-3 |
1.000 |
621-2 |
0.618 |
615-5 |
HIGH |
606-4 |
0.618 |
600-7 |
0.500 |
599-1 |
0.382 |
597-3 |
LOW |
591-6 |
0.618 |
582-5 |
1.000 |
577-0 |
1.618 |
567-7 |
2.618 |
553-1 |
4.250 |
529-0 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
599-1 |
604-7 |
PP |
597-3 |
601-2 |
S1 |
595-6 |
597-5 |
|