CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
607-0 |
617-0 |
10-0 |
1.6% |
613-0 |
High |
614-0 |
618-6 |
4-6 |
0.8% |
618-6 |
Low |
607-0 |
599-6 |
-7-2 |
-1.2% |
591-6 |
Close |
612-0 |
603-0 |
-9-0 |
-1.5% |
603-0 |
Range |
7-0 |
19-0 |
12-0 |
171.4% |
27-0 |
ATR |
12-1 |
12-5 |
0-4 |
4.0% |
0-0 |
Volume |
170,609 |
170,917 |
308 |
0.2% |
771,776 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-1 |
652-5 |
613-4 |
|
R3 |
645-1 |
633-5 |
608-2 |
|
R2 |
626-1 |
626-1 |
606-4 |
|
R1 |
614-5 |
614-5 |
604-6 |
610-7 |
PP |
607-1 |
607-1 |
607-1 |
605-2 |
S1 |
595-5 |
595-5 |
601-2 |
591-7 |
S2 |
588-1 |
588-1 |
599-4 |
|
S3 |
569-1 |
576-5 |
597-6 |
|
S4 |
550-1 |
557-5 |
592-4 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-4 |
671-2 |
617-7 |
|
R3 |
658-4 |
644-2 |
610-3 |
|
R2 |
631-4 |
631-4 |
608-0 |
|
R1 |
617-2 |
617-2 |
605-4 |
610-7 |
PP |
604-4 |
604-4 |
604-4 |
601-2 |
S1 |
590-2 |
590-2 |
600-4 |
583-7 |
S2 |
577-4 |
577-4 |
598-0 |
|
S3 |
550-4 |
563-2 |
595-5 |
|
S4 |
523-4 |
536-2 |
588-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
618-6 |
591-6 |
27-0 |
4.5% |
11-5 |
1.9% |
42% |
True |
False |
154,355 |
10 |
652-0 |
591-6 |
60-2 |
10.0% |
10-5 |
1.8% |
19% |
False |
False |
142,608 |
20 |
658-4 |
591-6 |
66-6 |
11.1% |
11-2 |
1.9% |
17% |
False |
False |
109,117 |
40 |
671-0 |
591-6 |
79-2 |
13.1% |
9-7 |
1.6% |
14% |
False |
False |
84,765 |
60 |
671-0 |
591-6 |
79-2 |
13.1% |
9-1 |
1.5% |
14% |
False |
False |
74,276 |
80 |
677-0 |
591-6 |
85-2 |
14.1% |
8-5 |
1.4% |
13% |
False |
False |
66,180 |
100 |
677-0 |
591-6 |
85-2 |
14.1% |
8-4 |
1.4% |
13% |
False |
False |
57,879 |
120 |
683-0 |
591-6 |
91-2 |
15.1% |
8-4 |
1.4% |
12% |
False |
False |
51,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-4 |
2.618 |
668-4 |
1.618 |
649-4 |
1.000 |
637-6 |
0.618 |
630-4 |
HIGH |
618-6 |
0.618 |
611-4 |
0.500 |
609-2 |
0.382 |
607-0 |
LOW |
599-6 |
0.618 |
588-0 |
1.000 |
580-6 |
1.618 |
569-0 |
2.618 |
550-0 |
4.250 |
519-0 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
609-2 |
605-2 |
PP |
607-1 |
604-4 |
S1 |
605-1 |
603-6 |
|