CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
617-0 |
604-4 |
-12-4 |
-2.0% |
613-0 |
High |
618-6 |
612-4 |
-6-2 |
-1.0% |
618-6 |
Low |
599-6 |
603-0 |
3-2 |
0.5% |
591-6 |
Close |
603-0 |
612-4 |
9-4 |
1.6% |
603-0 |
Range |
19-0 |
9-4 |
-9-4 |
-50.0% |
27-0 |
ATR |
12-5 |
12-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
170,917 |
128,188 |
-42,729 |
-25.0% |
771,776 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
637-7 |
634-5 |
617-6 |
|
R3 |
628-3 |
625-1 |
615-1 |
|
R2 |
618-7 |
618-7 |
614-2 |
|
R1 |
615-5 |
615-5 |
613-3 |
617-2 |
PP |
609-3 |
609-3 |
609-3 |
610-1 |
S1 |
606-1 |
606-1 |
611-5 |
607-6 |
S2 |
599-7 |
599-7 |
610-6 |
|
S3 |
590-3 |
596-5 |
609-7 |
|
S4 |
580-7 |
587-1 |
607-2 |
|
|
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 |
4.4% |
12-3 |
2.0% |
77% |
False |
False |
161,447 |
10 |
640-4 |
591-6 |
48-6 |
8.0% |
10-3 |
1.7% |
43% |
False |
False |
145,333 |
20 |
658-4 |
591-6 |
66-6 |
10.9% |
11-3 |
1.9% |
31% |
False |
False |
113,771 |
40 |
671-0 |
591-6 |
79-2 |
12.9% |
10-0 |
1.6% |
26% |
False |
False |
86,291 |
60 |
671-0 |
591-6 |
79-2 |
12.9% |
9-1 |
1.5% |
26% |
False |
False |
75,472 |
80 |
677-0 |
591-6 |
85-2 |
13.9% |
8-5 |
1.4% |
24% |
False |
False |
67,594 |
100 |
677-0 |
591-6 |
85-2 |
13.9% |
8-4 |
1.4% |
24% |
False |
False |
59,029 |
120 |
683-0 |
591-6 |
91-2 |
14.9% |
8-5 |
1.4% |
23% |
False |
False |
52,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-7 |
2.618 |
637-3 |
1.618 |
627-7 |
1.000 |
622-0 |
0.618 |
618-3 |
HIGH |
612-4 |
0.618 |
608-7 |
0.500 |
607-6 |
0.382 |
606-5 |
LOW |
603-0 |
0.618 |
597-1 |
1.000 |
593-4 |
1.618 |
587-5 |
2.618 |
578-1 |
4.250 |
562-5 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
610-7 |
611-3 |
PP |
609-3 |
610-3 |
S1 |
607-6 |
609-2 |
|