CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
604-4 |
618-4 |
14-0 |
2.3% |
613-0 |
High |
612-4 |
621-6 |
9-2 |
1.5% |
618-6 |
Low |
603-0 |
605-0 |
2-0 |
0.3% |
591-6 |
Close |
612-4 |
608-0 |
-4-4 |
-0.7% |
603-0 |
Range |
9-4 |
16-6 |
7-2 |
76.3% |
27-0 |
ATR |
12-4 |
12-6 |
0-2 |
2.5% |
0-0 |
Volume |
128,188 |
178,364 |
50,176 |
39.1% |
771,776 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-7 |
651-5 |
617-2 |
|
R3 |
645-1 |
634-7 |
612-5 |
|
R2 |
628-3 |
628-3 |
611-1 |
|
R1 |
618-1 |
618-1 |
609-4 |
614-7 |
PP |
611-5 |
611-5 |
611-5 |
610-0 |
S1 |
601-3 |
601-3 |
606-4 |
598-1 |
S2 |
594-7 |
594-7 |
604-7 |
|
S3 |
578-1 |
584-5 |
603-3 |
|
S4 |
561-3 |
567-7 |
598-6 |
|
|
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 |
621-6 |
591-6 |
30-0 |
4.9% |
13-3 |
2.2% |
54% |
True |
False |
174,435 |
10 |
634-0 |
591-6 |
42-2 |
6.9% |
10-4 |
1.7% |
38% |
False |
False |
147,609 |
20 |
658-4 |
591-6 |
66-6 |
11.0% |
11-4 |
1.9% |
24% |
False |
False |
118,927 |
40 |
671-0 |
591-6 |
79-2 |
13.0% |
10-1 |
1.7% |
21% |
False |
False |
89,432 |
60 |
671-0 |
591-6 |
79-2 |
13.0% |
9-2 |
1.5% |
21% |
False |
False |
77,505 |
80 |
677-0 |
591-6 |
85-2 |
14.0% |
8-6 |
1.4% |
19% |
False |
False |
69,577 |
100 |
677-0 |
591-6 |
85-2 |
14.0% |
8-5 |
1.4% |
19% |
False |
False |
60,541 |
120 |
683-0 |
591-6 |
91-2 |
15.0% |
8-5 |
1.4% |
18% |
False |
False |
54,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
693-0 |
2.618 |
665-5 |
1.618 |
648-7 |
1.000 |
638-4 |
0.618 |
632-1 |
HIGH |
621-6 |
0.618 |
615-3 |
0.500 |
613-3 |
0.382 |
611-3 |
LOW |
605-0 |
0.618 |
594-5 |
1.000 |
588-2 |
1.618 |
577-7 |
2.618 |
561-1 |
4.250 |
533-6 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
613-3 |
610-6 |
PP |
611-5 |
609-7 |
S1 |
609-6 |
608-7 |
|