CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
616-2 |
604-4 |
-11-6 |
-1.9% |
613-0 |
High |
616-4 |
609-4 |
-7-0 |
-1.1% |
618-6 |
Low |
601-0 |
599-2 |
-1-6 |
-0.3% |
591-6 |
Close |
601-0 |
607-4 |
6-4 |
1.1% |
603-0 |
Range |
15-4 |
10-2 |
-5-2 |
-33.9% |
27-0 |
ATR |
13-0 |
12-6 |
-0-2 |
-1.5% |
0-0 |
Volume |
185,064 |
183,514 |
-1,550 |
-0.8% |
771,776 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-1 |
632-1 |
613-1 |
|
R3 |
625-7 |
621-7 |
610-3 |
|
R2 |
615-5 |
615-5 |
609-3 |
|
R1 |
611-5 |
611-5 |
608-4 |
613-5 |
PP |
605-3 |
605-3 |
605-3 |
606-4 |
S1 |
601-3 |
601-3 |
606-4 |
603-3 |
S2 |
595-1 |
595-1 |
605-5 |
|
S3 |
584-7 |
591-1 |
604-5 |
|
S4 |
574-5 |
580-7 |
601-7 |
|
|
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 |
599-2 |
22-4 |
3.7% |
14-2 |
2.3% |
37% |
False |
True |
169,209 |
10 |
627-0 |
591-6 |
35-2 |
5.8% |
12-0 |
2.0% |
45% |
False |
False |
156,605 |
20 |
658-4 |
591-6 |
66-6 |
11.0% |
11-4 |
1.9% |
24% |
False |
False |
130,318 |
40 |
671-0 |
591-6 |
79-2 |
13.0% |
10-4 |
1.7% |
20% |
False |
False |
95,794 |
60 |
671-0 |
591-6 |
79-2 |
13.0% |
9-4 |
1.6% |
20% |
False |
False |
82,489 |
80 |
677-0 |
591-6 |
85-2 |
14.0% |
8-7 |
1.5% |
18% |
False |
False |
73,545 |
100 |
677-0 |
591-6 |
85-2 |
14.0% |
8-6 |
1.4% |
18% |
False |
False |
63,763 |
120 |
683-0 |
591-6 |
91-2 |
15.0% |
8-5 |
1.4% |
17% |
False |
False |
57,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
653-0 |
2.618 |
636-3 |
1.618 |
626-1 |
1.000 |
619-6 |
0.618 |
615-7 |
HIGH |
609-4 |
0.618 |
605-5 |
0.500 |
604-3 |
0.382 |
603-1 |
LOW |
599-2 |
0.618 |
592-7 |
1.000 |
589-0 |
1.618 |
582-5 |
2.618 |
572-3 |
4.250 |
555-6 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
606-4 |
610-4 |
PP |
605-3 |
609-4 |
S1 |
604-3 |
608-4 |
|