CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
604-4 |
616-0 |
11-4 |
1.9% |
604-4 |
| High |
609-4 |
629-2 |
19-6 |
3.2% |
629-2 |
| Low |
599-2 |
616-0 |
16-6 |
2.8% |
599-2 |
| Close |
607-4 |
625-4 |
18-0 |
3.0% |
625-4 |
| Range |
10-2 |
13-2 |
3-0 |
29.3% |
30-0 |
| ATR |
12-6 |
13-3 |
0-5 |
5.0% |
0-0 |
| Volume |
183,514 |
236,128 |
52,614 |
28.7% |
911,258 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-3 |
657-5 |
632-6 |
|
| R3 |
650-1 |
644-3 |
629-1 |
|
| R2 |
636-7 |
636-7 |
627-7 |
|
| R1 |
631-1 |
631-1 |
626-6 |
634-0 |
| PP |
623-5 |
623-5 |
623-5 |
625-0 |
| S1 |
617-7 |
617-7 |
624-2 |
620-6 |
| S2 |
610-3 |
610-3 |
623-1 |
|
| S3 |
597-1 |
604-5 |
621-7 |
|
| S4 |
583-7 |
591-3 |
618-2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-0 |
696-6 |
642-0 |
|
| R3 |
678-0 |
666-6 |
633-6 |
|
| R2 |
648-0 |
648-0 |
631-0 |
|
| R1 |
636-6 |
636-6 |
628-2 |
642-3 |
| PP |
618-0 |
618-0 |
618-0 |
620-6 |
| S1 |
606-6 |
606-6 |
622-6 |
612-3 |
| S2 |
588-0 |
588-0 |
620-0 |
|
| S3 |
558-0 |
576-6 |
617-2 |
|
| S4 |
528-0 |
546-6 |
609-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
629-2 |
599-2 |
30-0 |
4.8% |
13-0 |
2.1% |
88% |
True |
False |
182,251 |
| 10 |
629-2 |
591-6 |
37-4 |
6.0% |
12-3 |
2.0% |
90% |
True |
False |
168,303 |
| 20 |
658-4 |
591-6 |
66-6 |
10.7% |
11-2 |
1.8% |
51% |
False |
False |
137,458 |
| 40 |
671-0 |
591-6 |
79-2 |
12.7% |
10-6 |
1.7% |
43% |
False |
False |
100,178 |
| 60 |
671-0 |
591-6 |
79-2 |
12.7% |
9-5 |
1.5% |
43% |
False |
False |
85,396 |
| 80 |
674-0 |
591-6 |
82-2 |
13.1% |
9-0 |
1.4% |
41% |
False |
False |
76,188 |
| 100 |
677-0 |
591-6 |
85-2 |
13.6% |
8-6 |
1.4% |
40% |
False |
False |
65,756 |
| 120 |
683-0 |
591-6 |
91-2 |
14.6% |
8-5 |
1.4% |
37% |
False |
False |
58,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685-4 |
|
2.618 |
664-0 |
|
1.618 |
650-6 |
|
1.000 |
642-4 |
|
0.618 |
637-4 |
|
HIGH |
629-2 |
|
0.618 |
624-2 |
|
0.500 |
622-5 |
|
0.382 |
621-0 |
|
LOW |
616-0 |
|
0.618 |
607-6 |
|
1.000 |
602-6 |
|
1.618 |
594-4 |
|
2.618 |
581-2 |
|
4.250 |
559-6 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
624-4 |
621-6 |
| PP |
623-5 |
618-0 |
| S1 |
622-5 |
614-2 |
|