CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
657-4 |
658-0 |
0-4 |
0.1% |
651-0 |
| High |
663-2 |
658-0 |
-5-2 |
-0.8% |
666-0 |
| Low |
654-6 |
648-6 |
-6-0 |
-0.9% |
647-0 |
| Close |
658-2 |
649-0 |
-9-2 |
-1.4% |
658-2 |
| Range |
8-4 |
9-2 |
0-6 |
8.8% |
19-0 |
| ATR |
13-6 |
13-3 |
-0-2 |
-2.2% |
0-0 |
| Volume |
129,907 |
147,891 |
17,984 |
13.8% |
469,915 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-5 |
673-5 |
654-1 |
|
| R3 |
670-3 |
664-3 |
651-4 |
|
| R2 |
661-1 |
661-1 |
650-6 |
|
| R1 |
655-1 |
655-1 |
649-7 |
653-4 |
| PP |
651-7 |
651-7 |
651-7 |
651-1 |
| S1 |
645-7 |
645-7 |
648-1 |
644-2 |
| S2 |
642-5 |
642-5 |
647-2 |
|
| S3 |
633-3 |
636-5 |
646-4 |
|
| S4 |
624-1 |
627-3 |
643-7 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-1 |
705-1 |
668-6 |
|
| R3 |
695-1 |
686-1 |
663-4 |
|
| R2 |
676-1 |
676-1 |
661-6 |
|
| R1 |
667-1 |
667-1 |
660-0 |
671-5 |
| PP |
657-1 |
657-1 |
657-1 |
659-2 |
| S1 |
648-1 |
648-1 |
656-4 |
652-5 |
| S2 |
638-1 |
638-1 |
654-6 |
|
| S3 |
619-1 |
629-1 |
653-0 |
|
| S4 |
600-1 |
610-1 |
647-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666-0 |
647-0 |
19-0 |
2.9% |
11-0 |
1.7% |
11% |
False |
False |
123,561 |
| 10 |
666-0 |
603-2 |
62-6 |
9.7% |
13-5 |
2.1% |
73% |
False |
False |
156,791 |
| 20 |
673-6 |
603-2 |
70-4 |
10.9% |
11-6 |
1.8% |
65% |
False |
False |
150,780 |
| 40 |
673-6 |
603-2 |
70-4 |
10.9% |
11-0 |
1.7% |
65% |
False |
False |
142,854 |
| 60 |
673-6 |
599-2 |
74-4 |
11.5% |
10-1 |
1.6% |
67% |
False |
False |
114,373 |
| 80 |
673-6 |
587-0 |
86-6 |
13.4% |
9-4 |
1.5% |
71% |
False |
False |
93,340 |
| 100 |
673-6 |
587-0 |
86-6 |
13.4% |
9-4 |
1.5% |
71% |
False |
False |
80,174 |
| 120 |
681-0 |
587-0 |
94-0 |
14.5% |
9-2 |
1.4% |
66% |
False |
False |
69,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-2 |
|
2.618 |
682-2 |
|
1.618 |
673-0 |
|
1.000 |
667-2 |
|
0.618 |
663-6 |
|
HIGH |
658-0 |
|
0.618 |
654-4 |
|
0.500 |
653-3 |
|
0.382 |
652-2 |
|
LOW |
648-6 |
|
0.618 |
643-0 |
|
1.000 |
639-4 |
|
1.618 |
633-6 |
|
2.618 |
624-4 |
|
4.250 |
609-4 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
653-3 |
656-0 |
| PP |
651-7 |
653-5 |
| S1 |
650-4 |
651-3 |
|