CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
565-0 |
563-4 |
-1-4 |
-0.3% |
580-0 |
| High |
566-0 |
570-2 |
4-2 |
0.8% |
587-4 |
| Low |
562-0 |
563-4 |
1-4 |
0.3% |
543-4 |
| Close |
564-6 |
569-2 |
4-4 |
0.8% |
563-2 |
| Range |
4-0 |
6-6 |
2-6 |
68.8% |
44-0 |
| ATR |
9-3 |
9-2 |
-0-2 |
-2.0% |
0-0 |
| Volume |
22,592 |
24,754 |
2,162 |
9.6% |
95,633 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587-7 |
585-3 |
573-0 |
|
| R3 |
581-1 |
578-5 |
571-1 |
|
| R2 |
574-3 |
574-3 |
570-4 |
|
| R1 |
571-7 |
571-7 |
569-7 |
573-1 |
| PP |
567-5 |
567-5 |
567-5 |
568-2 |
| S1 |
565-1 |
565-1 |
568-5 |
566-3 |
| S2 |
560-7 |
560-7 |
568-0 |
|
| S3 |
554-1 |
558-3 |
567-3 |
|
| S4 |
547-3 |
551-5 |
565-4 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-6 |
674-0 |
587-4 |
|
| R3 |
652-6 |
630-0 |
575-3 |
|
| R2 |
608-6 |
608-6 |
571-3 |
|
| R1 |
586-0 |
586-0 |
567-2 |
575-3 |
| PP |
564-6 |
564-6 |
564-6 |
559-4 |
| S1 |
542-0 |
542-0 |
559-2 |
531-3 |
| S2 |
520-6 |
520-6 |
555-1 |
|
| S3 |
476-6 |
498-0 |
551-1 |
|
| S4 |
432-6 |
454-0 |
539-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
574-2 |
555-0 |
19-2 |
3.4% |
8-1 |
1.4% |
74% |
False |
False |
29,232 |
| 10 |
587-4 |
543-4 |
44-0 |
7.7% |
9-3 |
1.6% |
59% |
False |
False |
23,931 |
| 20 |
607-0 |
543-4 |
63-4 |
11.2% |
8-0 |
1.4% |
41% |
False |
False |
23,289 |
| 40 |
609-0 |
543-4 |
65-4 |
11.5% |
7-0 |
1.2% |
39% |
False |
False |
18,397 |
| 60 |
611-4 |
543-4 |
68-0 |
11.9% |
6-2 |
1.1% |
38% |
False |
False |
15,062 |
| 80 |
618-0 |
543-4 |
74-4 |
13.1% |
5-3 |
0.9% |
35% |
False |
False |
12,085 |
| 100 |
618-0 |
543-4 |
74-4 |
13.1% |
5-0 |
0.9% |
35% |
False |
False |
10,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
599-0 |
|
2.618 |
587-7 |
|
1.618 |
581-1 |
|
1.000 |
577-0 |
|
0.618 |
574-3 |
|
HIGH |
570-2 |
|
0.618 |
567-5 |
|
0.500 |
566-7 |
|
0.382 |
566-1 |
|
LOW |
563-4 |
|
0.618 |
559-3 |
|
1.000 |
556-6 |
|
1.618 |
552-5 |
|
2.618 |
545-7 |
|
4.250 |
534-6 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
568-4 |
568-7 |
| PP |
567-5 |
568-4 |
| S1 |
566-7 |
568-1 |
|