CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
563-4 |
565-0 |
1-4 |
0.3% |
566-0 |
High |
570-2 |
568-0 |
-2-2 |
-0.4% |
574-2 |
Low |
563-4 |
559-0 |
-4-4 |
-0.8% |
560-0 |
Close |
569-2 |
560-6 |
-8-4 |
-1.5% |
569-2 |
Range |
6-6 |
9-0 |
2-2 |
33.3% |
14-2 |
ATR |
9-2 |
9-2 |
0-1 |
0.8% |
0-0 |
Volume |
24,754 |
25,817 |
1,063 |
4.3% |
121,439 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589-5 |
584-1 |
565-6 |
|
R3 |
580-5 |
575-1 |
563-2 |
|
R2 |
571-5 |
571-5 |
562-3 |
|
R1 |
566-1 |
566-1 |
561-5 |
564-3 |
PP |
562-5 |
562-5 |
562-5 |
561-6 |
S1 |
557-1 |
557-1 |
559-7 |
555-3 |
S2 |
553-5 |
553-5 |
559-1 |
|
S3 |
544-5 |
548-1 |
558-2 |
|
S4 |
535-5 |
539-1 |
555-6 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-5 |
604-1 |
577-1 |
|
R3 |
596-3 |
589-7 |
573-1 |
|
R2 |
582-1 |
582-1 |
571-7 |
|
R1 |
575-5 |
575-5 |
570-4 |
578-7 |
PP |
567-7 |
567-7 |
567-7 |
569-4 |
S1 |
561-3 |
561-3 |
568-0 |
564-5 |
S2 |
553-5 |
553-5 |
566-5 |
|
S3 |
539-3 |
547-1 |
565-3 |
|
S4 |
525-1 |
532-7 |
561-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
574-2 |
559-0 |
15-2 |
2.7% |
7-4 |
1.3% |
11% |
False |
True |
29,451 |
10 |
587-4 |
543-4 |
44-0 |
7.8% |
9-4 |
1.7% |
39% |
False |
False |
24,288 |
20 |
607-0 |
543-4 |
63-4 |
11.3% |
7-6 |
1.4% |
27% |
False |
False |
23,112 |
40 |
609-0 |
543-4 |
65-4 |
11.7% |
7-0 |
1.2% |
26% |
False |
False |
18,555 |
60 |
609-0 |
543-4 |
65-4 |
11.7% |
6-2 |
1.1% |
26% |
False |
False |
15,379 |
80 |
618-0 |
543-4 |
74-4 |
13.3% |
5-3 |
1.0% |
23% |
False |
False |
12,364 |
100 |
618-0 |
543-4 |
74-4 |
13.3% |
5-1 |
0.9% |
23% |
False |
False |
10,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
606-2 |
2.618 |
591-4 |
1.618 |
582-4 |
1.000 |
577-0 |
0.618 |
573-4 |
HIGH |
568-0 |
0.618 |
564-4 |
0.500 |
563-4 |
0.382 |
562-4 |
LOW |
559-0 |
0.618 |
553-4 |
1.000 |
550-0 |
1.618 |
544-4 |
2.618 |
535-4 |
4.250 |
520-6 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
563-4 |
564-5 |
PP |
562-5 |
563-3 |
S1 |
561-5 |
562-0 |
|