CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
565-0 |
561-4 |
-3-4 |
-0.6% |
566-0 |
High |
568-0 |
564-2 |
-3-6 |
-0.7% |
574-2 |
Low |
559-0 |
560-0 |
1-0 |
0.2% |
560-0 |
Close |
560-6 |
564-2 |
3-4 |
0.6% |
569-2 |
Range |
9-0 |
4-2 |
-4-6 |
-52.8% |
14-2 |
ATR |
9-2 |
8-7 |
-0-3 |
-3.9% |
0-0 |
Volume |
25,817 |
37,535 |
11,718 |
45.4% |
121,439 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
575-5 |
574-1 |
566-5 |
|
R3 |
571-3 |
569-7 |
565-3 |
|
R2 |
567-1 |
567-1 |
565-0 |
|
R1 |
565-5 |
565-5 |
564-5 |
566-3 |
PP |
562-7 |
562-7 |
562-7 |
563-2 |
S1 |
561-3 |
561-3 |
563-7 |
562-1 |
S2 |
558-5 |
558-5 |
563-4 |
|
S3 |
554-3 |
557-1 |
563-1 |
|
S4 |
550-1 |
552-7 |
561-7 |
|
|
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% |
6-0 |
1.1% |
34% |
False |
False |
28,981 |
10 |
578-6 |
543-4 |
35-2 |
6.2% |
8-7 |
1.6% |
59% |
False |
False |
26,507 |
20 |
607-0 |
543-4 |
63-4 |
11.3% |
7-3 |
1.3% |
33% |
False |
False |
23,729 |
40 |
609-0 |
543-4 |
65-4 |
11.6% |
6-7 |
1.2% |
32% |
False |
False |
19,115 |
60 |
609-0 |
543-4 |
65-4 |
11.6% |
6-2 |
1.1% |
32% |
False |
False |
15,866 |
80 |
618-0 |
543-4 |
74-4 |
13.2% |
5-3 |
1.0% |
28% |
False |
False |
12,796 |
100 |
618-0 |
543-4 |
74-4 |
13.2% |
5-1 |
0.9% |
28% |
False |
False |
10,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
582-2 |
2.618 |
575-3 |
1.618 |
571-1 |
1.000 |
568-4 |
0.618 |
566-7 |
HIGH |
564-2 |
0.618 |
562-5 |
0.500 |
562-1 |
0.382 |
561-5 |
LOW |
560-0 |
0.618 |
557-3 |
1.000 |
555-6 |
1.618 |
553-1 |
2.618 |
548-7 |
4.250 |
542-0 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
563-4 |
564-5 |
PP |
562-7 |
564-4 |
S1 |
562-1 |
564-3 |
|