CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
561-4 |
568-0 |
6-4 |
1.2% |
566-0 |
High |
564-2 |
568-0 |
3-6 |
0.7% |
574-2 |
Low |
560-0 |
563-4 |
3-4 |
0.6% |
560-0 |
Close |
564-2 |
564-4 |
0-2 |
0.0% |
569-2 |
Range |
4-2 |
4-4 |
0-2 |
5.9% |
14-2 |
ATR |
8-7 |
8-5 |
-0-3 |
-3.5% |
0-0 |
Volume |
37,535 |
25,876 |
-11,659 |
-31.1% |
121,439 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
578-7 |
576-1 |
567-0 |
|
R3 |
574-3 |
571-5 |
565-6 |
|
R2 |
569-7 |
569-7 |
565-3 |
|
R1 |
567-1 |
567-1 |
564-7 |
566-2 |
PP |
565-3 |
565-3 |
565-3 |
564-7 |
S1 |
562-5 |
562-5 |
564-1 |
561-6 |
S2 |
560-7 |
560-7 |
563-5 |
|
S3 |
556-3 |
558-1 |
563-2 |
|
S4 |
551-7 |
553-5 |
562-0 |
|
|
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 |
570-2 |
559-0 |
11-2 |
2.0% |
5-6 |
1.0% |
49% |
False |
False |
27,314 |
10 |
574-2 |
543-4 |
30-6 |
5.4% |
8-6 |
1.5% |
68% |
False |
False |
27,502 |
20 |
607-0 |
543-4 |
63-4 |
11.2% |
7-3 |
1.3% |
33% |
False |
False |
23,985 |
40 |
609-0 |
543-4 |
65-4 |
11.6% |
6-7 |
1.2% |
32% |
False |
False |
19,498 |
60 |
609-0 |
543-4 |
65-4 |
11.6% |
6-2 |
1.1% |
32% |
False |
False |
16,071 |
80 |
618-0 |
543-4 |
74-4 |
13.2% |
5-4 |
1.0% |
28% |
False |
False |
13,084 |
100 |
618-0 |
543-4 |
74-4 |
13.2% |
5-2 |
0.9% |
28% |
False |
False |
10,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
587-1 |
2.618 |
579-6 |
1.618 |
575-2 |
1.000 |
572-4 |
0.618 |
570-6 |
HIGH |
568-0 |
0.618 |
566-2 |
0.500 |
565-6 |
0.382 |
565-2 |
LOW |
563-4 |
0.618 |
560-6 |
1.000 |
559-0 |
1.618 |
556-2 |
2.618 |
551-6 |
4.250 |
544-3 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
565-6 |
564-1 |
PP |
565-3 |
563-7 |
S1 |
564-7 |
563-4 |
|