CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
568-0 |
559-2 |
-8-6 |
-1.5% |
565-0 |
High |
568-0 |
559-2 |
-8-6 |
-1.5% |
568-0 |
Low |
563-4 |
550-4 |
-13-0 |
-2.3% |
550-4 |
Close |
564-4 |
555-4 |
-9-0 |
-1.6% |
555-4 |
Range |
4-4 |
8-6 |
4-2 |
94.4% |
17-4 |
ATR |
8-5 |
9-0 |
0-3 |
4.5% |
0-0 |
Volume |
25,876 |
24,848 |
-1,028 |
-4.0% |
114,076 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
581-3 |
577-1 |
560-2 |
|
R3 |
572-5 |
568-3 |
557-7 |
|
R2 |
563-7 |
563-7 |
557-1 |
|
R1 |
559-5 |
559-5 |
556-2 |
557-3 |
PP |
555-1 |
555-1 |
555-1 |
554-0 |
S1 |
550-7 |
550-7 |
554-6 |
548-5 |
S2 |
546-3 |
546-3 |
553-7 |
|
S3 |
537-5 |
542-1 |
553-1 |
|
S4 |
528-7 |
533-3 |
550-6 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-4 |
600-4 |
565-1 |
|
R3 |
593-0 |
583-0 |
560-2 |
|
R2 |
575-4 |
575-4 |
558-6 |
|
R1 |
565-4 |
565-4 |
557-1 |
561-6 |
PP |
558-0 |
558-0 |
558-0 |
556-1 |
S1 |
548-0 |
548-0 |
553-7 |
544-2 |
S2 |
540-4 |
540-4 |
552-2 |
|
S3 |
523-0 |
530-4 |
550-6 |
|
S4 |
505-4 |
513-0 |
545-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
570-2 |
550-4 |
19-6 |
3.6% |
6-5 |
1.2% |
25% |
False |
True |
27,766 |
10 |
574-2 |
543-4 |
30-6 |
5.5% |
8-3 |
1.5% |
39% |
False |
False |
28,223 |
20 |
607-0 |
543-4 |
63-4 |
11.4% |
7-4 |
1.4% |
19% |
False |
False |
23,910 |
40 |
609-0 |
543-4 |
65-4 |
11.8% |
7-0 |
1.3% |
18% |
False |
False |
19,857 |
60 |
609-0 |
543-4 |
65-4 |
11.8% |
6-3 |
1.2% |
18% |
False |
False |
16,307 |
80 |
618-0 |
543-4 |
74-4 |
13.4% |
5-4 |
1.0% |
16% |
False |
False |
13,376 |
100 |
618-0 |
543-4 |
74-4 |
13.4% |
5-2 |
0.9% |
16% |
False |
False |
11,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-4 |
2.618 |
582-1 |
1.618 |
573-3 |
1.000 |
568-0 |
0.618 |
564-5 |
HIGH |
559-2 |
0.618 |
555-7 |
0.500 |
554-7 |
0.382 |
553-7 |
LOW |
550-4 |
0.618 |
545-1 |
1.000 |
541-6 |
1.618 |
536-3 |
2.618 |
527-5 |
4.250 |
513-2 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
555-2 |
559-2 |
PP |
555-1 |
558-0 |
S1 |
554-7 |
556-6 |
|