CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
559-2 |
543-0 |
-16-2 |
-2.9% |
565-0 |
High |
559-2 |
543-0 |
-16-2 |
-2.9% |
568-0 |
Low |
550-4 |
535-0 |
-15-4 |
-2.8% |
550-4 |
Close |
555-4 |
540-6 |
-14-6 |
-2.7% |
555-4 |
Range |
8-6 |
8-0 |
-0-6 |
-8.6% |
17-4 |
ATR |
9-0 |
9-6 |
0-7 |
9.2% |
0-0 |
Volume |
24,848 |
19,684 |
-5,164 |
-20.8% |
114,076 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
563-5 |
560-1 |
545-1 |
|
R3 |
555-5 |
552-1 |
543-0 |
|
R2 |
547-5 |
547-5 |
542-2 |
|
R1 |
544-1 |
544-1 |
541-4 |
541-7 |
PP |
539-5 |
539-5 |
539-5 |
538-4 |
S1 |
536-1 |
536-1 |
540-0 |
533-7 |
S2 |
531-5 |
531-5 |
539-2 |
|
S3 |
523-5 |
528-1 |
538-4 |
|
S4 |
515-5 |
520-1 |
536-3 |
|
|
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 |
568-0 |
535-0 |
33-0 |
6.1% |
6-7 |
1.3% |
17% |
False |
True |
26,752 |
10 |
574-2 |
535-0 |
39-2 |
7.3% |
7-4 |
1.4% |
15% |
False |
True |
27,992 |
20 |
607-0 |
535-0 |
72-0 |
13.3% |
7-6 |
1.4% |
8% |
False |
True |
23,980 |
40 |
609-0 |
535-0 |
74-0 |
13.7% |
7-0 |
1.3% |
8% |
False |
True |
20,131 |
60 |
609-0 |
535-0 |
74-0 |
13.7% |
6-3 |
1.2% |
8% |
False |
True |
16,472 |
80 |
618-0 |
535-0 |
83-0 |
15.3% |
5-5 |
1.0% |
7% |
False |
True |
13,600 |
100 |
618-0 |
535-0 |
83-0 |
15.3% |
5-1 |
1.0% |
7% |
False |
True |
11,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
577-0 |
2.618 |
564-0 |
1.618 |
556-0 |
1.000 |
551-0 |
0.618 |
548-0 |
HIGH |
543-0 |
0.618 |
540-0 |
0.500 |
539-0 |
0.382 |
538-0 |
LOW |
535-0 |
0.618 |
530-0 |
1.000 |
527-0 |
1.618 |
522-0 |
2.618 |
514-0 |
4.250 |
501-0 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
540-1 |
551-4 |
PP |
539-5 |
547-7 |
S1 |
539-0 |
544-3 |
|