CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
543-0 |
542-4 |
-0-4 |
-0.1% |
565-0 |
| High |
543-0 |
542-4 |
-0-4 |
-0.1% |
568-0 |
| Low |
535-0 |
541-0 |
6-0 |
1.1% |
550-4 |
| Close |
540-6 |
541-4 |
0-6 |
0.1% |
555-4 |
| Range |
8-0 |
1-4 |
-6-4 |
-81.3% |
17-4 |
| ATR |
9-6 |
9-2 |
-0-5 |
-5.9% |
0-0 |
| Volume |
19,684 |
24,420 |
4,736 |
24.1% |
114,076 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546-1 |
545-3 |
542-3 |
|
| R3 |
544-5 |
543-7 |
541-7 |
|
| R2 |
543-1 |
543-1 |
541-6 |
|
| R1 |
542-3 |
542-3 |
541-5 |
542-0 |
| PP |
541-5 |
541-5 |
541-5 |
541-4 |
| S1 |
540-7 |
540-7 |
541-3 |
540-4 |
| S2 |
540-1 |
540-1 |
541-2 |
|
| S3 |
538-5 |
539-3 |
541-1 |
|
| S4 |
537-1 |
537-7 |
540-5 |
|
|
| 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% |
5-3 |
1.0% |
20% |
False |
False |
26,472 |
| 10 |
574-2 |
535-0 |
39-2 |
7.2% |
6-3 |
1.2% |
17% |
False |
False |
27,961 |
| 20 |
604-2 |
535-0 |
69-2 |
12.8% |
7-5 |
1.4% |
9% |
False |
False |
23,800 |
| 40 |
609-0 |
535-0 |
74-0 |
13.7% |
6-7 |
1.3% |
9% |
False |
False |
20,498 |
| 60 |
609-0 |
535-0 |
74-0 |
13.7% |
6-3 |
1.2% |
9% |
False |
False |
16,793 |
| 80 |
618-0 |
535-0 |
83-0 |
15.3% |
5-5 |
1.0% |
8% |
False |
False |
13,880 |
| 100 |
618-0 |
535-0 |
83-0 |
15.3% |
5-1 |
0.9% |
8% |
False |
False |
11,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
548-7 |
|
2.618 |
546-3 |
|
1.618 |
544-7 |
|
1.000 |
544-0 |
|
0.618 |
543-3 |
|
HIGH |
542-4 |
|
0.618 |
541-7 |
|
0.500 |
541-6 |
|
0.382 |
541-5 |
|
LOW |
541-0 |
|
0.618 |
540-1 |
|
1.000 |
539-4 |
|
1.618 |
538-5 |
|
2.618 |
537-1 |
|
4.250 |
534-5 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
541-6 |
547-1 |
| PP |
541-5 |
545-2 |
| S1 |
541-5 |
543-3 |
|