CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
551-4 |
555-6 |
4-2 |
0.8% |
543-0 |
| High |
555-6 |
556-0 |
0-2 |
0.0% |
556-0 |
| Low |
551-4 |
542-4 |
-9-0 |
-1.6% |
535-0 |
| Close |
555-0 |
545-0 |
-10-0 |
-1.8% |
545-0 |
| Range |
4-2 |
13-4 |
9-2 |
217.6% |
21-0 |
| ATR |
9-3 |
9-5 |
0-2 |
3.2% |
0-0 |
| Volume |
38,357 |
32,318 |
-6,039 |
-15.7% |
139,840 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
588-3 |
580-1 |
552-3 |
|
| R3 |
574-7 |
566-5 |
548-6 |
|
| R2 |
561-3 |
561-3 |
547-4 |
|
| R1 |
553-1 |
553-1 |
546-2 |
550-4 |
| PP |
547-7 |
547-7 |
547-7 |
546-4 |
| S1 |
539-5 |
539-5 |
543-6 |
537-0 |
| S2 |
534-3 |
534-3 |
542-4 |
|
| S3 |
520-7 |
526-1 |
541-2 |
|
| S4 |
507-3 |
512-5 |
537-5 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-3 |
597-5 |
556-4 |
|
| R3 |
587-3 |
576-5 |
550-6 |
|
| R2 |
566-3 |
566-3 |
548-7 |
|
| R1 |
555-5 |
555-5 |
546-7 |
561-0 |
| PP |
545-3 |
545-3 |
545-3 |
548-0 |
| S1 |
534-5 |
534-5 |
543-1 |
540-0 |
| S2 |
524-3 |
524-3 |
541-1 |
|
| S3 |
503-3 |
513-5 |
539-2 |
|
| S4 |
482-3 |
492-5 |
533-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
556-0 |
535-0 |
21-0 |
3.9% |
6-2 |
1.1% |
48% |
True |
False |
27,968 |
| 10 |
570-2 |
535-0 |
35-2 |
6.5% |
6-4 |
1.2% |
28% |
False |
False |
27,867 |
| 20 |
587-4 |
535-0 |
52-4 |
9.6% |
7-6 |
1.4% |
19% |
False |
False |
25,626 |
| 40 |
609-0 |
535-0 |
74-0 |
13.6% |
7-0 |
1.3% |
14% |
False |
False |
22,134 |
| 60 |
609-0 |
535-0 |
74-0 |
13.6% |
6-3 |
1.2% |
14% |
False |
False |
18,057 |
| 80 |
618-0 |
535-0 |
83-0 |
15.2% |
5-7 |
1.1% |
12% |
False |
False |
14,985 |
| 100 |
618-0 |
535-0 |
83-0 |
15.2% |
5-2 |
1.0% |
12% |
False |
False |
12,433 |
| 120 |
636-2 |
535-0 |
101-2 |
18.6% |
5-0 |
0.9% |
10% |
False |
False |
10,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
613-3 |
|
2.618 |
591-3 |
|
1.618 |
577-7 |
|
1.000 |
569-4 |
|
0.618 |
564-3 |
|
HIGH |
556-0 |
|
0.618 |
550-7 |
|
0.500 |
549-2 |
|
0.382 |
547-5 |
|
LOW |
542-4 |
|
0.618 |
534-1 |
|
1.000 |
529-0 |
|
1.618 |
520-5 |
|
2.618 |
507-1 |
|
4.250 |
485-1 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
549-2 |
547-0 |
| PP |
547-7 |
546-3 |
| S1 |
546-3 |
545-5 |
|