CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
560-2 |
545-6 |
-14-4 |
-2.6% |
543-0 |
| High |
560-2 |
548-4 |
-11-6 |
-2.1% |
556-0 |
| Low |
549-0 |
545-6 |
-3-2 |
-0.6% |
535-0 |
| Close |
549-0 |
548-4 |
-0-4 |
-0.1% |
545-0 |
| Range |
11-2 |
2-6 |
-8-4 |
-75.6% |
21-0 |
| ATR |
9-4 |
9-0 |
-0-4 |
-4.7% |
0-0 |
| Volume |
32,439 |
26,138 |
-6,301 |
-19.4% |
139,840 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-7 |
554-7 |
550-0 |
|
| R3 |
553-1 |
552-1 |
549-2 |
|
| R2 |
550-3 |
550-3 |
549-0 |
|
| R1 |
549-3 |
549-3 |
548-6 |
549-7 |
| PP |
547-5 |
547-5 |
547-5 |
547-6 |
| S1 |
546-5 |
546-5 |
548-2 |
547-1 |
| S2 |
544-7 |
544-7 |
548-0 |
|
| S3 |
542-1 |
543-7 |
547-6 |
|
| S4 |
539-3 |
541-1 |
547-0 |
|
|
| 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 |
560-2 |
542-4 |
17-6 |
3.2% |
8-4 |
1.5% |
34% |
False |
False |
30,148 |
| 10 |
560-2 |
535-0 |
25-2 |
4.6% |
6-7 |
1.3% |
53% |
False |
False |
28,311 |
| 20 |
574-2 |
535-0 |
39-2 |
7.2% |
7-6 |
1.4% |
34% |
False |
False |
27,907 |
| 40 |
609-0 |
535-0 |
74-0 |
13.5% |
7-1 |
1.3% |
18% |
False |
False |
23,905 |
| 60 |
609-0 |
535-0 |
74-0 |
13.5% |
6-6 |
1.2% |
18% |
False |
False |
19,414 |
| 80 |
618-0 |
535-0 |
83-0 |
15.1% |
6-0 |
1.1% |
16% |
False |
False |
16,341 |
| 100 |
618-0 |
535-0 |
83-0 |
15.1% |
5-2 |
1.0% |
16% |
False |
False |
13,556 |
| 120 |
636-2 |
535-0 |
101-2 |
18.5% |
5-1 |
0.9% |
13% |
False |
False |
11,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
560-2 |
|
2.618 |
555-6 |
|
1.618 |
553-0 |
|
1.000 |
551-2 |
|
0.618 |
550-2 |
|
HIGH |
548-4 |
|
0.618 |
547-4 |
|
0.500 |
547-1 |
|
0.382 |
546-6 |
|
LOW |
545-6 |
|
0.618 |
544-0 |
|
1.000 |
543-0 |
|
1.618 |
541-2 |
|
2.618 |
538-4 |
|
4.250 |
534-0 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
548-0 |
553-0 |
| PP |
547-5 |
551-4 |
| S1 |
547-1 |
550-0 |
|