CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
545-6 |
556-4 |
10-6 |
2.0% |
544-0 |
| High |
548-4 |
557-6 |
9-2 |
1.7% |
560-2 |
| Low |
545-6 |
551-0 |
5-2 |
1.0% |
543-4 |
| Close |
548-4 |
551-0 |
2-4 |
0.5% |
551-0 |
| Range |
2-6 |
6-6 |
4-0 |
145.5% |
16-6 |
| ATR |
9-0 |
9-0 |
0-0 |
0.2% |
0-0 |
| Volume |
26,138 |
30,763 |
4,625 |
17.7% |
149,186 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
573-4 |
569-0 |
554-6 |
|
| R3 |
566-6 |
562-2 |
552-7 |
|
| R2 |
560-0 |
560-0 |
552-2 |
|
| R1 |
555-4 |
555-4 |
551-5 |
554-3 |
| PP |
553-2 |
553-2 |
553-2 |
552-6 |
| S1 |
548-6 |
548-6 |
550-3 |
547-5 |
| S2 |
546-4 |
546-4 |
549-6 |
|
| S3 |
539-6 |
542-0 |
549-1 |
|
| S4 |
533-0 |
535-2 |
547-2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601-7 |
593-1 |
560-2 |
|
| R3 |
585-1 |
576-3 |
555-5 |
|
| R2 |
568-3 |
568-3 |
554-1 |
|
| R1 |
559-5 |
559-5 |
552-4 |
564-0 |
| PP |
551-5 |
551-5 |
551-5 |
553-6 |
| S1 |
542-7 |
542-7 |
549-4 |
547-2 |
| S2 |
534-7 |
534-7 |
547-7 |
|
| S3 |
518-1 |
526-1 |
546-3 |
|
| S4 |
501-3 |
509-3 |
541-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
560-2 |
543-4 |
16-6 |
3.0% |
7-1 |
1.3% |
45% |
False |
False |
29,837 |
| 10 |
560-2 |
535-0 |
25-2 |
4.6% |
6-6 |
1.2% |
63% |
False |
False |
28,902 |
| 20 |
574-2 |
535-0 |
39-2 |
7.1% |
7-4 |
1.4% |
41% |
False |
False |
28,562 |
| 40 |
609-0 |
535-0 |
74-0 |
13.4% |
7-2 |
1.3% |
22% |
False |
False |
24,432 |
| 60 |
609-0 |
535-0 |
74-0 |
13.4% |
6-6 |
1.2% |
22% |
False |
False |
19,853 |
| 80 |
618-0 |
535-0 |
83-0 |
15.1% |
6-0 |
1.1% |
19% |
False |
False |
16,685 |
| 100 |
618-0 |
535-0 |
83-0 |
15.1% |
5-3 |
1.0% |
19% |
False |
False |
13,843 |
| 120 |
636-2 |
535-0 |
101-2 |
18.4% |
5-2 |
0.9% |
16% |
False |
False |
11,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
586-4 |
|
2.618 |
575-3 |
|
1.618 |
568-5 |
|
1.000 |
564-4 |
|
0.618 |
561-7 |
|
HIGH |
557-6 |
|
0.618 |
555-1 |
|
0.500 |
554-3 |
|
0.382 |
553-5 |
|
LOW |
551-0 |
|
0.618 |
546-7 |
|
1.000 |
544-2 |
|
1.618 |
540-1 |
|
2.618 |
533-3 |
|
4.250 |
522-2 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
554-3 |
553-0 |
| PP |
553-2 |
552-3 |
| S1 |
552-1 |
551-5 |
|