CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
556-4 |
552-4 |
-4-0 |
-0.7% |
544-0 |
High |
557-6 |
560-6 |
3-0 |
0.5% |
560-2 |
Low |
551-0 |
552-4 |
1-4 |
0.3% |
543-4 |
Close |
551-0 |
560-6 |
9-6 |
1.8% |
551-0 |
Range |
6-6 |
8-2 |
1-4 |
22.2% |
16-6 |
ATR |
9-0 |
9-1 |
0-0 |
0.6% |
0-0 |
Volume |
30,763 |
36,668 |
5,905 |
19.2% |
149,186 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-6 |
580-0 |
565-2 |
|
R3 |
574-4 |
571-6 |
563-0 |
|
R2 |
566-2 |
566-2 |
562-2 |
|
R1 |
563-4 |
563-4 |
561-4 |
564-7 |
PP |
558-0 |
558-0 |
558-0 |
558-6 |
S1 |
555-2 |
555-2 |
560-0 |
556-5 |
S2 |
549-6 |
549-6 |
559-2 |
|
S3 |
541-4 |
547-0 |
558-4 |
|
S4 |
533-2 |
538-6 |
556-2 |
|
|
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 |
560-6 |
545-6 |
15-0 |
2.7% |
6-4 |
1.2% |
100% |
True |
False |
30,764 |
10 |
560-6 |
538-0 |
22-6 |
4.1% |
6-6 |
1.2% |
100% |
True |
False |
30,601 |
20 |
574-2 |
535-0 |
39-2 |
7.0% |
7-1 |
1.3% |
66% |
False |
False |
29,296 |
40 |
609-0 |
535-0 |
74-0 |
13.2% |
7-3 |
1.3% |
35% |
False |
False |
25,044 |
60 |
609-0 |
535-0 |
74-0 |
13.2% |
6-7 |
1.2% |
35% |
False |
False |
20,378 |
80 |
617-6 |
535-0 |
82-6 |
14.8% |
6-1 |
1.1% |
31% |
False |
False |
17,103 |
100 |
618-0 |
535-0 |
83-0 |
14.8% |
5-3 |
1.0% |
31% |
False |
False |
14,196 |
120 |
636-2 |
535-0 |
101-2 |
18.1% |
5-2 |
0.9% |
25% |
False |
False |
12,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
595-6 |
2.618 |
582-3 |
1.618 |
574-1 |
1.000 |
569-0 |
0.618 |
565-7 |
HIGH |
560-6 |
0.618 |
557-5 |
0.500 |
556-5 |
0.382 |
555-5 |
LOW |
552-4 |
0.618 |
547-3 |
1.000 |
544-2 |
1.618 |
539-1 |
2.618 |
530-7 |
4.250 |
517-4 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
559-3 |
558-2 |
PP |
558-0 |
555-6 |
S1 |
556-5 |
553-2 |
|