CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
553-6 |
549-0 |
-4-6 |
-0.9% |
544-0 |
High |
553-6 |
549-0 |
-4-6 |
-0.9% |
560-2 |
Low |
548-4 |
537-4 |
-11-0 |
-2.0% |
543-4 |
Close |
550-2 |
539-2 |
-11-0 |
-2.0% |
551-0 |
Range |
5-2 |
11-4 |
6-2 |
119.0% |
16-6 |
ATR |
9-3 |
9-5 |
0-2 |
2.6% |
0-0 |
Volume |
36,303 |
35,884 |
-419 |
-1.2% |
149,186 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
576-3 |
569-3 |
545-5 |
|
R3 |
564-7 |
557-7 |
542-3 |
|
R2 |
553-3 |
553-3 |
541-3 |
|
R1 |
546-3 |
546-3 |
540-2 |
544-1 |
PP |
541-7 |
541-7 |
541-7 |
540-6 |
S1 |
534-7 |
534-7 |
538-2 |
532-5 |
S2 |
530-3 |
530-3 |
537-1 |
|
S3 |
518-7 |
523-3 |
536-1 |
|
S4 |
507-3 |
511-7 |
532-7 |
|
|
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 |
537-4 |
23-2 |
4.3% |
6-7 |
1.3% |
8% |
False |
True |
33,151 |
10 |
560-6 |
537-4 |
23-2 |
4.3% |
7-7 |
1.5% |
8% |
False |
True |
32,871 |
20 |
574-2 |
535-0 |
39-2 |
7.3% |
6-6 |
1.3% |
11% |
False |
False |
29,675 |
40 |
607-0 |
535-0 |
72-0 |
13.4% |
7-4 |
1.4% |
6% |
False |
False |
25,896 |
60 |
609-0 |
535-0 |
74-0 |
13.7% |
7-0 |
1.3% |
6% |
False |
False |
21,238 |
80 |
615-4 |
535-0 |
80-4 |
14.9% |
6-2 |
1.2% |
5% |
False |
False |
17,874 |
100 |
618-0 |
535-0 |
83-0 |
15.4% |
5-4 |
1.0% |
5% |
False |
False |
14,883 |
120 |
636-2 |
535-0 |
101-2 |
18.8% |
5-3 |
1.0% |
4% |
False |
False |
12,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
597-7 |
2.618 |
579-1 |
1.618 |
567-5 |
1.000 |
560-4 |
0.618 |
556-1 |
HIGH |
549-0 |
0.618 |
544-5 |
0.500 |
543-2 |
0.382 |
541-7 |
LOW |
537-4 |
0.618 |
530-3 |
1.000 |
526-0 |
1.618 |
518-7 |
2.618 |
507-3 |
4.250 |
488-5 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
543-2 |
549-1 |
PP |
541-7 |
545-7 |
S1 |
540-5 |
542-4 |
|