CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
549-0 |
539-2 |
-9-6 |
-1.8% |
544-0 |
High |
549-0 |
539-4 |
-9-4 |
-1.7% |
560-2 |
Low |
537-4 |
532-4 |
-5-0 |
-0.9% |
543-4 |
Close |
539-2 |
537-4 |
-1-6 |
-0.3% |
551-0 |
Range |
11-4 |
7-0 |
-4-4 |
-39.1% |
16-6 |
ATR |
9-5 |
9-3 |
-0-1 |
-1.9% |
0-0 |
Volume |
35,884 |
35,315 |
-569 |
-1.6% |
149,186 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
557-4 |
554-4 |
541-3 |
|
R3 |
550-4 |
547-4 |
539-3 |
|
R2 |
543-4 |
543-4 |
538-6 |
|
R1 |
540-4 |
540-4 |
538-1 |
538-4 |
PP |
536-4 |
536-4 |
536-4 |
535-4 |
S1 |
533-4 |
533-4 |
536-7 |
531-4 |
S2 |
529-4 |
529-4 |
536-2 |
|
S3 |
522-4 |
526-4 |
535-5 |
|
S4 |
515-4 |
519-4 |
533-5 |
|
|
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 |
532-4 |
28-2 |
5.3% |
7-6 |
1.4% |
18% |
False |
True |
34,986 |
10 |
560-6 |
532-4 |
28-2 |
5.3% |
8-1 |
1.5% |
18% |
False |
True |
32,567 |
20 |
570-2 |
532-4 |
37-6 |
7.0% |
6-6 |
1.3% |
13% |
False |
True |
29,730 |
40 |
607-0 |
532-4 |
74-4 |
13.9% |
7-5 |
1.4% |
7% |
False |
True |
26,287 |
60 |
609-0 |
532-4 |
76-4 |
14.2% |
7-0 |
1.3% |
7% |
False |
True |
21,688 |
80 |
615-4 |
532-4 |
83-0 |
15.4% |
6-3 |
1.2% |
6% |
False |
True |
18,259 |
100 |
618-0 |
532-4 |
85-4 |
15.9% |
5-5 |
1.0% |
6% |
False |
True |
15,198 |
120 |
626-0 |
532-4 |
93-4 |
17.4% |
5-3 |
1.0% |
5% |
False |
True |
13,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
569-2 |
2.618 |
557-7 |
1.618 |
550-7 |
1.000 |
546-4 |
0.618 |
543-7 |
HIGH |
539-4 |
0.618 |
536-7 |
0.500 |
536-0 |
0.382 |
535-1 |
LOW |
532-4 |
0.618 |
528-1 |
1.000 |
525-4 |
1.618 |
521-1 |
2.618 |
514-1 |
4.250 |
502-6 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
537-0 |
543-1 |
PP |
536-4 |
541-2 |
S1 |
536-0 |
539-3 |
|