CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
539-2 |
533-6 |
-5-4 |
-1.0% |
552-4 |
High |
539-4 |
541-0 |
1-4 |
0.3% |
560-6 |
Low |
532-4 |
524-4 |
-8-0 |
-1.5% |
524-4 |
Close |
537-4 |
535-2 |
-2-2 |
-0.4% |
535-2 |
Range |
7-0 |
16-4 |
9-4 |
135.7% |
36-2 |
ATR |
9-3 |
9-7 |
0-4 |
5.4% |
0-0 |
Volume |
35,315 |
27,045 |
-8,270 |
-23.4% |
171,215 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
583-1 |
575-5 |
544-3 |
|
R3 |
566-5 |
559-1 |
539-6 |
|
R2 |
550-1 |
550-1 |
538-2 |
|
R1 |
542-5 |
542-5 |
536-6 |
546-3 |
PP |
533-5 |
533-5 |
533-5 |
535-4 |
S1 |
526-1 |
526-1 |
533-6 |
529-7 |
S2 |
517-1 |
517-1 |
532-2 |
|
S3 |
500-5 |
509-5 |
530-6 |
|
S4 |
484-1 |
493-1 |
526-1 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-7 |
628-3 |
555-2 |
|
R3 |
612-5 |
592-1 |
545-2 |
|
R2 |
576-3 |
576-3 |
541-7 |
|
R1 |
555-7 |
555-7 |
538-5 |
548-0 |
PP |
540-1 |
540-1 |
540-1 |
536-2 |
S1 |
519-5 |
519-5 |
531-7 |
511-6 |
S2 |
503-7 |
503-7 |
528-5 |
|
S3 |
467-5 |
483-3 |
525-2 |
|
S4 |
431-3 |
447-1 |
515-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
560-6 |
524-4 |
36-2 |
6.8% |
9-6 |
1.8% |
30% |
False |
True |
34,243 |
10 |
560-6 |
524-4 |
36-2 |
6.8% |
8-3 |
1.6% |
30% |
False |
True |
32,040 |
20 |
570-2 |
524-4 |
45-6 |
8.5% |
7-4 |
1.4% |
23% |
False |
True |
29,953 |
40 |
607-0 |
524-4 |
82-4 |
15.4% |
7-6 |
1.4% |
13% |
False |
True |
26,622 |
60 |
609-0 |
524-4 |
84-4 |
15.8% |
7-2 |
1.4% |
13% |
False |
True |
21,997 |
80 |
613-0 |
524-4 |
88-4 |
16.5% |
6-4 |
1.2% |
12% |
False |
True |
18,551 |
100 |
618-0 |
524-4 |
93-4 |
17.5% |
5-6 |
1.1% |
11% |
False |
True |
15,442 |
120 |
626-0 |
524-4 |
101-4 |
19.0% |
5-4 |
1.0% |
11% |
False |
True |
13,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
611-1 |
2.618 |
584-2 |
1.618 |
567-6 |
1.000 |
557-4 |
0.618 |
551-2 |
HIGH |
541-0 |
0.618 |
534-6 |
0.500 |
532-6 |
0.382 |
530-6 |
LOW |
524-4 |
0.618 |
514-2 |
1.000 |
508-0 |
1.618 |
497-6 |
2.618 |
481-2 |
4.250 |
454-3 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
534-3 |
536-6 |
PP |
533-5 |
536-2 |
S1 |
532-6 |
535-6 |
|