CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
533-6 |
530-4 |
-3-2 |
-0.6% |
552-4 |
High |
541-0 |
534-0 |
-7-0 |
-1.3% |
560-6 |
Low |
524-4 |
529-4 |
5-0 |
1.0% |
524-4 |
Close |
535-2 |
533-2 |
-2-0 |
-0.4% |
535-2 |
Range |
16-4 |
4-4 |
-12-0 |
-72.7% |
36-2 |
ATR |
9-7 |
9-5 |
-0-2 |
-3.0% |
0-0 |
Volume |
27,045 |
36,764 |
9,719 |
35.9% |
171,215 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
545-6 |
544-0 |
535-6 |
|
R3 |
541-2 |
539-4 |
534-4 |
|
R2 |
536-6 |
536-6 |
534-1 |
|
R1 |
535-0 |
535-0 |
533-5 |
535-7 |
PP |
532-2 |
532-2 |
532-2 |
532-6 |
S1 |
530-4 |
530-4 |
532-7 |
531-3 |
S2 |
527-6 |
527-6 |
532-3 |
|
S3 |
523-2 |
526-0 |
532-0 |
|
S4 |
518-6 |
521-4 |
530-6 |
|
|
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 |
553-6 |
524-4 |
29-2 |
5.5% |
9-0 |
1.7% |
30% |
False |
False |
34,262 |
10 |
560-6 |
524-4 |
36-2 |
6.8% |
7-6 |
1.5% |
24% |
False |
False |
32,513 |
20 |
568-0 |
524-4 |
43-4 |
8.2% |
7-3 |
1.4% |
20% |
False |
False |
30,554 |
40 |
607-0 |
524-4 |
82-4 |
15.5% |
7-5 |
1.4% |
11% |
False |
False |
26,921 |
60 |
609-0 |
524-4 |
84-4 |
15.8% |
7-1 |
1.3% |
10% |
False |
False |
22,449 |
80 |
611-4 |
524-4 |
87-0 |
16.3% |
6-4 |
1.2% |
10% |
False |
False |
18,935 |
100 |
618-0 |
524-4 |
93-4 |
17.5% |
5-6 |
1.1% |
9% |
False |
False |
15,779 |
120 |
618-0 |
524-4 |
93-4 |
17.5% |
5-3 |
1.0% |
9% |
False |
False |
13,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
553-1 |
2.618 |
545-6 |
1.618 |
541-2 |
1.000 |
538-4 |
0.618 |
536-6 |
HIGH |
534-0 |
0.618 |
532-2 |
0.500 |
531-6 |
0.382 |
531-2 |
LOW |
529-4 |
0.618 |
526-6 |
1.000 |
525-0 |
1.618 |
522-2 |
2.618 |
517-6 |
4.250 |
510-3 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
532-6 |
533-1 |
PP |
532-2 |
532-7 |
S1 |
531-6 |
532-6 |
|