CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
530-4 |
536-4 |
6-0 |
1.1% |
552-4 |
High |
534-0 |
540-0 |
6-0 |
1.1% |
560-6 |
Low |
529-4 |
534-2 |
4-6 |
0.9% |
524-4 |
Close |
533-2 |
538-0 |
4-6 |
0.9% |
535-2 |
Range |
4-4 |
5-6 |
1-2 |
27.8% |
36-2 |
ATR |
9-5 |
9-3 |
-0-2 |
-2.1% |
0-0 |
Volume |
36,764 |
30,339 |
-6,425 |
-17.5% |
171,215 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
554-5 |
552-1 |
541-1 |
|
R3 |
548-7 |
546-3 |
539-5 |
|
R2 |
543-1 |
543-1 |
539-0 |
|
R1 |
540-5 |
540-5 |
538-4 |
541-7 |
PP |
537-3 |
537-3 |
537-3 |
538-0 |
S1 |
534-7 |
534-7 |
537-4 |
536-1 |
S2 |
531-5 |
531-5 |
537-0 |
|
S3 |
525-7 |
529-1 |
536-3 |
|
S4 |
520-1 |
523-3 |
534-7 |
|
|
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 |
549-0 |
524-4 |
24-4 |
4.6% |
9-0 |
1.7% |
55% |
False |
False |
33,069 |
10 |
560-6 |
524-4 |
36-2 |
6.7% |
8-0 |
1.5% |
37% |
False |
False |
32,765 |
20 |
568-0 |
524-4 |
43-4 |
8.1% |
7-1 |
1.3% |
31% |
False |
False |
30,780 |
40 |
607-0 |
524-4 |
82-4 |
15.3% |
7-3 |
1.4% |
16% |
False |
False |
26,946 |
60 |
609-0 |
524-4 |
84-4 |
15.7% |
7-0 |
1.3% |
16% |
False |
False |
22,630 |
80 |
609-0 |
524-4 |
84-4 |
15.7% |
6-4 |
1.2% |
16% |
False |
False |
19,229 |
100 |
618-0 |
524-4 |
93-4 |
17.4% |
5-6 |
1.1% |
14% |
False |
False |
16,047 |
120 |
618-0 |
524-4 |
93-4 |
17.4% |
5-4 |
1.0% |
14% |
False |
False |
13,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
564-4 |
2.618 |
555-0 |
1.618 |
549-2 |
1.000 |
545-6 |
0.618 |
543-4 |
HIGH |
540-0 |
0.618 |
537-6 |
0.500 |
537-1 |
0.382 |
536-4 |
LOW |
534-2 |
0.618 |
530-6 |
1.000 |
528-4 |
1.618 |
525-0 |
2.618 |
519-2 |
4.250 |
509-6 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
537-6 |
536-2 |
PP |
537-3 |
534-4 |
S1 |
537-1 |
532-6 |
|