CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
536-4 |
532-0 |
-4-4 |
-0.8% |
552-4 |
High |
540-0 |
534-0 |
-6-0 |
-1.1% |
560-6 |
Low |
534-2 |
525-0 |
-9-2 |
-1.7% |
524-4 |
Close |
538-0 |
527-0 |
-11-0 |
-2.0% |
535-2 |
Range |
5-6 |
9-0 |
3-2 |
56.5% |
36-2 |
ATR |
9-3 |
9-5 |
0-2 |
2.7% |
0-0 |
Volume |
30,339 |
43,259 |
12,920 |
42.6% |
171,215 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-5 |
550-3 |
532-0 |
|
R3 |
546-5 |
541-3 |
529-4 |
|
R2 |
537-5 |
537-5 |
528-5 |
|
R1 |
532-3 |
532-3 |
527-7 |
530-4 |
PP |
528-5 |
528-5 |
528-5 |
527-6 |
S1 |
523-3 |
523-3 |
526-1 |
521-4 |
S2 |
519-5 |
519-5 |
525-3 |
|
S3 |
510-5 |
514-3 |
524-4 |
|
S4 |
501-5 |
505-3 |
522-0 |
|
|
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 |
541-0 |
524-4 |
16-4 |
3.1% |
8-4 |
1.6% |
15% |
False |
False |
34,544 |
10 |
560-6 |
524-4 |
36-2 |
6.9% |
7-6 |
1.5% |
7% |
False |
False |
33,847 |
20 |
568-0 |
524-4 |
43-4 |
8.3% |
7-3 |
1.4% |
6% |
False |
False |
31,066 |
40 |
607-0 |
524-4 |
82-4 |
15.7% |
7-3 |
1.4% |
3% |
False |
False |
27,397 |
60 |
609-0 |
524-4 |
84-4 |
16.0% |
7-0 |
1.3% |
3% |
False |
False |
23,099 |
80 |
609-0 |
524-4 |
84-4 |
16.0% |
6-5 |
1.2% |
3% |
False |
False |
19,666 |
100 |
618-0 |
524-4 |
93-4 |
17.7% |
5-6 |
1.1% |
3% |
False |
False |
16,450 |
120 |
618-0 |
524-4 |
93-4 |
17.7% |
5-4 |
1.0% |
3% |
False |
False |
14,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
572-2 |
2.618 |
557-4 |
1.618 |
548-4 |
1.000 |
543-0 |
0.618 |
539-4 |
HIGH |
534-0 |
0.618 |
530-4 |
0.500 |
529-4 |
0.382 |
528-4 |
LOW |
525-0 |
0.618 |
519-4 |
1.000 |
516-0 |
1.618 |
510-4 |
2.618 |
501-4 |
4.250 |
486-6 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
529-4 |
532-4 |
PP |
528-5 |
530-5 |
S1 |
527-7 |
528-7 |
|