CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
540-0 |
539-2 |
-0-6 |
-0.1% |
536-0 |
High |
540-0 |
544-2 |
4-2 |
0.8% |
549-0 |
Low |
533-0 |
535-0 |
2-0 |
0.4% |
533-0 |
Close |
535-0 |
538-6 |
3-6 |
0.7% |
538-6 |
Range |
7-0 |
9-2 |
2-2 |
32.1% |
16-0 |
ATR |
8-2 |
8-3 |
0-1 |
0.8% |
0-0 |
Volume |
46,547 |
56,830 |
10,283 |
22.1% |
276,826 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
567-1 |
562-1 |
543-7 |
|
R3 |
557-7 |
552-7 |
541-2 |
|
R2 |
548-5 |
548-5 |
540-4 |
|
R1 |
543-5 |
543-5 |
539-5 |
541-4 |
PP |
539-3 |
539-3 |
539-3 |
538-2 |
S1 |
534-3 |
534-3 |
537-7 |
532-2 |
S2 |
530-1 |
530-1 |
537-0 |
|
S3 |
520-7 |
525-1 |
536-2 |
|
S4 |
511-5 |
515-7 |
533-5 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
588-2 |
579-4 |
547-4 |
|
R3 |
572-2 |
563-4 |
543-1 |
|
R2 |
556-2 |
556-2 |
541-5 |
|
R1 |
547-4 |
547-4 |
540-2 |
551-7 |
PP |
540-2 |
540-2 |
540-2 |
542-4 |
S1 |
531-4 |
531-4 |
537-2 |
535-7 |
S2 |
524-2 |
524-2 |
535-7 |
|
S3 |
508-2 |
515-4 |
534-3 |
|
S4 |
492-2 |
499-4 |
530-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
549-0 |
533-0 |
16-0 |
3.0% |
9-0 |
1.7% |
36% |
False |
False |
55,365 |
10 |
549-0 |
525-2 |
23-6 |
4.4% |
7-0 |
1.3% |
57% |
False |
False |
56,303 |
20 |
551-2 |
525-2 |
26-0 |
4.8% |
6-6 |
1.3% |
52% |
False |
False |
53,621 |
40 |
575-0 |
522-0 |
53-0 |
9.8% |
7-1 |
1.3% |
32% |
False |
False |
45,703 |
60 |
581-4 |
522-0 |
59-4 |
11.0% |
6-7 |
1.3% |
28% |
False |
False |
40,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
583-4 |
2.618 |
568-4 |
1.618 |
559-2 |
1.000 |
553-4 |
0.618 |
550-0 |
HIGH |
544-2 |
0.618 |
540-6 |
0.500 |
539-5 |
0.382 |
538-4 |
LOW |
535-0 |
0.618 |
529-2 |
1.000 |
525-6 |
1.618 |
520-0 |
2.618 |
510-6 |
4.250 |
495-6 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
539-5 |
539-0 |
PP |
539-3 |
538-7 |
S1 |
539-0 |
538-7 |
|