CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
539-2 |
537-4 |
-1-6 |
-0.3% |
536-0 |
High |
544-2 |
544-4 |
0-2 |
0.0% |
549-0 |
Low |
535-0 |
535-6 |
0-6 |
0.1% |
533-0 |
Close |
538-6 |
543-2 |
4-4 |
0.8% |
538-6 |
Range |
9-2 |
8-6 |
-0-4 |
-5.4% |
16-0 |
ATR |
8-3 |
8-3 |
0-0 |
0.3% |
0-0 |
Volume |
56,830 |
70,519 |
13,689 |
24.1% |
276,826 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
567-3 |
564-1 |
548-0 |
|
R3 |
558-5 |
555-3 |
545-5 |
|
R2 |
549-7 |
549-7 |
544-7 |
|
R1 |
546-5 |
546-5 |
544-0 |
548-2 |
PP |
541-1 |
541-1 |
541-1 |
542-0 |
S1 |
537-7 |
537-7 |
542-4 |
539-4 |
S2 |
532-3 |
532-3 |
541-5 |
|
S3 |
523-5 |
529-1 |
540-7 |
|
S4 |
514-7 |
520-3 |
538-4 |
|
|
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 |
2.9% |
8-6 |
1.6% |
64% |
False |
False |
57,632 |
10 |
549-0 |
526-4 |
22-4 |
4.1% |
7-3 |
1.4% |
74% |
False |
False |
59,940 |
20 |
551-2 |
525-2 |
26-0 |
4.8% |
6-5 |
1.2% |
69% |
False |
False |
54,154 |
40 |
575-0 |
522-0 |
53-0 |
9.8% |
7-2 |
1.3% |
40% |
False |
False |
46,758 |
60 |
581-4 |
522-0 |
59-4 |
11.0% |
6-7 |
1.3% |
36% |
False |
False |
41,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
581-6 |
2.618 |
567-3 |
1.618 |
558-5 |
1.000 |
553-2 |
0.618 |
549-7 |
HIGH |
544-4 |
0.618 |
541-1 |
0.500 |
540-1 |
0.382 |
539-1 |
LOW |
535-6 |
0.618 |
530-3 |
1.000 |
527-0 |
1.618 |
521-5 |
2.618 |
512-7 |
4.250 |
498-4 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
542-2 |
541-6 |
PP |
541-1 |
540-2 |
S1 |
540-1 |
538-6 |
|