CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
537-4 |
538-0 |
0-4 |
0.1% |
536-0 |
High |
544-4 |
540-0 |
-4-4 |
-0.8% |
549-0 |
Low |
535-6 |
534-0 |
-1-6 |
-0.3% |
533-0 |
Close |
543-2 |
538-6 |
-4-4 |
-0.8% |
538-6 |
Range |
8-6 |
6-0 |
-2-6 |
-31.4% |
16-0 |
ATR |
8-3 |
8-4 |
0-0 |
0.7% |
0-0 |
Volume |
70,519 |
49,811 |
-20,708 |
-29.4% |
276,826 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-5 |
553-1 |
542-0 |
|
R3 |
549-5 |
547-1 |
540-3 |
|
R2 |
543-5 |
543-5 |
539-7 |
|
R1 |
541-1 |
541-1 |
539-2 |
542-3 |
PP |
537-5 |
537-5 |
537-5 |
538-2 |
S1 |
535-1 |
535-1 |
538-2 |
536-3 |
S2 |
531-5 |
531-5 |
537-5 |
|
S3 |
525-5 |
529-1 |
537-1 |
|
S4 |
519-5 |
523-1 |
535-4 |
|
|
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 |
545-0 |
533-0 |
12-0 |
2.2% |
8-0 |
1.5% |
48% |
False |
False |
57,825 |
10 |
549-0 |
526-4 |
22-4 |
4.2% |
7-6 |
1.4% |
54% |
False |
False |
60,604 |
20 |
551-2 |
525-2 |
26-0 |
4.8% |
6-4 |
1.2% |
52% |
False |
False |
51,279 |
40 |
575-0 |
522-0 |
53-0 |
9.8% |
7-2 |
1.3% |
32% |
False |
False |
47,130 |
60 |
581-2 |
522-0 |
59-2 |
11.0% |
6-7 |
1.3% |
28% |
False |
False |
41,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
565-4 |
2.618 |
555-6 |
1.618 |
549-6 |
1.000 |
546-0 |
0.618 |
543-6 |
HIGH |
540-0 |
0.618 |
537-6 |
0.500 |
537-0 |
0.382 |
536-2 |
LOW |
534-0 |
0.618 |
530-2 |
1.000 |
528-0 |
1.618 |
524-2 |
2.618 |
518-2 |
4.250 |
508-4 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
538-1 |
539-2 |
PP |
537-5 |
539-1 |
S1 |
537-0 |
538-7 |
|