CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
571-4 |
565-0 |
-6-4 |
-1.1% |
580-0 |
High |
574-2 |
566-0 |
-8-2 |
-1.4% |
587-4 |
Low |
568-4 |
562-0 |
-6-4 |
-1.1% |
543-4 |
Close |
568-4 |
564-6 |
-3-6 |
-0.7% |
563-2 |
Range |
5-6 |
4-0 |
-1-6 |
-30.4% |
44-0 |
ATR |
9-5 |
9-3 |
-0-2 |
-2.3% |
0-0 |
Volume |
34,207 |
22,592 |
-11,615 |
-34.0% |
95,633 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
576-2 |
574-4 |
567-0 |
|
R3 |
572-2 |
570-4 |
565-7 |
|
R2 |
568-2 |
568-2 |
565-4 |
|
R1 |
566-4 |
566-4 |
565-1 |
565-3 |
PP |
564-2 |
564-2 |
564-2 |
563-6 |
S1 |
562-4 |
562-4 |
564-3 |
561-3 |
S2 |
560-2 |
560-2 |
564-0 |
|
S3 |
556-2 |
558-4 |
563-5 |
|
S4 |
552-2 |
554-4 |
562-4 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-6 |
674-0 |
587-4 |
|
R3 |
652-6 |
630-0 |
575-3 |
|
R2 |
608-6 |
608-6 |
571-3 |
|
R1 |
586-0 |
586-0 |
567-2 |
575-3 |
PP |
564-6 |
564-6 |
564-6 |
559-4 |
S1 |
542-0 |
542-0 |
559-2 |
531-3 |
S2 |
520-6 |
520-6 |
555-1 |
|
S3 |
476-6 |
498-0 |
551-1 |
|
S4 |
432-6 |
454-0 |
539-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
574-2 |
543-4 |
30-6 |
5.4% |
10-1 |
1.8% |
69% |
False |
False |
28,680 |
10 |
587-4 |
543-4 |
44-0 |
7.8% |
9-1 |
1.6% |
48% |
False |
False |
23,385 |
20 |
607-0 |
543-4 |
63-4 |
11.2% |
8-1 |
1.4% |
33% |
False |
False |
23,292 |
40 |
609-0 |
543-4 |
65-4 |
11.6% |
7-1 |
1.3% |
32% |
False |
False |
18,019 |
60 |
613-0 |
543-4 |
69-4 |
12.3% |
6-1 |
1.1% |
31% |
False |
False |
14,750 |
80 |
618-0 |
543-4 |
74-4 |
13.2% |
5-3 |
0.9% |
29% |
False |
False |
11,815 |
100 |
626-0 |
543-4 |
82-4 |
14.6% |
5-1 |
0.9% |
26% |
False |
False |
9,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
583-0 |
2.618 |
576-4 |
1.618 |
572-4 |
1.000 |
570-0 |
0.618 |
568-4 |
HIGH |
566-0 |
0.618 |
564-4 |
0.500 |
564-0 |
0.382 |
563-4 |
LOW |
562-0 |
0.618 |
559-4 |
1.000 |
558-0 |
1.618 |
555-4 |
2.618 |
551-4 |
4.250 |
545-0 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
564-4 |
567-1 |
PP |
564-2 |
566-3 |
S1 |
564-0 |
565-4 |
|