CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
542-0 |
551-4 |
9-4 |
1.8% |
565-0 |
| High |
542-0 |
555-6 |
13-6 |
2.5% |
568-0 |
| Low |
538-0 |
551-4 |
13-4 |
2.5% |
550-4 |
| Close |
539-6 |
555-0 |
15-2 |
2.8% |
555-4 |
| Range |
4-0 |
4-2 |
0-2 |
6.3% |
17-4 |
| ATR |
8-7 |
9-3 |
0-4 |
5.8% |
0-0 |
| Volume |
25,061 |
38,357 |
13,296 |
53.1% |
114,076 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-7 |
565-1 |
557-3 |
|
| R3 |
562-5 |
560-7 |
556-1 |
|
| R2 |
558-3 |
558-3 |
555-6 |
|
| R1 |
556-5 |
556-5 |
555-3 |
557-4 |
| PP |
554-1 |
554-1 |
554-1 |
554-4 |
| S1 |
552-3 |
552-3 |
554-5 |
553-2 |
| S2 |
549-7 |
549-7 |
554-2 |
|
| S3 |
545-5 |
548-1 |
553-7 |
|
| S4 |
541-3 |
543-7 |
552-5 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-4 |
600-4 |
565-1 |
|
| R3 |
593-0 |
583-0 |
560-2 |
|
| R2 |
575-4 |
575-4 |
558-6 |
|
| R1 |
565-4 |
565-4 |
557-1 |
561-6 |
| PP |
558-0 |
558-0 |
558-0 |
556-1 |
| S1 |
548-0 |
548-0 |
553-7 |
544-2 |
| S2 |
540-4 |
540-4 |
552-2 |
|
| S3 |
523-0 |
530-4 |
550-6 |
|
| S4 |
505-4 |
513-0 |
545-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
559-2 |
535-0 |
24-2 |
4.4% |
5-2 |
1.0% |
82% |
False |
False |
26,474 |
| 10 |
570-2 |
535-0 |
35-2 |
6.4% |
5-4 |
1.0% |
57% |
False |
False |
26,894 |
| 20 |
589-2 |
535-0 |
54-2 |
9.8% |
7-3 |
1.3% |
37% |
False |
False |
24,951 |
| 40 |
609-0 |
535-0 |
74-0 |
13.3% |
6-7 |
1.2% |
27% |
False |
False |
21,615 |
| 60 |
609-0 |
535-0 |
74-0 |
13.3% |
6-2 |
1.1% |
27% |
False |
False |
17,651 |
| 80 |
618-0 |
535-0 |
83-0 |
15.0% |
5-6 |
1.0% |
24% |
False |
False |
14,620 |
| 100 |
618-0 |
535-0 |
83-0 |
15.0% |
5-1 |
0.9% |
24% |
False |
False |
12,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
573-6 |
|
2.618 |
566-7 |
|
1.618 |
562-5 |
|
1.000 |
560-0 |
|
0.618 |
558-3 |
|
HIGH |
555-6 |
|
0.618 |
554-1 |
|
0.500 |
553-5 |
|
0.382 |
553-1 |
|
LOW |
551-4 |
|
0.618 |
548-7 |
|
1.000 |
547-2 |
|
1.618 |
544-5 |
|
2.618 |
540-3 |
|
4.250 |
533-4 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
554-4 |
552-2 |
| PP |
554-1 |
549-5 |
| S1 |
553-5 |
546-7 |
|