CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
555-6 |
544-0 |
-11-6 |
-2.1% |
543-0 |
| High |
556-0 |
554-6 |
-1-2 |
-0.2% |
556-0 |
| Low |
542-4 |
543-4 |
1-0 |
0.2% |
535-0 |
| Close |
545-0 |
554-6 |
9-6 |
1.8% |
545-0 |
| Range |
13-4 |
11-2 |
-2-2 |
-16.7% |
21-0 |
| ATR |
9-5 |
9-6 |
0-1 |
1.2% |
0-0 |
| Volume |
32,318 |
32,033 |
-285 |
-0.9% |
139,840 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584-6 |
581-0 |
561-0 |
|
| R3 |
573-4 |
569-6 |
557-7 |
|
| R2 |
562-2 |
562-2 |
556-6 |
|
| R1 |
558-4 |
558-4 |
555-6 |
560-3 |
| PP |
551-0 |
551-0 |
551-0 |
552-0 |
| S1 |
547-2 |
547-2 |
553-6 |
549-1 |
| S2 |
539-6 |
539-6 |
552-6 |
|
| S3 |
528-4 |
536-0 |
551-5 |
|
| S4 |
517-2 |
524-6 |
548-4 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-3 |
597-5 |
556-4 |
|
| R3 |
587-3 |
576-5 |
550-6 |
|
| R2 |
566-3 |
566-3 |
548-7 |
|
| R1 |
555-5 |
555-5 |
546-7 |
561-0 |
| PP |
545-3 |
545-3 |
545-3 |
548-0 |
| S1 |
534-5 |
534-5 |
543-1 |
540-0 |
| S2 |
524-3 |
524-3 |
541-1 |
|
| S3 |
503-3 |
513-5 |
539-2 |
|
| S4 |
482-3 |
492-5 |
533-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
556-0 |
538-0 |
18-0 |
3.2% |
6-7 |
1.2% |
93% |
False |
False |
30,437 |
| 10 |
568-0 |
535-0 |
33-0 |
5.9% |
6-7 |
1.2% |
60% |
False |
False |
28,594 |
| 20 |
587-4 |
535-0 |
52-4 |
9.5% |
8-1 |
1.5% |
38% |
False |
False |
26,263 |
| 40 |
609-0 |
535-0 |
74-0 |
13.3% |
7-1 |
1.3% |
27% |
False |
False |
22,606 |
| 60 |
609-0 |
535-0 |
74-0 |
13.3% |
6-5 |
1.2% |
27% |
False |
False |
18,392 |
| 80 |
618-0 |
535-0 |
83-0 |
15.0% |
5-7 |
1.1% |
24% |
False |
False |
15,350 |
| 100 |
618-0 |
535-0 |
83-0 |
15.0% |
5-2 |
0.9% |
24% |
False |
False |
12,737 |
| 120 |
636-2 |
535-0 |
101-2 |
18.3% |
5-0 |
0.9% |
20% |
False |
False |
10,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
602-4 |
|
2.618 |
584-2 |
|
1.618 |
573-0 |
|
1.000 |
566-0 |
|
0.618 |
561-6 |
|
HIGH |
554-6 |
|
0.618 |
550-4 |
|
0.500 |
549-1 |
|
0.382 |
547-6 |
|
LOW |
543-4 |
|
0.618 |
536-4 |
|
1.000 |
532-2 |
|
1.618 |
525-2 |
|
2.618 |
514-0 |
|
4.250 |
495-6 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
552-7 |
552-7 |
| PP |
551-0 |
551-1 |
| S1 |
549-1 |
549-2 |
|