CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
544-0 |
557-6 |
13-6 |
2.5% |
543-0 |
| High |
554-6 |
557-6 |
3-0 |
0.5% |
556-0 |
| Low |
543-4 |
554-0 |
10-4 |
1.9% |
535-0 |
| Close |
554-6 |
555-4 |
0-6 |
0.1% |
545-0 |
| Range |
11-2 |
3-6 |
-7-4 |
-66.7% |
21-0 |
| ATR |
9-6 |
9-3 |
-0-3 |
-4.4% |
0-0 |
| Volume |
32,033 |
27,813 |
-4,220 |
-13.2% |
139,840 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
567-0 |
565-0 |
557-4 |
|
| R3 |
563-2 |
561-2 |
556-4 |
|
| R2 |
559-4 |
559-4 |
556-2 |
|
| R1 |
557-4 |
557-4 |
555-7 |
556-5 |
| PP |
555-6 |
555-6 |
555-6 |
555-2 |
| S1 |
553-6 |
553-6 |
555-1 |
552-7 |
| S2 |
552-0 |
552-0 |
554-6 |
|
| S3 |
548-2 |
550-0 |
554-4 |
|
| S4 |
544-4 |
546-2 |
553-4 |
|
|
| 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 |
557-6 |
538-0 |
19-6 |
3.6% |
7-3 |
1.3% |
89% |
True |
False |
31,116 |
| 10 |
568-0 |
535-0 |
33-0 |
5.9% |
6-3 |
1.1% |
62% |
False |
False |
28,794 |
| 20 |
587-4 |
535-0 |
52-4 |
9.5% |
8-0 |
1.4% |
39% |
False |
False |
26,541 |
| 40 |
609-0 |
535-0 |
74-0 |
13.3% |
7-0 |
1.3% |
28% |
False |
False |
23,011 |
| 60 |
609-0 |
535-0 |
74-0 |
13.3% |
6-5 |
1.2% |
28% |
False |
False |
18,728 |
| 80 |
618-0 |
535-0 |
83-0 |
14.9% |
6-0 |
1.1% |
25% |
False |
False |
15,688 |
| 100 |
618-0 |
535-0 |
83-0 |
14.9% |
5-2 |
0.9% |
25% |
False |
False |
13,005 |
| 120 |
636-2 |
535-0 |
101-2 |
18.2% |
5-0 |
0.9% |
20% |
False |
False |
11,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
573-6 |
|
2.618 |
567-5 |
|
1.618 |
563-7 |
|
1.000 |
561-4 |
|
0.618 |
560-1 |
|
HIGH |
557-6 |
|
0.618 |
556-3 |
|
0.500 |
555-7 |
|
0.382 |
555-3 |
|
LOW |
554-0 |
|
0.618 |
551-5 |
|
1.000 |
550-2 |
|
1.618 |
547-7 |
|
2.618 |
544-1 |
|
4.250 |
538-0 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
555-7 |
553-6 |
| PP |
555-6 |
551-7 |
| S1 |
555-5 |
550-1 |
|