CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
557-6 |
560-2 |
2-4 |
0.4% |
543-0 |
| High |
557-6 |
560-2 |
2-4 |
0.4% |
556-0 |
| Low |
554-0 |
549-0 |
-5-0 |
-0.9% |
535-0 |
| Close |
555-4 |
549-0 |
-6-4 |
-1.2% |
545-0 |
| Range |
3-6 |
11-2 |
7-4 |
200.0% |
21-0 |
| ATR |
9-3 |
9-4 |
0-1 |
1.5% |
0-0 |
| Volume |
27,813 |
32,439 |
4,626 |
16.6% |
139,840 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586-4 |
579-0 |
555-2 |
|
| R3 |
575-2 |
567-6 |
552-1 |
|
| R2 |
564-0 |
564-0 |
551-0 |
|
| R1 |
556-4 |
556-4 |
550-0 |
554-5 |
| PP |
552-6 |
552-6 |
552-6 |
551-6 |
| S1 |
545-2 |
545-2 |
548-0 |
543-3 |
| S2 |
541-4 |
541-4 |
547-0 |
|
| S3 |
530-2 |
534-0 |
545-7 |
|
| S4 |
519-0 |
522-6 |
542-6 |
|
|
| 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 |
560-2 |
542-4 |
17-6 |
3.2% |
8-6 |
1.6% |
37% |
True |
False |
32,592 |
| 10 |
568-0 |
535-0 |
33-0 |
6.0% |
7-1 |
1.3% |
42% |
False |
False |
28,284 |
| 20 |
578-6 |
535-0 |
43-6 |
8.0% |
8-0 |
1.5% |
32% |
False |
False |
27,396 |
| 40 |
609-0 |
535-0 |
74-0 |
13.5% |
7-2 |
1.3% |
19% |
False |
False |
23,501 |
| 60 |
609-0 |
535-0 |
74-0 |
13.5% |
6-6 |
1.2% |
19% |
False |
False |
19,092 |
| 80 |
618-0 |
535-0 |
83-0 |
15.1% |
6-0 |
1.1% |
17% |
False |
False |
16,050 |
| 100 |
618-0 |
535-0 |
83-0 |
15.1% |
5-2 |
1.0% |
17% |
False |
False |
13,315 |
| 120 |
636-2 |
535-0 |
101-2 |
18.4% |
5-1 |
0.9% |
14% |
False |
False |
11,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
608-0 |
|
2.618 |
589-6 |
|
1.618 |
578-4 |
|
1.000 |
571-4 |
|
0.618 |
567-2 |
|
HIGH |
560-2 |
|
0.618 |
556-0 |
|
0.500 |
554-5 |
|
0.382 |
553-2 |
|
LOW |
549-0 |
|
0.618 |
542-0 |
|
1.000 |
537-6 |
|
1.618 |
530-6 |
|
2.618 |
519-4 |
|
4.250 |
501-2 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
554-5 |
551-7 |
| PP |
552-6 |
550-7 |
| S1 |
550-7 |
550-0 |
|