CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
552-4 |
553-6 |
1-2 |
0.2% |
544-0 |
| High |
560-6 |
553-6 |
-7-0 |
-1.2% |
560-2 |
| Low |
552-4 |
548-4 |
-4-0 |
-0.7% |
543-4 |
| Close |
560-6 |
550-2 |
-10-4 |
-1.9% |
551-0 |
| Range |
8-2 |
5-2 |
-3-0 |
-36.4% |
16-6 |
| ATR |
9-1 |
9-3 |
0-2 |
2.5% |
0-0 |
| Volume |
36,668 |
36,303 |
-365 |
-1.0% |
149,186 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-5 |
563-5 |
553-1 |
|
| R3 |
561-3 |
558-3 |
551-6 |
|
| R2 |
556-1 |
556-1 |
551-2 |
|
| R1 |
553-1 |
553-1 |
550-6 |
552-0 |
| PP |
550-7 |
550-7 |
550-7 |
550-2 |
| S1 |
547-7 |
547-7 |
549-6 |
546-6 |
| S2 |
545-5 |
545-5 |
549-2 |
|
| S3 |
540-3 |
542-5 |
548-6 |
|
| S4 |
535-1 |
537-3 |
547-3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601-7 |
593-1 |
560-2 |
|
| R3 |
585-1 |
576-3 |
555-5 |
|
| R2 |
568-3 |
568-3 |
554-1 |
|
| R1 |
559-5 |
559-5 |
552-4 |
564-0 |
| PP |
551-5 |
551-5 |
551-5 |
553-6 |
| S1 |
542-7 |
542-7 |
549-4 |
547-2 |
| S2 |
534-7 |
534-7 |
547-7 |
|
| S3 |
518-1 |
526-1 |
546-3 |
|
| S4 |
501-3 |
509-3 |
541-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
560-6 |
545-6 |
15-0 |
2.7% |
6-7 |
1.2% |
30% |
False |
False |
32,462 |
| 10 |
560-6 |
538-0 |
22-6 |
4.1% |
7-1 |
1.3% |
54% |
False |
False |
31,789 |
| 20 |
574-2 |
535-0 |
39-2 |
7.1% |
6-6 |
1.2% |
39% |
False |
False |
29,875 |
| 40 |
609-0 |
535-0 |
74-0 |
13.4% |
7-2 |
1.3% |
21% |
False |
False |
25,599 |
| 60 |
609-0 |
535-0 |
74-0 |
13.4% |
6-7 |
1.3% |
21% |
False |
False |
20,786 |
| 80 |
615-4 |
535-0 |
80-4 |
14.6% |
6-2 |
1.1% |
19% |
False |
False |
17,476 |
| 100 |
618-0 |
535-0 |
83-0 |
15.1% |
5-3 |
1.0% |
18% |
False |
False |
14,538 |
| 120 |
636-2 |
535-0 |
101-2 |
18.4% |
5-2 |
1.0% |
15% |
False |
False |
12,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
576-0 |
|
2.618 |
567-4 |
|
1.618 |
562-2 |
|
1.000 |
559-0 |
|
0.618 |
557-0 |
|
HIGH |
553-6 |
|
0.618 |
551-6 |
|
0.500 |
551-1 |
|
0.382 |
550-4 |
|
LOW |
548-4 |
|
0.618 |
545-2 |
|
1.000 |
543-2 |
|
1.618 |
540-0 |
|
2.618 |
534-6 |
|
4.250 |
526-2 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
551-1 |
554-5 |
| PP |
550-7 |
553-1 |
| S1 |
550-4 |
551-6 |
|