CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
545-0 |
540-0 |
-5-0 |
-0.9% |
527-4 |
| High |
545-0 |
540-0 |
-5-0 |
-0.9% |
543-4 |
| Low |
536-0 |
533-0 |
-3-0 |
-0.6% |
525-2 |
| Close |
538-0 |
535-0 |
-3-0 |
-0.6% |
536-6 |
| Range |
9-0 |
7-0 |
-2-0 |
-22.2% |
18-2 |
| ATR |
8-3 |
8-2 |
-0-1 |
-1.2% |
0-0 |
| Volume |
65,422 |
46,547 |
-18,875 |
-28.9% |
286,210 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-0 |
553-0 |
538-7 |
|
| R3 |
550-0 |
546-0 |
536-7 |
|
| R2 |
543-0 |
543-0 |
536-2 |
|
| R1 |
539-0 |
539-0 |
535-5 |
537-4 |
| PP |
536-0 |
536-0 |
536-0 |
535-2 |
| S1 |
532-0 |
532-0 |
534-3 |
530-4 |
| S2 |
529-0 |
529-0 |
533-6 |
|
| S3 |
522-0 |
525-0 |
533-1 |
|
| S4 |
515-0 |
518-0 |
531-1 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
589-7 |
581-5 |
546-6 |
|
| R3 |
571-5 |
563-3 |
541-6 |
|
| R2 |
553-3 |
553-3 |
540-1 |
|
| R1 |
545-1 |
545-1 |
538-3 |
549-2 |
| PP |
535-1 |
535-1 |
535-1 |
537-2 |
| S1 |
526-7 |
526-7 |
535-1 |
531-0 |
| S2 |
516-7 |
516-7 |
533-3 |
|
| S3 |
498-5 |
508-5 |
531-6 |
|
| S4 |
480-3 |
490-3 |
526-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549-0 |
533-0 |
16-0 |
3.0% |
8-7 |
1.7% |
13% |
False |
True |
62,633 |
| 10 |
549-0 |
525-2 |
23-6 |
4.4% |
7-1 |
1.3% |
41% |
False |
False |
54,678 |
| 20 |
551-2 |
522-0 |
29-2 |
5.5% |
7-0 |
1.3% |
44% |
False |
False |
53,905 |
| 40 |
575-0 |
522-0 |
53-0 |
9.9% |
7-0 |
1.3% |
25% |
False |
False |
45,214 |
| 60 |
581-4 |
522-0 |
59-4 |
11.1% |
6-6 |
1.3% |
22% |
False |
False |
40,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
569-6 |
|
2.618 |
558-3 |
|
1.618 |
551-3 |
|
1.000 |
547-0 |
|
0.618 |
544-3 |
|
HIGH |
540-0 |
|
0.618 |
537-3 |
|
0.500 |
536-4 |
|
0.382 |
535-5 |
|
LOW |
533-0 |
|
0.618 |
528-5 |
|
1.000 |
526-0 |
|
1.618 |
521-5 |
|
2.618 |
514-5 |
|
4.250 |
503-2 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
536-4 |
541-0 |
| PP |
536-0 |
539-0 |
| S1 |
535-4 |
537-0 |
|