CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
658-0 |
644-0 |
-14-0 |
-2.1% |
651-0 |
| High |
658-0 |
651-0 |
-7-0 |
-1.1% |
666-0 |
| Low |
648-6 |
634-6 |
-14-0 |
-2.2% |
647-0 |
| Close |
649-0 |
634-6 |
-14-2 |
-2.2% |
658-2 |
| Range |
9-2 |
16-2 |
7-0 |
75.7% |
19-0 |
| ATR |
13-3 |
13-5 |
0-2 |
1.5% |
0-0 |
| Volume |
147,891 |
235,755 |
87,864 |
59.4% |
469,915 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-7 |
678-1 |
643-6 |
|
| R3 |
672-5 |
661-7 |
639-2 |
|
| R2 |
656-3 |
656-3 |
637-6 |
|
| R1 |
645-5 |
645-5 |
636-2 |
642-7 |
| PP |
640-1 |
640-1 |
640-1 |
638-6 |
| S1 |
629-3 |
629-3 |
633-2 |
626-5 |
| S2 |
623-7 |
623-7 |
631-6 |
|
| S3 |
607-5 |
613-1 |
630-2 |
|
| S4 |
591-3 |
596-7 |
625-6 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-1 |
705-1 |
668-6 |
|
| R3 |
695-1 |
686-1 |
663-4 |
|
| R2 |
676-1 |
676-1 |
661-6 |
|
| R1 |
667-1 |
667-1 |
660-0 |
671-5 |
| PP |
657-1 |
657-1 |
657-1 |
659-2 |
| S1 |
648-1 |
648-1 |
656-4 |
652-5 |
| S2 |
638-1 |
638-1 |
654-6 |
|
| S3 |
619-1 |
629-1 |
653-0 |
|
| S4 |
600-1 |
610-1 |
647-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666-0 |
634-6 |
31-2 |
4.9% |
11-7 |
1.9% |
0% |
False |
True |
170,712 |
| 10 |
666-0 |
603-2 |
62-6 |
9.9% |
13-4 |
2.1% |
50% |
False |
False |
162,530 |
| 20 |
673-6 |
603-2 |
70-4 |
11.1% |
11-6 |
1.8% |
45% |
False |
False |
154,303 |
| 40 |
673-6 |
603-2 |
70-4 |
11.1% |
11-2 |
1.8% |
45% |
False |
False |
146,242 |
| 60 |
673-6 |
599-2 |
74-4 |
11.7% |
10-3 |
1.6% |
48% |
False |
False |
117,152 |
| 80 |
673-6 |
587-0 |
86-6 |
13.7% |
9-5 |
1.5% |
55% |
False |
False |
95,948 |
| 100 |
673-6 |
587-0 |
86-6 |
13.7% |
9-5 |
1.5% |
55% |
False |
False |
82,203 |
| 120 |
681-0 |
587-0 |
94-0 |
14.8% |
9-3 |
1.5% |
51% |
False |
False |
71,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720-0 |
|
2.618 |
693-4 |
|
1.618 |
677-2 |
|
1.000 |
667-2 |
|
0.618 |
661-0 |
|
HIGH |
651-0 |
|
0.618 |
644-6 |
|
0.500 |
642-7 |
|
0.382 |
641-0 |
|
LOW |
634-6 |
|
0.618 |
624-6 |
|
1.000 |
618-4 |
|
1.618 |
608-4 |
|
2.618 |
592-2 |
|
4.250 |
565-6 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-7 |
649-0 |
| PP |
640-1 |
644-2 |
| S1 |
637-4 |
639-4 |
|