CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
644-0 |
638-2 |
-5-6 |
-0.9% |
651-0 |
| High |
651-0 |
639-2 |
-11-6 |
-1.8% |
666-0 |
| Low |
634-6 |
630-6 |
-4-0 |
-0.6% |
647-0 |
| Close |
634-6 |
636-0 |
1-2 |
0.2% |
658-2 |
| Range |
16-2 |
8-4 |
-7-6 |
-47.7% |
19-0 |
| ATR |
13-5 |
13-2 |
-0-3 |
-2.7% |
0-0 |
| Volume |
235,755 |
184,688 |
-51,067 |
-21.7% |
469,915 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-7 |
656-7 |
640-5 |
|
| R3 |
652-3 |
648-3 |
638-3 |
|
| R2 |
643-7 |
643-7 |
637-4 |
|
| R1 |
639-7 |
639-7 |
636-6 |
637-5 |
| PP |
635-3 |
635-3 |
635-3 |
634-2 |
| S1 |
631-3 |
631-3 |
635-2 |
629-1 |
| S2 |
626-7 |
626-7 |
634-4 |
|
| S3 |
618-3 |
622-7 |
633-5 |
|
| S4 |
609-7 |
614-3 |
631-3 |
|
|
| 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 |
663-2 |
630-6 |
32-4 |
5.1% |
10-6 |
1.7% |
16% |
False |
True |
170,698 |
| 10 |
666-0 |
603-2 |
62-6 |
9.9% |
13-1 |
2.1% |
52% |
False |
False |
165,668 |
| 20 |
673-6 |
603-2 |
70-4 |
11.1% |
11-5 |
1.8% |
46% |
False |
False |
155,819 |
| 40 |
673-6 |
603-2 |
70-4 |
11.1% |
11-2 |
1.8% |
46% |
False |
False |
149,054 |
| 60 |
673-6 |
599-2 |
74-4 |
11.7% |
10-3 |
1.6% |
49% |
False |
False |
119,347 |
| 80 |
673-6 |
587-0 |
86-6 |
13.6% |
9-4 |
1.5% |
56% |
False |
False |
98,002 |
| 100 |
673-6 |
587-0 |
86-6 |
13.6% |
9-5 |
1.5% |
56% |
False |
False |
83,779 |
| 120 |
681-0 |
587-0 |
94-0 |
14.8% |
9-3 |
1.5% |
52% |
False |
False |
73,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675-3 |
|
2.618 |
661-4 |
|
1.618 |
653-0 |
|
1.000 |
647-6 |
|
0.618 |
644-4 |
|
HIGH |
639-2 |
|
0.618 |
636-0 |
|
0.500 |
635-0 |
|
0.382 |
634-0 |
|
LOW |
630-6 |
|
0.618 |
625-4 |
|
1.000 |
622-2 |
|
1.618 |
617-0 |
|
2.618 |
608-4 |
|
4.250 |
594-5 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
635-5 |
644-3 |
| PP |
635-3 |
641-5 |
| S1 |
635-0 |
638-6 |
|