CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
638-2 |
640-0 |
1-6 |
0.3% |
651-0 |
| High |
639-2 |
644-0 |
4-6 |
0.7% |
666-0 |
| Low |
630-6 |
637-4 |
6-6 |
1.1% |
647-0 |
| Close |
636-0 |
637-4 |
1-4 |
0.2% |
658-2 |
| Range |
8-4 |
6-4 |
-2-0 |
-23.5% |
19-0 |
| ATR |
13-2 |
12-7 |
-0-3 |
-2.8% |
0-0 |
| Volume |
184,688 |
185,528 |
840 |
0.5% |
469,915 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-1 |
654-7 |
641-1 |
|
| R3 |
652-5 |
648-3 |
639-2 |
|
| R2 |
646-1 |
646-1 |
638-6 |
|
| R1 |
641-7 |
641-7 |
638-1 |
640-6 |
| PP |
639-5 |
639-5 |
639-5 |
639-1 |
| S1 |
635-3 |
635-3 |
636-7 |
634-2 |
| S2 |
633-1 |
633-1 |
636-2 |
|
| S3 |
626-5 |
628-7 |
635-6 |
|
| S4 |
620-1 |
622-3 |
633-7 |
|
|
| 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% |
9-6 |
1.5% |
21% |
False |
False |
176,753 |
| 10 |
666-0 |
603-2 |
62-6 |
9.8% |
12-2 |
1.9% |
55% |
False |
False |
165,409 |
| 20 |
673-6 |
603-2 |
70-4 |
11.1% |
11-4 |
1.8% |
49% |
False |
False |
156,869 |
| 40 |
673-6 |
603-2 |
70-4 |
11.1% |
11-2 |
1.8% |
49% |
False |
False |
150,400 |
| 60 |
673-6 |
599-2 |
74-4 |
11.7% |
10-3 |
1.6% |
51% |
False |
False |
121,862 |
| 80 |
673-6 |
590-0 |
83-6 |
13.1% |
9-5 |
1.5% |
57% |
False |
False |
100,075 |
| 100 |
673-6 |
587-0 |
86-6 |
13.6% |
9-5 |
1.5% |
58% |
False |
False |
85,422 |
| 120 |
681-0 |
587-0 |
94-0 |
14.7% |
9-3 |
1.5% |
54% |
False |
False |
74,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
671-5 |
|
2.618 |
661-0 |
|
1.618 |
654-4 |
|
1.000 |
650-4 |
|
0.618 |
648-0 |
|
HIGH |
644-0 |
|
0.618 |
641-4 |
|
0.500 |
640-6 |
|
0.382 |
640-0 |
|
LOW |
637-4 |
|
0.618 |
633-4 |
|
1.000 |
631-0 |
|
1.618 |
627-0 |
|
2.618 |
620-4 |
|
4.250 |
609-7 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
640-6 |
640-7 |
| PP |
639-5 |
639-6 |
| S1 |
638-5 |
638-5 |
|