CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
640-0 |
636-0 |
-4-0 |
-0.6% |
658-0 |
| High |
644-0 |
636-0 |
-8-0 |
-1.2% |
658-0 |
| Low |
637-4 |
625-0 |
-12-4 |
-2.0% |
625-0 |
| Close |
637-4 |
629-2 |
-8-2 |
-1.3% |
629-2 |
| Range |
6-4 |
11-0 |
4-4 |
69.2% |
33-0 |
| ATR |
12-7 |
12-7 |
0-0 |
-0.2% |
0-0 |
| Volume |
185,528 |
187,340 |
1,812 |
1.0% |
941,202 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-1 |
657-1 |
635-2 |
|
| R3 |
652-1 |
646-1 |
632-2 |
|
| R2 |
641-1 |
641-1 |
631-2 |
|
| R1 |
635-1 |
635-1 |
630-2 |
632-5 |
| PP |
630-1 |
630-1 |
630-1 |
628-6 |
| S1 |
624-1 |
624-1 |
628-2 |
621-5 |
| S2 |
619-1 |
619-1 |
627-2 |
|
| S3 |
608-1 |
613-1 |
626-2 |
|
| S4 |
597-1 |
602-1 |
623-2 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-3 |
715-7 |
647-3 |
|
| R3 |
703-3 |
682-7 |
638-3 |
|
| R2 |
670-3 |
670-3 |
635-2 |
|
| R1 |
649-7 |
649-7 |
632-2 |
643-5 |
| PP |
637-3 |
637-3 |
637-3 |
634-2 |
| S1 |
616-7 |
616-7 |
626-2 |
610-5 |
| S2 |
604-3 |
604-3 |
623-2 |
|
| S3 |
571-3 |
583-7 |
620-1 |
|
| S4 |
538-3 |
550-7 |
611-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
658-0 |
625-0 |
33-0 |
5.2% |
10-2 |
1.6% |
13% |
False |
True |
188,240 |
| 10 |
666-0 |
625-0 |
41-0 |
6.5% |
11-5 |
1.8% |
10% |
False |
True |
163,106 |
| 20 |
673-6 |
603-2 |
70-4 |
11.2% |
11-4 |
1.8% |
37% |
False |
False |
157,594 |
| 40 |
673-6 |
603-2 |
70-4 |
11.2% |
11-1 |
1.8% |
37% |
False |
False |
152,226 |
| 60 |
673-6 |
603-2 |
70-4 |
11.2% |
10-3 |
1.6% |
37% |
False |
False |
124,068 |
| 80 |
673-6 |
599-2 |
74-4 |
11.8% |
9-5 |
1.5% |
40% |
False |
False |
101,942 |
| 100 |
673-6 |
587-0 |
86-6 |
13.8% |
9-4 |
1.5% |
49% |
False |
False |
87,034 |
| 120 |
681-0 |
587-0 |
94-0 |
14.9% |
9-3 |
1.5% |
45% |
False |
False |
76,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-6 |
|
2.618 |
664-6 |
|
1.618 |
653-6 |
|
1.000 |
647-0 |
|
0.618 |
642-6 |
|
HIGH |
636-0 |
|
0.618 |
631-6 |
|
0.500 |
630-4 |
|
0.382 |
629-2 |
|
LOW |
625-0 |
|
0.618 |
618-2 |
|
1.000 |
614-0 |
|
1.618 |
607-2 |
|
2.618 |
596-2 |
|
4.250 |
578-2 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
630-4 |
634-4 |
| PP |
630-1 |
632-6 |
| S1 |
629-5 |
631-0 |
|