CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
636-0 |
623-4 |
-12-4 |
-2.0% |
658-0 |
| High |
636-0 |
629-0 |
-7-0 |
-1.1% |
658-0 |
| Low |
625-0 |
621-4 |
-3-4 |
-0.6% |
625-0 |
| Close |
629-2 |
623-2 |
-6-0 |
-1.0% |
629-2 |
| Range |
11-0 |
7-4 |
-3-4 |
-31.8% |
33-0 |
| ATR |
12-7 |
12-4 |
-0-3 |
-2.8% |
0-0 |
| Volume |
187,340 |
125,428 |
-61,912 |
-33.0% |
941,202 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-1 |
642-5 |
627-3 |
|
| R3 |
639-5 |
635-1 |
625-2 |
|
| R2 |
632-1 |
632-1 |
624-5 |
|
| R1 |
627-5 |
627-5 |
624-0 |
626-1 |
| PP |
624-5 |
624-5 |
624-5 |
623-6 |
| S1 |
620-1 |
620-1 |
622-4 |
618-5 |
| S2 |
617-1 |
617-1 |
621-7 |
|
| S3 |
609-5 |
612-5 |
621-2 |
|
| S4 |
602-1 |
605-1 |
619-1 |
|
|
| 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 |
651-0 |
621-4 |
29-4 |
4.7% |
10-0 |
1.6% |
6% |
False |
True |
183,747 |
| 10 |
666-0 |
621-4 |
44-4 |
7.1% |
10-4 |
1.7% |
4% |
False |
True |
153,654 |
| 20 |
670-4 |
603-2 |
67-2 |
10.8% |
11-4 |
1.8% |
30% |
False |
False |
157,676 |
| 40 |
673-6 |
603-2 |
70-4 |
11.3% |
11-1 |
1.8% |
28% |
False |
False |
153,063 |
| 60 |
673-6 |
603-2 |
70-4 |
11.3% |
10-3 |
1.7% |
28% |
False |
False |
125,079 |
| 80 |
673-6 |
599-2 |
74-4 |
12.0% |
9-5 |
1.6% |
32% |
False |
False |
103,049 |
| 100 |
673-6 |
587-0 |
86-6 |
13.9% |
9-4 |
1.5% |
42% |
False |
False |
88,027 |
| 120 |
681-0 |
587-0 |
94-0 |
15.1% |
9-3 |
1.5% |
39% |
False |
False |
77,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-7 |
|
2.618 |
648-5 |
|
1.618 |
641-1 |
|
1.000 |
636-4 |
|
0.618 |
633-5 |
|
HIGH |
629-0 |
|
0.618 |
626-1 |
|
0.500 |
625-2 |
|
0.382 |
624-3 |
|
LOW |
621-4 |
|
0.618 |
616-7 |
|
1.000 |
614-0 |
|
1.618 |
609-3 |
|
2.618 |
601-7 |
|
4.250 |
589-5 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
625-2 |
632-6 |
| PP |
624-5 |
629-5 |
| S1 |
623-7 |
626-3 |
|