CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
624-4 |
614-0 |
-10-4 |
-1.7% |
658-0 |
| High |
627-4 |
615-2 |
-12-2 |
-2.0% |
658-0 |
| Low |
616-0 |
600-0 |
-16-0 |
-2.6% |
625-0 |
| Close |
616-6 |
601-6 |
-15-0 |
-2.4% |
629-2 |
| Range |
11-4 |
15-2 |
3-6 |
32.6% |
33-0 |
| ATR |
12-3 |
12-6 |
0-2 |
2.5% |
0-0 |
| Volume |
121,149 |
176,292 |
55,143 |
45.5% |
941,202 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651-3 |
641-7 |
610-1 |
|
| R3 |
636-1 |
626-5 |
606-0 |
|
| R2 |
620-7 |
620-7 |
604-4 |
|
| R1 |
611-3 |
611-3 |
603-1 |
608-4 |
| PP |
605-5 |
605-5 |
605-5 |
604-2 |
| S1 |
596-1 |
596-1 |
600-3 |
593-2 |
| S2 |
590-3 |
590-3 |
599-0 |
|
| S3 |
575-1 |
580-7 |
597-4 |
|
| S4 |
559-7 |
565-5 |
593-3 |
|
|
| 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 |
644-0 |
600-0 |
44-0 |
7.3% |
10-3 |
1.7% |
4% |
False |
True |
159,147 |
| 10 |
663-2 |
600-0 |
63-2 |
10.5% |
10-4 |
1.7% |
3% |
False |
True |
164,922 |
| 20 |
666-0 |
600-0 |
66-0 |
11.0% |
11-7 |
2.0% |
3% |
False |
True |
157,385 |
| 40 |
673-6 |
600-0 |
73-6 |
12.3% |
11-2 |
1.9% |
2% |
False |
True |
155,618 |
| 60 |
673-6 |
600-0 |
73-6 |
12.3% |
10-5 |
1.8% |
2% |
False |
True |
128,100 |
| 80 |
673-6 |
599-2 |
74-4 |
12.4% |
9-6 |
1.6% |
3% |
False |
False |
106,077 |
| 100 |
673-6 |
587-0 |
86-6 |
14.4% |
9-5 |
1.6% |
17% |
False |
False |
90,500 |
| 120 |
681-0 |
587-0 |
94-0 |
15.6% |
9-4 |
1.6% |
16% |
False |
False |
79,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680-0 |
|
2.618 |
655-1 |
|
1.618 |
639-7 |
|
1.000 |
630-4 |
|
0.618 |
624-5 |
|
HIGH |
615-2 |
|
0.618 |
609-3 |
|
0.500 |
607-5 |
|
0.382 |
605-7 |
|
LOW |
600-0 |
|
0.618 |
590-5 |
|
1.000 |
584-6 |
|
1.618 |
575-3 |
|
2.618 |
560-1 |
|
4.250 |
535-2 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
607-5 |
614-4 |
| PP |
605-5 |
610-2 |
| S1 |
603-6 |
606-0 |
|