CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
614-0 |
616-0 |
2-0 |
0.3% |
658-0 |
| High |
615-2 |
622-0 |
6-6 |
1.1% |
658-0 |
| Low |
600-0 |
615-4 |
15-4 |
2.6% |
625-0 |
| Close |
601-6 |
621-0 |
19-2 |
3.2% |
629-2 |
| Range |
15-2 |
6-4 |
-8-6 |
-57.4% |
33-0 |
| ATR |
12-6 |
13-2 |
0-4 |
4.2% |
0-0 |
| Volume |
176,292 |
103,262 |
-73,030 |
-41.4% |
941,202 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639-0 |
636-4 |
624-5 |
|
| R3 |
632-4 |
630-0 |
622-6 |
|
| R2 |
626-0 |
626-0 |
622-2 |
|
| R1 |
623-4 |
623-4 |
621-5 |
624-6 |
| PP |
619-4 |
619-4 |
619-4 |
620-1 |
| S1 |
617-0 |
617-0 |
620-3 |
618-2 |
| S2 |
613-0 |
613-0 |
619-6 |
|
| S3 |
606-4 |
610-4 |
619-2 |
|
| S4 |
600-0 |
604-0 |
617-3 |
|
|
| 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 |
636-0 |
600-0 |
36-0 |
5.8% |
10-3 |
1.7% |
58% |
False |
False |
142,694 |
| 10 |
663-2 |
600-0 |
63-2 |
10.2% |
10-1 |
1.6% |
33% |
False |
False |
159,724 |
| 20 |
666-0 |
600-0 |
66-0 |
10.6% |
11-6 |
1.9% |
32% |
False |
False |
155,917 |
| 40 |
673-6 |
600-0 |
73-6 |
11.9% |
11-1 |
1.8% |
28% |
False |
False |
155,134 |
| 60 |
673-6 |
600-0 |
73-6 |
11.9% |
10-3 |
1.7% |
28% |
False |
False |
129,223 |
| 80 |
673-6 |
599-2 |
74-4 |
12.0% |
9-6 |
1.6% |
29% |
False |
False |
107,097 |
| 100 |
673-6 |
587-0 |
86-6 |
14.0% |
9-5 |
1.6% |
39% |
False |
False |
91,347 |
| 120 |
681-0 |
587-0 |
94-0 |
15.1% |
9-5 |
1.5% |
36% |
False |
False |
80,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
649-5 |
|
2.618 |
639-0 |
|
1.618 |
632-4 |
|
1.000 |
628-4 |
|
0.618 |
626-0 |
|
HIGH |
622-0 |
|
0.618 |
619-4 |
|
0.500 |
618-6 |
|
0.382 |
618-0 |
|
LOW |
615-4 |
|
0.618 |
611-4 |
|
1.000 |
609-0 |
|
1.618 |
605-0 |
|
2.618 |
598-4 |
|
4.250 |
587-7 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
620-2 |
618-5 |
| PP |
619-4 |
616-1 |
| S1 |
618-6 |
613-6 |
|