CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
629-0 |
626-0 |
-3-0 |
-0.5% |
623-4 |
| High |
632-0 |
627-0 |
-5-0 |
-0.8% |
629-0 |
| Low |
616-0 |
610-4 |
-5-4 |
-0.9% |
600-0 |
| Close |
618-2 |
611-0 |
-7-2 |
-1.2% |
612-4 |
| Range |
16-0 |
16-4 |
0-4 |
3.1% |
29-0 |
| ATR |
13-3 |
13-5 |
0-2 |
1.6% |
0-0 |
| Volume |
88,809 |
96,601 |
7,792 |
8.8% |
628,935 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-5 |
654-7 |
620-1 |
|
| R3 |
649-1 |
638-3 |
615-4 |
|
| R2 |
632-5 |
632-5 |
614-0 |
|
| R1 |
621-7 |
621-7 |
612-4 |
619-0 |
| PP |
616-1 |
616-1 |
616-1 |
614-6 |
| S1 |
605-3 |
605-3 |
609-4 |
602-4 |
| S2 |
599-5 |
599-5 |
608-0 |
|
| S3 |
583-1 |
588-7 |
606-4 |
|
| S4 |
566-5 |
572-3 |
601-7 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700-7 |
685-5 |
628-4 |
|
| R3 |
671-7 |
656-5 |
620-4 |
|
| R2 |
642-7 |
642-7 |
617-7 |
|
| R1 |
627-5 |
627-5 |
615-1 |
620-6 |
| PP |
613-7 |
613-7 |
613-7 |
610-3 |
| S1 |
598-5 |
598-5 |
609-7 |
591-6 |
| S2 |
584-7 |
584-7 |
607-1 |
|
| S3 |
555-7 |
569-5 |
604-4 |
|
| S4 |
526-7 |
540-5 |
596-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
632-0 |
610-0 |
22-0 |
3.6% |
13-0 |
2.1% |
5% |
False |
False |
91,565 |
| 10 |
644-0 |
600-0 |
44-0 |
7.2% |
11-5 |
1.9% |
25% |
False |
False |
125,356 |
| 20 |
666-0 |
600-0 |
66-0 |
10.8% |
12-3 |
2.0% |
17% |
False |
False |
145,512 |
| 40 |
673-6 |
600-0 |
73-6 |
12.1% |
11-6 |
1.9% |
15% |
False |
False |
150,084 |
| 60 |
673-6 |
600-0 |
73-6 |
12.1% |
10-7 |
1.8% |
15% |
False |
False |
131,800 |
| 80 |
673-6 |
599-2 |
74-4 |
12.2% |
10-0 |
1.6% |
16% |
False |
False |
110,539 |
| 100 |
673-6 |
587-0 |
86-6 |
14.2% |
9-7 |
1.6% |
28% |
False |
False |
93,861 |
| 120 |
681-0 |
587-0 |
94-0 |
15.4% |
9-5 |
1.6% |
26% |
False |
False |
82,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-1 |
|
2.618 |
670-2 |
|
1.618 |
653-6 |
|
1.000 |
643-4 |
|
0.618 |
637-2 |
|
HIGH |
627-0 |
|
0.618 |
620-6 |
|
0.500 |
618-6 |
|
0.382 |
616-6 |
|
LOW |
610-4 |
|
0.618 |
600-2 |
|
1.000 |
594-0 |
|
1.618 |
583-6 |
|
2.618 |
567-2 |
|
4.250 |
540-3 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
618-6 |
621-2 |
| PP |
616-1 |
617-7 |
| S1 |
613-5 |
614-3 |
|