CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
626-0 |
615-4 |
-10-4 |
-1.7% |
623-4 |
| High |
627-0 |
627-0 |
0-0 |
0.0% |
629-0 |
| Low |
610-4 |
610-4 |
0-0 |
0.0% |
600-0 |
| Close |
611-0 |
624-0 |
13-0 |
2.1% |
612-4 |
| Range |
16-4 |
16-4 |
0-0 |
0.0% |
29-0 |
| ATR |
13-5 |
13-7 |
0-2 |
1.5% |
0-0 |
| Volume |
96,601 |
101,797 |
5,196 |
5.4% |
628,935 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-0 |
663-4 |
633-1 |
|
| R3 |
653-4 |
647-0 |
628-4 |
|
| R2 |
637-0 |
637-0 |
627-0 |
|
| R1 |
630-4 |
630-4 |
625-4 |
633-6 |
| PP |
620-4 |
620-4 |
620-4 |
622-1 |
| S1 |
614-0 |
614-0 |
622-4 |
617-2 |
| S2 |
604-0 |
604-0 |
621-0 |
|
| S3 |
587-4 |
597-4 |
619-4 |
|
| S4 |
571-0 |
581-0 |
614-7 |
|
|
| 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 |
3.5% |
15-0 |
2.4% |
64% |
False |
False |
91,272 |
| 10 |
636-0 |
600-0 |
36-0 |
5.8% |
12-5 |
2.0% |
67% |
False |
False |
116,983 |
| 20 |
666-0 |
600-0 |
66-0 |
10.6% |
12-4 |
2.0% |
36% |
False |
False |
141,196 |
| 40 |
673-6 |
600-0 |
73-6 |
11.8% |
11-7 |
1.9% |
33% |
False |
False |
147,702 |
| 60 |
673-6 |
600-0 |
73-6 |
11.8% |
11-0 |
1.8% |
33% |
False |
False |
132,819 |
| 80 |
673-6 |
599-2 |
74-4 |
11.9% |
10-2 |
1.6% |
33% |
False |
False |
111,533 |
| 100 |
673-6 |
587-0 |
86-6 |
13.9% |
9-7 |
1.6% |
43% |
False |
False |
94,634 |
| 120 |
681-0 |
587-0 |
94-0 |
15.1% |
9-6 |
1.6% |
39% |
False |
False |
83,305 |
|
|
|
| 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 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
622-2 |
623-1 |
| PP |
620-4 |
622-1 |
| S1 |
618-6 |
621-2 |
|