CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
615-4 |
634-0 |
18-4 |
3.0% |
615-0 |
| High |
627-0 |
655-4 |
28-4 |
4.5% |
655-4 |
| Low |
610-4 |
634-0 |
23-4 |
3.8% |
610-4 |
| Close |
624-0 |
653-0 |
29-0 |
4.6% |
653-0 |
| Range |
16-4 |
21-4 |
5-0 |
30.3% |
45-0 |
| ATR |
13-7 |
15-1 |
1-2 |
9.1% |
0-0 |
| Volume |
101,797 |
87,749 |
-14,048 |
-13.8% |
441,309 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-0 |
704-0 |
664-7 |
|
| R3 |
690-4 |
682-4 |
658-7 |
|
| R2 |
669-0 |
669-0 |
657-0 |
|
| R1 |
661-0 |
661-0 |
655-0 |
665-0 |
| PP |
647-4 |
647-4 |
647-4 |
649-4 |
| S1 |
639-4 |
639-4 |
651-0 |
643-4 |
| S2 |
626-0 |
626-0 |
649-0 |
|
| S3 |
604-4 |
618-0 |
647-1 |
|
| S4 |
583-0 |
596-4 |
641-1 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-5 |
758-7 |
677-6 |
|
| R3 |
729-5 |
713-7 |
665-3 |
|
| R2 |
684-5 |
684-5 |
661-2 |
|
| R1 |
668-7 |
668-7 |
657-1 |
676-6 |
| PP |
639-5 |
639-5 |
639-5 |
643-5 |
| S1 |
623-7 |
623-7 |
648-7 |
631-6 |
| S2 |
594-5 |
594-5 |
644-6 |
|
| S3 |
549-5 |
578-7 |
640-5 |
|
| S4 |
504-5 |
533-7 |
628-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655-4 |
610-4 |
45-0 |
6.9% |
16-0 |
2.5% |
94% |
True |
False |
88,261 |
| 10 |
655-4 |
600-0 |
55-4 |
8.5% |
13-6 |
2.1% |
95% |
True |
False |
107,024 |
| 20 |
666-0 |
600-0 |
66-0 |
10.1% |
12-5 |
1.9% |
80% |
False |
False |
135,065 |
| 40 |
673-6 |
600-0 |
73-6 |
11.3% |
12-2 |
1.9% |
72% |
False |
False |
145,686 |
| 60 |
673-6 |
600-0 |
73-6 |
11.3% |
11-2 |
1.7% |
72% |
False |
False |
132,950 |
| 80 |
673-6 |
599-2 |
74-4 |
11.4% |
10-3 |
1.6% |
72% |
False |
False |
112,406 |
| 100 |
673-6 |
587-0 |
86-6 |
13.3% |
10-0 |
1.5% |
76% |
False |
False |
95,183 |
| 120 |
681-0 |
587-0 |
94-0 |
14.4% |
9-6 |
1.5% |
70% |
False |
False |
83,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-7 |
|
2.618 |
711-6 |
|
1.618 |
690-2 |
|
1.000 |
677-0 |
|
0.618 |
668-6 |
|
HIGH |
655-4 |
|
0.618 |
647-2 |
|
0.500 |
644-6 |
|
0.382 |
642-2 |
|
LOW |
634-0 |
|
0.618 |
620-6 |
|
1.000 |
612-4 |
|
1.618 |
599-2 |
|
2.618 |
577-6 |
|
4.250 |
542-5 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
650-2 |
646-3 |
| PP |
647-4 |
639-5 |
| S1 |
644-6 |
633-0 |
|