CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
634-0 |
651-0 |
17-0 |
2.7% |
615-0 |
| High |
655-4 |
662-0 |
6-4 |
1.0% |
655-4 |
| Low |
634-0 |
645-0 |
11-0 |
1.7% |
610-4 |
| Close |
653-0 |
660-2 |
7-2 |
1.1% |
653-0 |
| Range |
21-4 |
17-0 |
-4-4 |
-20.9% |
45-0 |
| ATR |
15-1 |
15-2 |
0-1 |
0.9% |
0-0 |
| Volume |
87,749 |
26,847 |
-60,902 |
-69.4% |
441,309 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-6 |
700-4 |
669-5 |
|
| R3 |
689-6 |
683-4 |
664-7 |
|
| R2 |
672-6 |
672-6 |
663-3 |
|
| R1 |
666-4 |
666-4 |
661-6 |
669-5 |
| PP |
655-6 |
655-6 |
655-6 |
657-2 |
| S1 |
649-4 |
649-4 |
658-6 |
652-5 |
| S2 |
638-6 |
638-6 |
657-1 |
|
| S3 |
621-6 |
632-4 |
655-5 |
|
| S4 |
604-6 |
615-4 |
650-7 |
|
|
| 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 |
662-0 |
610-4 |
51-4 |
7.8% |
17-4 |
2.7% |
97% |
True |
False |
80,360 |
| 10 |
662-0 |
600-0 |
62-0 |
9.4% |
14-5 |
2.2% |
97% |
True |
False |
97,166 |
| 20 |
666-0 |
600-0 |
66-0 |
10.0% |
12-5 |
1.9% |
91% |
False |
False |
125,410 |
| 40 |
673-6 |
600-0 |
73-6 |
11.2% |
12-4 |
1.9% |
82% |
False |
False |
142,996 |
| 60 |
673-6 |
600-0 |
73-6 |
11.2% |
11-2 |
1.7% |
82% |
False |
False |
132,588 |
| 80 |
673-6 |
599-2 |
74-4 |
11.3% |
10-4 |
1.6% |
82% |
False |
False |
112,207 |
| 100 |
673-6 |
587-0 |
86-6 |
13.1% |
10-1 |
1.5% |
84% |
False |
False |
95,240 |
| 120 |
681-0 |
587-0 |
94-0 |
14.2% |
9-7 |
1.5% |
78% |
False |
False |
83,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734-2 |
|
2.618 |
706-4 |
|
1.618 |
689-4 |
|
1.000 |
679-0 |
|
0.618 |
672-4 |
|
HIGH |
662-0 |
|
0.618 |
655-4 |
|
0.500 |
653-4 |
|
0.382 |
651-4 |
|
LOW |
645-0 |
|
0.618 |
634-4 |
|
1.000 |
628-0 |
|
1.618 |
617-4 |
|
2.618 |
600-4 |
|
4.250 |
572-6 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
658-0 |
652-2 |
| PP |
655-6 |
644-2 |
| S1 |
653-4 |
636-2 |
|