CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
654-0 |
3-0 |
0.5% |
615-0 |
| High |
662-0 |
663-0 |
1-0 |
0.2% |
655-4 |
| Low |
645-0 |
652-0 |
7-0 |
1.1% |
610-4 |
| Close |
660-2 |
659-6 |
-0-4 |
-0.1% |
653-0 |
| Range |
17-0 |
11-0 |
-6-0 |
-35.3% |
45-0 |
| ATR |
15-2 |
15-0 |
-0-2 |
-2.0% |
0-0 |
| Volume |
26,847 |
14,916 |
-11,931 |
-44.4% |
441,309 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-2 |
686-4 |
665-6 |
|
| R3 |
680-2 |
675-4 |
662-6 |
|
| R2 |
669-2 |
669-2 |
661-6 |
|
| R1 |
664-4 |
664-4 |
660-6 |
666-7 |
| PP |
658-2 |
658-2 |
658-2 |
659-4 |
| S1 |
653-4 |
653-4 |
658-6 |
655-7 |
| S2 |
647-2 |
647-2 |
657-6 |
|
| S3 |
636-2 |
642-4 |
656-6 |
|
| S4 |
625-2 |
631-4 |
653-6 |
|
|
| 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 |
663-0 |
610-4 |
52-4 |
8.0% |
16-4 |
2.5% |
94% |
True |
False |
65,582 |
| 10 |
663-0 |
600-0 |
63-0 |
9.5% |
14-5 |
2.2% |
95% |
True |
False |
86,543 |
| 20 |
666-0 |
600-0 |
66-0 |
10.0% |
12-4 |
1.9% |
91% |
False |
False |
126,156 |
| 40 |
673-6 |
600-0 |
73-6 |
11.2% |
12-4 |
1.9% |
81% |
False |
False |
139,632 |
| 60 |
673-6 |
600-0 |
73-6 |
11.2% |
11-3 |
1.7% |
81% |
False |
False |
131,804 |
| 80 |
673-6 |
599-2 |
74-4 |
11.3% |
10-4 |
1.6% |
81% |
False |
False |
111,861 |
| 100 |
673-6 |
587-0 |
86-6 |
13.1% |
10-0 |
1.5% |
84% |
False |
False |
95,112 |
| 120 |
681-0 |
587-0 |
94-0 |
14.2% |
10-0 |
1.5% |
77% |
False |
False |
83,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709-6 |
|
2.618 |
691-6 |
|
1.618 |
680-6 |
|
1.000 |
674-0 |
|
0.618 |
669-6 |
|
HIGH |
663-0 |
|
0.618 |
658-6 |
|
0.500 |
657-4 |
|
0.382 |
656-2 |
|
LOW |
652-0 |
|
0.618 |
645-2 |
|
1.000 |
641-0 |
|
1.618 |
634-2 |
|
2.618 |
623-2 |
|
4.250 |
605-2 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
659-0 |
656-0 |
| PP |
658-2 |
652-2 |
| S1 |
657-4 |
648-4 |
|