CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
654-0 |
656-0 |
2-0 |
0.3% |
615-0 |
| High |
663-0 |
657-4 |
-5-4 |
-0.8% |
655-4 |
| Low |
652-0 |
641-0 |
-11-0 |
-1.7% |
610-4 |
| Close |
659-6 |
642-2 |
-17-4 |
-2.7% |
653-0 |
| Range |
11-0 |
16-4 |
5-4 |
50.0% |
45-0 |
| ATR |
15-0 |
15-2 |
0-2 |
1.8% |
0-0 |
| Volume |
14,916 |
8,209 |
-6,707 |
-45.0% |
441,309 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-3 |
685-7 |
651-3 |
|
| R3 |
679-7 |
669-3 |
646-6 |
|
| R2 |
663-3 |
663-3 |
645-2 |
|
| R1 |
652-7 |
652-7 |
643-6 |
649-7 |
| PP |
646-7 |
646-7 |
646-7 |
645-4 |
| S1 |
636-3 |
636-3 |
640-6 |
633-3 |
| S2 |
630-3 |
630-3 |
639-2 |
|
| S3 |
613-7 |
619-7 |
637-6 |
|
| S4 |
597-3 |
603-3 |
633-1 |
|
|
| 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 |
663-0 |
610-4 |
52-4 |
8.2% |
16-4 |
2.6% |
60% |
False |
False |
47,903 |
| 10 |
663-0 |
610-0 |
53-0 |
8.3% |
14-6 |
2.3% |
61% |
False |
False |
69,734 |
| 20 |
663-2 |
600-0 |
63-2 |
9.8% |
12-5 |
2.0% |
67% |
False |
False |
117,328 |
| 40 |
673-6 |
600-0 |
73-6 |
11.5% |
12-6 |
2.0% |
57% |
False |
False |
136,328 |
| 60 |
673-6 |
600-0 |
73-6 |
11.5% |
11-5 |
1.8% |
57% |
False |
False |
131,214 |
| 80 |
673-6 |
599-2 |
74-4 |
11.6% |
10-5 |
1.7% |
58% |
False |
False |
111,211 |
| 100 |
673-6 |
587-0 |
86-6 |
13.5% |
10-1 |
1.6% |
64% |
False |
False |
94,738 |
| 120 |
680-4 |
587-0 |
93-4 |
14.6% |
10-0 |
1.6% |
59% |
False |
False |
83,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727-5 |
|
2.618 |
700-6 |
|
1.618 |
684-2 |
|
1.000 |
674-0 |
|
0.618 |
667-6 |
|
HIGH |
657-4 |
|
0.618 |
651-2 |
|
0.500 |
649-2 |
|
0.382 |
647-2 |
|
LOW |
641-0 |
|
0.618 |
630-6 |
|
1.000 |
624-4 |
|
1.618 |
614-2 |
|
2.618 |
597-6 |
|
4.250 |
570-7 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
649-2 |
652-0 |
| PP |
646-7 |
648-6 |
| S1 |
644-5 |
645-4 |
|