CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
656-0 |
647-0 |
-9-0 |
-1.4% |
615-0 |
High |
657-4 |
652-0 |
-5-4 |
-0.8% |
655-4 |
Low |
641-0 |
640-4 |
-0-4 |
-0.1% |
610-4 |
Close |
642-2 |
650-6 |
8-4 |
1.3% |
653-0 |
Range |
16-4 |
11-4 |
-5-0 |
-30.3% |
45-0 |
ATR |
15-2 |
15-0 |
-0-2 |
-1.7% |
0-0 |
Volume |
8,209 |
4,609 |
-3,600 |
-43.9% |
441,309 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-2 |
678-0 |
657-1 |
|
R3 |
670-6 |
666-4 |
653-7 |
|
R2 |
659-2 |
659-2 |
652-7 |
|
R1 |
655-0 |
655-0 |
651-6 |
657-1 |
PP |
647-6 |
647-6 |
647-6 |
648-6 |
S1 |
643-4 |
643-4 |
649-6 |
645-5 |
S2 |
636-2 |
636-2 |
648-5 |
|
S3 |
624-6 |
632-0 |
647-5 |
|
S4 |
613-2 |
620-4 |
644-3 |
|
|
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 |
634-0 |
29-0 |
4.5% |
15-4 |
2.4% |
58% |
False |
False |
28,466 |
10 |
663-0 |
610-0 |
53-0 |
8.1% |
15-2 |
2.3% |
77% |
False |
False |
59,869 |
20 |
663-2 |
600-0 |
63-2 |
9.7% |
12-5 |
1.9% |
80% |
False |
False |
109,796 |
40 |
673-6 |
600-0 |
73-6 |
11.3% |
12-4 |
1.9% |
69% |
False |
False |
131,896 |
60 |
673-6 |
600-0 |
73-6 |
11.3% |
11-6 |
1.8% |
69% |
False |
False |
130,310 |
80 |
673-6 |
599-2 |
74-4 |
11.4% |
10-6 |
1.6% |
69% |
False |
False |
110,679 |
100 |
673-6 |
587-0 |
86-6 |
13.3% |
10-1 |
1.6% |
73% |
False |
False |
94,502 |
120 |
673-6 |
587-0 |
86-6 |
13.3% |
10-0 |
1.5% |
73% |
False |
False |
83,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
700-7 |
2.618 |
682-1 |
1.618 |
670-5 |
1.000 |
663-4 |
0.618 |
659-1 |
HIGH |
652-0 |
0.618 |
647-5 |
0.500 |
646-2 |
0.382 |
644-7 |
LOW |
640-4 |
0.618 |
633-3 |
1.000 |
629-0 |
1.618 |
621-7 |
2.618 |
610-3 |
4.250 |
591-5 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
649-2 |
651-6 |
PP |
647-6 |
651-3 |
S1 |
646-2 |
651-1 |
|