CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
647-0 |
649-4 |
2-4 |
0.4% |
651-0 |
| High |
652-0 |
670-0 |
18-0 |
2.8% |
670-0 |
| Low |
640-4 |
649-4 |
9-0 |
1.4% |
640-4 |
| Close |
650-6 |
662-2 |
11-4 |
1.8% |
662-2 |
| Range |
11-4 |
20-4 |
9-0 |
78.3% |
29-4 |
| ATR |
15-0 |
15-3 |
0-3 |
2.7% |
0-0 |
| Volume |
4,609 |
5,110 |
501 |
10.9% |
59,691 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-1 |
712-5 |
673-4 |
|
| R3 |
701-5 |
692-1 |
667-7 |
|
| R2 |
681-1 |
681-1 |
666-0 |
|
| R1 |
671-5 |
671-5 |
664-1 |
676-3 |
| PP |
660-5 |
660-5 |
660-5 |
663-0 |
| S1 |
651-1 |
651-1 |
660-3 |
655-7 |
| S2 |
640-1 |
640-1 |
658-4 |
|
| S3 |
619-5 |
630-5 |
656-5 |
|
| S4 |
599-1 |
610-1 |
651-0 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-1 |
733-5 |
678-4 |
|
| R3 |
716-5 |
704-1 |
670-3 |
|
| R2 |
687-1 |
687-1 |
667-5 |
|
| R1 |
674-5 |
674-5 |
665-0 |
680-7 |
| PP |
657-5 |
657-5 |
657-5 |
660-6 |
| S1 |
645-1 |
645-1 |
659-4 |
651-3 |
| S2 |
628-1 |
628-1 |
656-7 |
|
| S3 |
598-5 |
615-5 |
654-1 |
|
| S4 |
569-1 |
586-1 |
646-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
670-0 |
640-4 |
29-4 |
4.5% |
15-2 |
2.3% |
74% |
True |
False |
11,938 |
| 10 |
670-0 |
610-4 |
59-4 |
9.0% |
15-5 |
2.4% |
87% |
True |
False |
50,100 |
| 20 |
670-0 |
600-0 |
70-0 |
10.6% |
13-2 |
2.0% |
89% |
True |
False |
103,556 |
| 40 |
673-6 |
600-0 |
73-6 |
11.1% |
12-6 |
1.9% |
84% |
False |
False |
128,456 |
| 60 |
673-6 |
600-0 |
73-6 |
11.1% |
11-7 |
1.8% |
84% |
False |
False |
129,109 |
| 80 |
673-6 |
599-2 |
74-4 |
11.2% |
10-7 |
1.6% |
85% |
False |
False |
110,284 |
| 100 |
673-6 |
587-0 |
86-6 |
13.1% |
10-2 |
1.5% |
87% |
False |
False |
94,312 |
| 120 |
673-6 |
587-0 |
86-6 |
13.1% |
10-1 |
1.5% |
87% |
False |
False |
83,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-1 |
|
2.618 |
723-5 |
|
1.618 |
703-1 |
|
1.000 |
690-4 |
|
0.618 |
682-5 |
|
HIGH |
670-0 |
|
0.618 |
662-1 |
|
0.500 |
659-6 |
|
0.382 |
657-3 |
|
LOW |
649-4 |
|
0.618 |
636-7 |
|
1.000 |
629-0 |
|
1.618 |
616-3 |
|
2.618 |
595-7 |
|
4.250 |
562-3 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
661-3 |
659-7 |
| PP |
660-5 |
657-5 |
| S1 |
659-6 |
655-2 |
|