CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
649-4 |
666-0 |
16-4 |
2.5% |
651-0 |
| High |
670-0 |
666-0 |
-4-0 |
-0.6% |
670-0 |
| Low |
649-4 |
661-0 |
11-4 |
1.8% |
640-4 |
| Close |
662-2 |
665-0 |
2-6 |
0.4% |
662-2 |
| Range |
20-4 |
5-0 |
-15-4 |
-75.6% |
29-4 |
| ATR |
15-3 |
14-5 |
-0-6 |
-4.8% |
0-0 |
| Volume |
5,110 |
4,725 |
-385 |
-7.5% |
59,691 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-0 |
677-0 |
667-6 |
|
| R3 |
674-0 |
672-0 |
666-3 |
|
| R2 |
669-0 |
669-0 |
665-7 |
|
| R1 |
667-0 |
667-0 |
665-4 |
665-4 |
| PP |
664-0 |
664-0 |
664-0 |
663-2 |
| S1 |
662-0 |
662-0 |
664-4 |
660-4 |
| S2 |
659-0 |
659-0 |
664-1 |
|
| S3 |
654-0 |
657-0 |
663-5 |
|
| S4 |
649-0 |
652-0 |
662-2 |
|
|
| 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 |
4.4% |
12-7 |
1.9% |
83% |
False |
False |
7,513 |
| 10 |
670-0 |
610-4 |
59-4 |
8.9% |
15-2 |
2.3% |
92% |
False |
False |
43,937 |
| 20 |
670-0 |
600-0 |
70-0 |
10.5% |
13-0 |
2.0% |
93% |
False |
False |
96,398 |
| 40 |
673-6 |
600-0 |
73-6 |
11.1% |
12-3 |
1.9% |
88% |
False |
False |
123,589 |
| 60 |
673-6 |
600-0 |
73-6 |
11.1% |
11-5 |
1.8% |
88% |
False |
False |
127,369 |
| 80 |
673-6 |
599-2 |
74-4 |
11.2% |
10-7 |
1.6% |
88% |
False |
False |
109,879 |
| 100 |
673-6 |
587-0 |
86-6 |
13.0% |
10-1 |
1.5% |
90% |
False |
False |
93,951 |
| 120 |
673-6 |
587-0 |
86-6 |
13.0% |
10-1 |
1.5% |
90% |
False |
False |
82,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-2 |
|
2.618 |
679-1 |
|
1.618 |
674-1 |
|
1.000 |
671-0 |
|
0.618 |
669-1 |
|
HIGH |
666-0 |
|
0.618 |
664-1 |
|
0.500 |
663-4 |
|
0.382 |
662-7 |
|
LOW |
661-0 |
|
0.618 |
657-7 |
|
1.000 |
656-0 |
|
1.618 |
652-7 |
|
2.618 |
647-7 |
|
4.250 |
639-6 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
664-4 |
661-6 |
| PP |
664-0 |
658-4 |
| S1 |
663-4 |
655-2 |
|