CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
666-0 |
674-0 |
8-0 |
1.2% |
651-0 |
High |
666-0 |
677-0 |
11-0 |
1.7% |
670-0 |
Low |
661-0 |
666-0 |
5-0 |
0.8% |
640-4 |
Close |
665-0 |
666-0 |
1-0 |
0.2% |
662-2 |
Range |
5-0 |
11-0 |
6-0 |
120.0% |
29-4 |
ATR |
14-5 |
14-3 |
-0-1 |
-1.3% |
0-0 |
Volume |
4,725 |
3,476 |
-1,249 |
-26.4% |
59,691 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
702-5 |
695-3 |
672-0 |
|
R3 |
691-5 |
684-3 |
669-0 |
|
R2 |
680-5 |
680-5 |
668-0 |
|
R1 |
673-3 |
673-3 |
667-0 |
671-4 |
PP |
669-5 |
669-5 |
669-5 |
668-6 |
S1 |
662-3 |
662-3 |
665-0 |
660-4 |
S2 |
658-5 |
658-5 |
664-0 |
|
S3 |
647-5 |
651-3 |
663-0 |
|
S4 |
636-5 |
640-3 |
660-0 |
|
|
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 |
677-0 |
640-4 |
36-4 |
5.5% |
12-7 |
1.9% |
70% |
True |
False |
5,225 |
10 |
677-0 |
610-4 |
66-4 |
10.0% |
14-6 |
2.2% |
83% |
True |
False |
35,403 |
20 |
677-0 |
600-0 |
77-0 |
11.6% |
12-6 |
1.9% |
86% |
True |
False |
84,784 |
40 |
677-0 |
600-0 |
77-0 |
11.6% |
12-2 |
1.8% |
86% |
True |
False |
119,543 |
60 |
677-0 |
600-0 |
77-0 |
11.6% |
11-6 |
1.8% |
86% |
True |
False |
125,756 |
80 |
677-0 |
599-2 |
77-6 |
11.7% |
11-0 |
1.6% |
86% |
True |
False |
109,060 |
100 |
677-0 |
587-0 |
90-0 |
13.5% |
10-2 |
1.5% |
88% |
True |
False |
93,715 |
120 |
677-0 |
587-0 |
90-0 |
13.5% |
10-1 |
1.5% |
88% |
True |
False |
82,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
723-6 |
2.618 |
705-6 |
1.618 |
694-6 |
1.000 |
688-0 |
0.618 |
683-6 |
HIGH |
677-0 |
0.618 |
672-6 |
0.500 |
671-4 |
0.382 |
670-2 |
LOW |
666-0 |
0.618 |
659-2 |
1.000 |
655-0 |
1.618 |
648-2 |
2.618 |
637-2 |
4.250 |
619-2 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
671-4 |
665-1 |
PP |
669-5 |
664-1 |
S1 |
667-7 |
663-2 |
|