CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
674-0 |
664-0 |
-10-0 |
-1.5% |
651-0 |
| High |
677-0 |
665-0 |
-12-0 |
-1.8% |
670-0 |
| Low |
666-0 |
641-2 |
-24-6 |
-3.7% |
640-4 |
| Close |
666-0 |
641-2 |
-24-6 |
-3.7% |
662-2 |
| Range |
11-0 |
23-6 |
12-6 |
115.9% |
29-4 |
| ATR |
14-3 |
15-1 |
0-6 |
5.1% |
0-0 |
| Volume |
3,476 |
1,771 |
-1,705 |
-49.1% |
59,691 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-3 |
704-5 |
654-2 |
|
| R3 |
696-5 |
680-7 |
647-6 |
|
| R2 |
672-7 |
672-7 |
645-5 |
|
| R1 |
657-1 |
657-1 |
643-3 |
653-1 |
| PP |
649-1 |
649-1 |
649-1 |
647-2 |
| S1 |
633-3 |
633-3 |
639-1 |
629-3 |
| S2 |
625-3 |
625-3 |
636-7 |
|
| S3 |
601-5 |
609-5 |
634-6 |
|
| S4 |
577-7 |
585-7 |
628-2 |
|
|
| 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 |
677-0 |
640-4 |
36-4 |
5.7% |
14-3 |
2.2% |
2% |
False |
False |
3,938 |
| 10 |
677-0 |
610-4 |
66-4 |
10.4% |
15-3 |
2.4% |
46% |
False |
False |
25,920 |
| 20 |
677-0 |
600-0 |
77-0 |
12.0% |
13-4 |
2.1% |
54% |
False |
False |
75,638 |
| 40 |
677-0 |
600-0 |
77-0 |
12.0% |
12-5 |
2.0% |
54% |
False |
False |
115,729 |
| 60 |
677-0 |
600-0 |
77-0 |
12.0% |
12-0 |
1.9% |
54% |
False |
False |
124,582 |
| 80 |
677-0 |
599-2 |
77-6 |
12.1% |
11-1 |
1.7% |
54% |
False |
False |
108,420 |
| 100 |
677-0 |
587-0 |
90-0 |
14.0% |
10-3 |
1.6% |
60% |
False |
False |
93,529 |
| 120 |
677-0 |
587-0 |
90-0 |
14.0% |
10-2 |
1.6% |
60% |
False |
False |
82,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766-0 |
|
2.618 |
727-1 |
|
1.618 |
703-3 |
|
1.000 |
688-6 |
|
0.618 |
679-5 |
|
HIGH |
665-0 |
|
0.618 |
655-7 |
|
0.500 |
653-1 |
|
0.382 |
650-3 |
|
LOW |
641-2 |
|
0.618 |
626-5 |
|
1.000 |
617-4 |
|
1.618 |
602-7 |
|
2.618 |
579-1 |
|
4.250 |
540-2 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
653-1 |
659-1 |
| PP |
649-1 |
653-1 |
| S1 |
645-2 |
647-2 |
|