CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
664-0 |
640-0 |
-24-0 |
-3.6% |
651-0 |
| High |
665-0 |
640-0 |
-25-0 |
-3.8% |
670-0 |
| Low |
641-2 |
625-0 |
-16-2 |
-2.5% |
640-4 |
| Close |
641-2 |
625-4 |
-15-6 |
-2.5% |
662-2 |
| Range |
23-6 |
15-0 |
-8-6 |
-36.8% |
29-4 |
| ATR |
15-1 |
15-2 |
0-1 |
0.5% |
0-0 |
| Volume |
1,771 |
1,644 |
-127 |
-7.2% |
59,691 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-1 |
665-3 |
633-6 |
|
| R3 |
660-1 |
650-3 |
629-5 |
|
| R2 |
645-1 |
645-1 |
628-2 |
|
| R1 |
635-3 |
635-3 |
626-7 |
632-6 |
| PP |
630-1 |
630-1 |
630-1 |
628-7 |
| S1 |
620-3 |
620-3 |
624-1 |
617-6 |
| S2 |
615-1 |
615-1 |
622-6 |
|
| S3 |
600-1 |
605-3 |
621-3 |
|
| S4 |
585-1 |
590-3 |
617-2 |
|
|
| 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 |
625-0 |
52-0 |
8.3% |
15-0 |
2.4% |
1% |
False |
True |
3,345 |
| 10 |
677-0 |
625-0 |
52-0 |
8.3% |
15-2 |
2.4% |
1% |
False |
True |
15,905 |
| 20 |
677-0 |
600-0 |
77-0 |
12.3% |
14-0 |
2.2% |
33% |
False |
False |
66,444 |
| 40 |
677-0 |
600-0 |
77-0 |
12.3% |
12-6 |
2.0% |
33% |
False |
False |
111,657 |
| 60 |
677-0 |
600-0 |
77-0 |
12.3% |
12-1 |
1.9% |
33% |
False |
False |
122,414 |
| 80 |
677-0 |
599-2 |
77-6 |
12.4% |
11-2 |
1.8% |
34% |
False |
False |
108,008 |
| 100 |
677-0 |
590-0 |
87-0 |
13.9% |
10-4 |
1.7% |
41% |
False |
False |
93,349 |
| 120 |
677-0 |
587-0 |
90-0 |
14.4% |
10-3 |
1.7% |
43% |
False |
False |
82,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-6 |
|
2.618 |
679-2 |
|
1.618 |
664-2 |
|
1.000 |
655-0 |
|
0.618 |
649-2 |
|
HIGH |
640-0 |
|
0.618 |
634-2 |
|
0.500 |
632-4 |
|
0.382 |
630-6 |
|
LOW |
625-0 |
|
0.618 |
615-6 |
|
1.000 |
610-0 |
|
1.618 |
600-6 |
|
2.618 |
585-6 |
|
4.250 |
561-2 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
632-4 |
651-0 |
| PP |
630-1 |
642-4 |
| S1 |
627-7 |
634-0 |
|