CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
640-0 |
625-0 |
-15-0 |
-2.3% |
666-0 |
High |
640-0 |
627-0 |
-13-0 |
-2.0% |
677-0 |
Low |
625-0 |
602-0 |
-23-0 |
-3.7% |
602-0 |
Close |
625-4 |
608-0 |
-17-4 |
-2.8% |
608-0 |
Range |
15-0 |
25-0 |
10-0 |
66.7% |
75-0 |
ATR |
15-2 |
15-7 |
0-6 |
4.6% |
0-0 |
Volume |
1,644 |
1,875 |
231 |
14.1% |
13,491 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687-3 |
672-5 |
621-6 |
|
R3 |
662-3 |
647-5 |
614-7 |
|
R2 |
637-3 |
637-3 |
612-5 |
|
R1 |
622-5 |
622-5 |
610-2 |
617-4 |
PP |
612-3 |
612-3 |
612-3 |
609-6 |
S1 |
597-5 |
597-5 |
605-6 |
592-4 |
S2 |
587-3 |
587-3 |
603-3 |
|
S3 |
562-3 |
572-5 |
601-1 |
|
S4 |
537-3 |
547-5 |
594-2 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
854-0 |
806-0 |
649-2 |
|
R3 |
779-0 |
731-0 |
628-5 |
|
R2 |
704-0 |
704-0 |
621-6 |
|
R1 |
656-0 |
656-0 |
614-7 |
642-4 |
PP |
629-0 |
629-0 |
629-0 |
622-2 |
S1 |
581-0 |
581-0 |
601-1 |
567-4 |
S2 |
554-0 |
554-0 |
594-2 |
|
S3 |
479-0 |
506-0 |
587-3 |
|
S4 |
404-0 |
431-0 |
566-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
677-0 |
602-0 |
75-0 |
12.3% |
16-0 |
2.6% |
8% |
False |
True |
2,698 |
10 |
677-0 |
602-0 |
75-0 |
12.3% |
15-5 |
2.6% |
8% |
False |
True |
7,318 |
20 |
677-0 |
600-0 |
77-0 |
12.7% |
14-5 |
2.4% |
10% |
False |
False |
57,171 |
40 |
677-0 |
600-0 |
77-0 |
12.7% |
13-1 |
2.2% |
10% |
False |
False |
107,382 |
60 |
677-0 |
600-0 |
77-0 |
12.7% |
12-3 |
2.0% |
10% |
False |
False |
120,541 |
80 |
677-0 |
600-0 |
77-0 |
12.7% |
11-4 |
1.9% |
10% |
False |
False |
107,344 |
100 |
677-0 |
599-2 |
77-6 |
12.8% |
10-5 |
1.8% |
11% |
False |
False |
92,988 |
120 |
677-0 |
587-0 |
90-0 |
14.8% |
10-3 |
1.7% |
23% |
False |
False |
82,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
733-2 |
2.618 |
692-4 |
1.618 |
667-4 |
1.000 |
652-0 |
0.618 |
642-4 |
HIGH |
627-0 |
0.618 |
617-4 |
0.500 |
614-4 |
0.382 |
611-4 |
LOW |
602-0 |
0.618 |
586-4 |
1.000 |
577-0 |
1.618 |
561-4 |
2.618 |
536-4 |
4.250 |
495-6 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
614-4 |
633-4 |
PP |
612-3 |
625-0 |
S1 |
610-1 |
616-4 |
|