CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
627-4 |
613-0 |
-14-4 |
-2.3% |
604-4 |
| High |
628-0 |
616-4 |
-11-4 |
-1.8% |
629-2 |
| Low |
610-2 |
607-4 |
-2-6 |
-0.5% |
599-2 |
| Close |
611-4 |
614-4 |
3-0 |
0.5% |
625-4 |
| Range |
17-6 |
9-0 |
-8-6 |
-49.3% |
30-0 |
| ATR |
13-4 |
13-2 |
-0-3 |
-2.4% |
0-0 |
| Volume |
161,187 |
107,882 |
-53,305 |
-33.1% |
911,258 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639-7 |
636-1 |
619-4 |
|
| R3 |
630-7 |
627-1 |
617-0 |
|
| R2 |
621-7 |
621-7 |
616-1 |
|
| R1 |
618-1 |
618-1 |
615-3 |
620-0 |
| PP |
612-7 |
612-7 |
612-7 |
613-6 |
| S1 |
609-1 |
609-1 |
613-5 |
611-0 |
| S2 |
603-7 |
603-7 |
612-7 |
|
| S3 |
594-7 |
600-1 |
612-0 |
|
| S4 |
585-7 |
591-1 |
609-4 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-0 |
696-6 |
642-0 |
|
| R3 |
678-0 |
666-6 |
633-6 |
|
| R2 |
648-0 |
648-0 |
631-0 |
|
| R1 |
636-6 |
636-6 |
628-2 |
642-3 |
| PP |
618-0 |
618-0 |
618-0 |
620-6 |
| S1 |
606-6 |
606-6 |
622-6 |
612-3 |
| S2 |
588-0 |
588-0 |
620-0 |
|
| S3 |
558-0 |
576-6 |
617-2 |
|
| S4 |
528-0 |
546-6 |
609-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
635-0 |
607-4 |
27-4 |
4.5% |
12-5 |
2.1% |
25% |
False |
True |
151,711 |
| 10 |
635-0 |
599-2 |
35-6 |
5.8% |
13-3 |
2.2% |
43% |
False |
False |
160,460 |
| 20 |
657-0 |
591-6 |
65-2 |
10.6% |
11-3 |
1.9% |
35% |
False |
False |
146,735 |
| 40 |
671-0 |
591-6 |
79-2 |
12.9% |
11-1 |
1.8% |
29% |
False |
False |
107,152 |
| 60 |
671-0 |
591-6 |
79-2 |
12.9% |
10-0 |
1.6% |
29% |
False |
False |
90,962 |
| 80 |
671-0 |
591-6 |
79-2 |
12.9% |
9-2 |
1.5% |
29% |
False |
False |
80,678 |
| 100 |
677-0 |
591-6 |
85-2 |
13.9% |
8-7 |
1.4% |
27% |
False |
False |
69,756 |
| 120 |
677-6 |
591-6 |
86-0 |
14.0% |
8-7 |
1.4% |
26% |
False |
False |
62,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654-6 |
|
2.618 |
640-0 |
|
1.618 |
631-0 |
|
1.000 |
625-4 |
|
0.618 |
622-0 |
|
HIGH |
616-4 |
|
0.618 |
613-0 |
|
0.500 |
612-0 |
|
0.382 |
611-0 |
|
LOW |
607-4 |
|
0.618 |
602-0 |
|
1.000 |
598-4 |
|
1.618 |
593-0 |
|
2.618 |
584-0 |
|
4.250 |
569-2 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
613-5 |
620-6 |
| PP |
612-7 |
618-5 |
| S1 |
612-0 |
616-5 |
|