CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
613-0 |
615-0 |
2-0 |
0.3% |
625-2 |
| High |
616-4 |
625-6 |
9-2 |
1.5% |
635-0 |
| Low |
607-4 |
604-0 |
-3-4 |
-0.6% |
604-0 |
| Close |
614-4 |
620-2 |
5-6 |
0.9% |
620-2 |
| Range |
9-0 |
21-6 |
12-6 |
141.7% |
31-0 |
| ATR |
13-2 |
13-7 |
0-5 |
4.6% |
0-0 |
| Volume |
107,882 |
172,507 |
64,625 |
59.9% |
694,936 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681-7 |
672-7 |
632-2 |
|
| R3 |
660-1 |
651-1 |
626-2 |
|
| R2 |
638-3 |
638-3 |
624-2 |
|
| R1 |
629-3 |
629-3 |
622-2 |
633-7 |
| PP |
616-5 |
616-5 |
616-5 |
619-0 |
| S1 |
607-5 |
607-5 |
618-2 |
612-1 |
| S2 |
594-7 |
594-7 |
616-2 |
|
| S3 |
573-1 |
585-7 |
614-2 |
|
| S4 |
551-3 |
564-1 |
608-2 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-6 |
697-4 |
637-2 |
|
| R3 |
681-6 |
666-4 |
628-6 |
|
| R2 |
650-6 |
650-6 |
625-7 |
|
| R1 |
635-4 |
635-4 |
623-1 |
627-5 |
| PP |
619-6 |
619-6 |
619-6 |
615-6 |
| S1 |
604-4 |
604-4 |
617-3 |
596-5 |
| S2 |
588-6 |
588-6 |
614-5 |
|
| S3 |
557-6 |
573-4 |
611-6 |
|
| S4 |
526-6 |
542-4 |
603-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
635-0 |
604-0 |
31-0 |
5.0% |
14-2 |
2.3% |
52% |
False |
True |
138,987 |
| 10 |
635-0 |
599-2 |
35-6 |
5.8% |
13-5 |
2.2% |
59% |
False |
False |
160,619 |
| 20 |
652-0 |
591-6 |
60-2 |
9.7% |
12-1 |
2.0% |
47% |
False |
False |
151,614 |
| 40 |
671-0 |
591-6 |
79-2 |
12.8% |
11-3 |
1.8% |
36% |
False |
False |
109,902 |
| 60 |
671-0 |
591-6 |
79-2 |
12.8% |
10-2 |
1.7% |
36% |
False |
False |
92,883 |
| 80 |
671-0 |
591-6 |
79-2 |
12.8% |
9-4 |
1.5% |
36% |
False |
False |
82,352 |
| 100 |
677-0 |
591-6 |
85-2 |
13.7% |
9-0 |
1.5% |
33% |
False |
False |
71,250 |
| 120 |
677-0 |
591-6 |
85-2 |
13.7% |
8-7 |
1.4% |
33% |
False |
False |
63,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-2 |
|
2.618 |
682-6 |
|
1.618 |
661-0 |
|
1.000 |
647-4 |
|
0.618 |
639-2 |
|
HIGH |
625-6 |
|
0.618 |
617-4 |
|
0.500 |
614-7 |
|
0.382 |
612-2 |
|
LOW |
604-0 |
|
0.618 |
590-4 |
|
1.000 |
582-2 |
|
1.618 |
568-6 |
|
2.618 |
547-0 |
|
4.250 |
511-4 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
618-4 |
618-7 |
| PP |
616-5 |
617-3 |
| S1 |
614-7 |
616-0 |
|