CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
615-0 |
618-0 |
3-0 |
0.5% |
625-2 |
High |
625-6 |
621-0 |
-4-6 |
-0.8% |
635-0 |
Low |
604-0 |
612-4 |
8-4 |
1.4% |
604-0 |
Close |
620-2 |
620-0 |
-0-2 |
0.0% |
620-2 |
Range |
21-6 |
8-4 |
-13-2 |
-60.9% |
31-0 |
ATR |
13-7 |
13-4 |
-0-3 |
-2.8% |
0-0 |
Volume |
172,507 |
103,606 |
-68,901 |
-39.9% |
694,936 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-3 |
640-1 |
624-5 |
|
R3 |
634-7 |
631-5 |
622-3 |
|
R2 |
626-3 |
626-3 |
621-4 |
|
R1 |
623-1 |
623-1 |
620-6 |
624-6 |
PP |
617-7 |
617-7 |
617-7 |
618-5 |
S1 |
614-5 |
614-5 |
619-2 |
616-2 |
S2 |
609-3 |
609-3 |
618-4 |
|
S3 |
600-7 |
606-1 |
617-5 |
|
S4 |
592-3 |
597-5 |
615-3 |
|
|
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 |
634-0 |
604-0 |
30-0 |
4.8% |
13-2 |
2.1% |
53% |
False |
False |
133,282 |
10 |
635-0 |
599-2 |
35-6 |
5.8% |
13-5 |
2.2% |
58% |
False |
False |
158,161 |
20 |
640-4 |
591-6 |
48-6 |
7.9% |
12-0 |
1.9% |
58% |
False |
False |
151,747 |
40 |
671-0 |
591-6 |
79-2 |
12.8% |
11-1 |
1.8% |
36% |
False |
False |
110,488 |
60 |
671-0 |
591-6 |
79-2 |
12.8% |
10-1 |
1.6% |
36% |
False |
False |
93,118 |
80 |
671-0 |
591-6 |
79-2 |
12.8% |
9-4 |
1.5% |
36% |
False |
False |
83,132 |
100 |
677-0 |
591-6 |
85-2 |
13.8% |
9-0 |
1.5% |
33% |
False |
False |
72,024 |
120 |
677-0 |
591-6 |
85-2 |
13.8% |
8-7 |
1.4% |
33% |
False |
False |
64,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
657-1 |
2.618 |
643-2 |
1.618 |
634-6 |
1.000 |
629-4 |
0.618 |
626-2 |
HIGH |
621-0 |
0.618 |
617-6 |
0.500 |
616-6 |
0.382 |
615-6 |
LOW |
612-4 |
0.618 |
607-2 |
1.000 |
604-0 |
1.618 |
598-6 |
2.618 |
590-2 |
4.250 |
576-3 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
618-7 |
618-2 |
PP |
617-7 |
616-5 |
S1 |
616-6 |
614-7 |
|