CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
618-0 |
625-0 |
7-0 |
1.1% |
625-2 |
High |
621-0 |
632-2 |
11-2 |
1.8% |
635-0 |
Low |
612-4 |
621-0 |
8-4 |
1.4% |
604-0 |
Close |
620-0 |
623-0 |
3-0 |
0.5% |
620-2 |
Range |
8-4 |
11-2 |
2-6 |
32.4% |
31-0 |
ATR |
13-4 |
13-3 |
-0-1 |
-0.6% |
0-0 |
Volume |
103,606 |
165,841 |
62,235 |
60.1% |
694,936 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-1 |
652-3 |
629-2 |
|
R3 |
647-7 |
641-1 |
626-1 |
|
R2 |
636-5 |
636-5 |
625-0 |
|
R1 |
629-7 |
629-7 |
624-0 |
627-5 |
PP |
625-3 |
625-3 |
625-3 |
624-2 |
S1 |
618-5 |
618-5 |
622-0 |
616-3 |
S2 |
614-1 |
614-1 |
621-0 |
|
S3 |
602-7 |
607-3 |
619-7 |
|
S4 |
591-5 |
596-1 |
616-6 |
|
|
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 |
632-2 |
604-0 |
28-2 |
4.5% |
13-5 |
2.2% |
67% |
True |
False |
142,204 |
10 |
635-0 |
599-2 |
35-6 |
5.7% |
13-0 |
2.1% |
66% |
False |
False |
156,908 |
20 |
635-0 |
591-6 |
43-2 |
6.9% |
11-6 |
1.9% |
72% |
False |
False |
152,259 |
40 |
671-0 |
591-6 |
79-2 |
12.7% |
11-1 |
1.8% |
39% |
False |
False |
112,906 |
60 |
671-0 |
591-6 |
79-2 |
12.7% |
10-1 |
1.6% |
39% |
False |
False |
94,696 |
80 |
671-0 |
591-6 |
79-2 |
12.7% |
9-5 |
1.5% |
39% |
False |
False |
84,540 |
100 |
677-0 |
591-6 |
85-2 |
13.7% |
9-1 |
1.5% |
37% |
False |
False |
73,500 |
120 |
677-0 |
591-6 |
85-2 |
13.7% |
8-7 |
1.4% |
37% |
False |
False |
65,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
680-0 |
2.618 |
661-6 |
1.618 |
650-4 |
1.000 |
643-4 |
0.618 |
639-2 |
HIGH |
632-2 |
0.618 |
628-0 |
0.500 |
626-5 |
0.382 |
625-2 |
LOW |
621-0 |
0.618 |
614-0 |
1.000 |
609-6 |
1.618 |
602-6 |
2.618 |
591-4 |
4.250 |
573-2 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
626-5 |
621-3 |
PP |
625-3 |
619-6 |
S1 |
624-2 |
618-1 |
|