CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
625-0 |
616-6 |
-8-2 |
-1.3% |
625-2 |
High |
632-2 |
618-0 |
-14-2 |
-2.3% |
635-0 |
Low |
621-0 |
606-0 |
-15-0 |
-2.4% |
604-0 |
Close |
623-0 |
607-2 |
-15-6 |
-2.5% |
620-2 |
Range |
11-2 |
12-0 |
0-6 |
6.7% |
31-0 |
ATR |
13-3 |
13-5 |
0-2 |
1.9% |
0-0 |
Volume |
165,841 |
144,187 |
-21,654 |
-13.1% |
694,936 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-3 |
638-7 |
613-7 |
|
R3 |
634-3 |
626-7 |
610-4 |
|
R2 |
622-3 |
622-3 |
609-4 |
|
R1 |
614-7 |
614-7 |
608-3 |
612-5 |
PP |
610-3 |
610-3 |
610-3 |
609-2 |
S1 |
602-7 |
602-7 |
606-1 |
600-5 |
S2 |
598-3 |
598-3 |
605-0 |
|
S3 |
586-3 |
590-7 |
604-0 |
|
S4 |
574-3 |
578-7 |
600-5 |
|
|
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 |
4.7% |
12-4 |
2.1% |
12% |
False |
False |
138,804 |
10 |
635-0 |
599-2 |
35-6 |
5.9% |
12-5 |
2.1% |
22% |
False |
False |
152,821 |
20 |
635-0 |
591-6 |
43-2 |
7.1% |
12-1 |
2.0% |
36% |
False |
False |
152,506 |
40 |
671-0 |
591-6 |
79-2 |
13.1% |
11-2 |
1.9% |
20% |
False |
False |
114,797 |
60 |
671-0 |
591-6 |
79-2 |
13.1% |
10-2 |
1.7% |
20% |
False |
False |
96,383 |
80 |
671-0 |
591-6 |
79-2 |
13.1% |
9-5 |
1.6% |
20% |
False |
False |
85,502 |
100 |
677-0 |
591-6 |
85-2 |
14.0% |
9-1 |
1.5% |
18% |
False |
False |
74,777 |
120 |
677-0 |
591-6 |
85-2 |
14.0% |
9-0 |
1.5% |
18% |
False |
False |
66,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-0 |
2.618 |
649-3 |
1.618 |
637-3 |
1.000 |
630-0 |
0.618 |
625-3 |
HIGH |
618-0 |
0.618 |
613-3 |
0.500 |
612-0 |
0.382 |
610-5 |
LOW |
606-0 |
0.618 |
598-5 |
1.000 |
594-0 |
1.618 |
586-5 |
2.618 |
574-5 |
4.250 |
555-0 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
612-0 |
619-1 |
PP |
610-3 |
615-1 |
S1 |
608-7 |
611-2 |
|