CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
616-6 |
596-0 |
-20-6 |
-3.4% |
625-2 |
High |
618-0 |
603-0 |
-15-0 |
-2.4% |
635-0 |
Low |
606-0 |
585-4 |
-20-4 |
-3.4% |
604-0 |
Close |
607-2 |
587-4 |
-19-6 |
-3.3% |
620-2 |
Range |
12-0 |
17-4 |
5-4 |
45.8% |
31-0 |
ATR |
13-5 |
14-2 |
0-5 |
4.3% |
0-0 |
Volume |
144,187 |
204,551 |
60,364 |
41.9% |
694,936 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-4 |
633-4 |
597-1 |
|
R3 |
627-0 |
616-0 |
592-2 |
|
R2 |
609-4 |
609-4 |
590-6 |
|
R1 |
598-4 |
598-4 |
589-1 |
595-2 |
PP |
592-0 |
592-0 |
592-0 |
590-3 |
S1 |
581-0 |
581-0 |
585-7 |
577-6 |
S2 |
574-4 |
574-4 |
584-2 |
|
S3 |
557-0 |
563-4 |
582-6 |
|
S4 |
539-4 |
546-0 |
577-7 |
|
|
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 |
585-4 |
46-6 |
8.0% |
14-2 |
2.4% |
4% |
False |
True |
158,138 |
10 |
635-0 |
585-4 |
49-4 |
8.4% |
13-3 |
2.3% |
4% |
False |
True |
154,924 |
20 |
635-0 |
585-4 |
49-4 |
8.4% |
12-6 |
2.2% |
4% |
False |
True |
155,764 |
40 |
671-0 |
585-4 |
85-4 |
14.6% |
11-4 |
2.0% |
2% |
False |
True |
118,210 |
60 |
671-0 |
585-4 |
85-4 |
14.6% |
10-4 |
1.8% |
2% |
False |
True |
98,666 |
80 |
671-0 |
585-4 |
85-4 |
14.6% |
9-6 |
1.7% |
2% |
False |
True |
87,479 |
100 |
677-0 |
585-4 |
91-4 |
15.6% |
9-2 |
1.6% |
2% |
False |
True |
76,650 |
120 |
677-0 |
585-4 |
91-4 |
15.6% |
9-1 |
1.6% |
2% |
False |
True |
67,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-3 |
2.618 |
648-7 |
1.618 |
631-3 |
1.000 |
620-4 |
0.618 |
613-7 |
HIGH |
603-0 |
0.618 |
596-3 |
0.500 |
594-2 |
0.382 |
592-1 |
LOW |
585-4 |
0.618 |
574-5 |
1.000 |
568-0 |
1.618 |
557-1 |
2.618 |
539-5 |
4.250 |
511-1 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
594-2 |
608-7 |
PP |
592-0 |
601-6 |
S1 |
589-6 |
594-5 |
|