CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
588-2 |
599-6 |
11-4 |
2.0% |
618-0 |
| High |
597-6 |
620-4 |
22-6 |
3.8% |
632-2 |
| Low |
583-2 |
599-0 |
15-6 |
2.7% |
573-0 |
| Close |
597-2 |
620-0 |
22-6 |
3.8% |
581-0 |
| Range |
14-4 |
21-4 |
7-0 |
48.3% |
59-2 |
| ATR |
14-0 |
14-6 |
0-5 |
4.7% |
0-0 |
| Volume |
109,524 |
153,826 |
44,302 |
40.4% |
800,347 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-5 |
670-3 |
631-7 |
|
| R3 |
656-1 |
648-7 |
625-7 |
|
| R2 |
634-5 |
634-5 |
624-0 |
|
| R1 |
627-3 |
627-3 |
622-0 |
631-0 |
| PP |
613-1 |
613-1 |
613-1 |
615-0 |
| S1 |
605-7 |
605-7 |
618-0 |
609-4 |
| S2 |
591-5 |
591-5 |
616-0 |
|
| S3 |
570-1 |
584-3 |
614-1 |
|
| S4 |
548-5 |
562-7 |
608-1 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-1 |
736-3 |
613-5 |
|
| R3 |
713-7 |
677-1 |
597-2 |
|
| R2 |
654-5 |
654-5 |
591-7 |
|
| R1 |
617-7 |
617-7 |
586-3 |
606-5 |
| PP |
595-3 |
595-3 |
595-3 |
589-6 |
| S1 |
558-5 |
558-5 |
575-5 |
547-3 |
| S2 |
536-1 |
536-1 |
570-1 |
|
| S3 |
476-7 |
499-3 |
564-6 |
|
| S4 |
417-5 |
440-1 |
548-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
620-4 |
573-0 |
47-4 |
7.7% |
15-7 |
2.6% |
99% |
True |
False |
151,441 |
| 10 |
632-2 |
573-0 |
59-2 |
9.6% |
14-1 |
2.3% |
79% |
False |
False |
145,123 |
| 20 |
635-0 |
573-0 |
62-0 |
10.0% |
13-6 |
2.2% |
76% |
False |
False |
155,928 |
| 40 |
658-4 |
573-0 |
85-4 |
13.8% |
12-2 |
2.0% |
55% |
False |
False |
126,441 |
| 60 |
671-0 |
573-0 |
98-0 |
15.8% |
11-0 |
1.8% |
48% |
False |
False |
104,557 |
| 80 |
671-0 |
573-0 |
98-0 |
15.8% |
10-1 |
1.6% |
48% |
False |
False |
91,822 |
| 100 |
677-0 |
573-0 |
104-0 |
16.8% |
9-4 |
1.5% |
45% |
False |
False |
81,254 |
| 120 |
677-0 |
573-0 |
104-0 |
16.8% |
9-2 |
1.5% |
45% |
False |
False |
71,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-7 |
|
2.618 |
676-6 |
|
1.618 |
655-2 |
|
1.000 |
642-0 |
|
0.618 |
633-6 |
|
HIGH |
620-4 |
|
0.618 |
612-2 |
|
0.500 |
609-6 |
|
0.382 |
607-2 |
|
LOW |
599-0 |
|
0.618 |
585-6 |
|
1.000 |
577-4 |
|
1.618 |
564-2 |
|
2.618 |
542-6 |
|
4.250 |
507-5 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
616-5 |
613-3 |
| PP |
613-1 |
606-5 |
| S1 |
609-6 |
600-0 |
|