CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
626-0 |
593-4 |
-32-4 |
-5.2% |
580-2 |
| High |
629-0 |
610-0 |
-19-0 |
-3.0% |
638-2 |
| Low |
596-2 |
592-6 |
-3-4 |
-0.6% |
579-4 |
| Close |
597-0 |
603-4 |
6-4 |
1.1% |
635-4 |
| Range |
32-6 |
17-2 |
-15-4 |
-47.3% |
58-6 |
| ATR |
15-5 |
15-6 |
0-1 |
0.7% |
0-0 |
| Volume |
189,173 |
163,407 |
-25,766 |
-13.6% |
668,948 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653-7 |
645-7 |
613-0 |
|
| R3 |
636-5 |
628-5 |
608-2 |
|
| R2 |
619-3 |
619-3 |
606-5 |
|
| R1 |
611-3 |
611-3 |
605-1 |
615-3 |
| PP |
602-1 |
602-1 |
602-1 |
604-0 |
| S1 |
594-1 |
594-1 |
601-7 |
598-1 |
| S2 |
584-7 |
584-7 |
600-3 |
|
| S3 |
567-5 |
576-7 |
598-6 |
|
| S4 |
550-3 |
559-5 |
594-0 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-0 |
773-4 |
667-6 |
|
| R3 |
735-2 |
714-6 |
651-5 |
|
| R2 |
676-4 |
676-4 |
646-2 |
|
| R1 |
656-0 |
656-0 |
640-7 |
666-2 |
| PP |
617-6 |
617-6 |
617-6 |
622-7 |
| S1 |
597-2 |
597-2 |
630-1 |
607-4 |
| S2 |
559-0 |
559-0 |
624-6 |
|
| S3 |
500-2 |
538-4 |
619-3 |
|
| S4 |
441-4 |
479-6 |
603-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
639-2 |
592-6 |
46-4 |
7.7% |
15-6 |
2.6% |
23% |
False |
True |
155,194 |
| 10 |
639-2 |
573-0 |
66-2 |
11.0% |
15-6 |
2.6% |
46% |
False |
False |
153,318 |
| 20 |
639-2 |
573-0 |
66-2 |
11.0% |
14-2 |
2.4% |
46% |
False |
False |
153,069 |
| 40 |
658-4 |
573-0 |
85-4 |
14.2% |
13-0 |
2.1% |
36% |
False |
False |
139,223 |
| 60 |
671-0 |
573-0 |
98-0 |
16.2% |
11-5 |
1.9% |
31% |
False |
False |
112,745 |
| 80 |
671-0 |
573-0 |
98-0 |
16.2% |
10-5 |
1.8% |
31% |
False |
False |
98,309 |
| 100 |
677-0 |
573-0 |
104-0 |
17.2% |
9-7 |
1.6% |
29% |
False |
False |
87,877 |
| 120 |
677-0 |
573-0 |
104-0 |
17.2% |
9-5 |
1.6% |
29% |
False |
False |
77,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-2 |
|
2.618 |
655-1 |
|
1.618 |
637-7 |
|
1.000 |
627-2 |
|
0.618 |
620-5 |
|
HIGH |
610-0 |
|
0.618 |
603-3 |
|
0.500 |
601-3 |
|
0.382 |
599-3 |
|
LOW |
592-6 |
|
0.618 |
582-1 |
|
1.000 |
575-4 |
|
1.618 |
564-7 |
|
2.618 |
547-5 |
|
4.250 |
519-4 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
602-6 |
616-0 |
| PP |
602-1 |
611-7 |
| S1 |
601-3 |
607-5 |
|