CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
593-4 |
608-0 |
14-4 |
2.4% |
580-2 |
High |
610-0 |
608-2 |
-1-6 |
-0.3% |
638-2 |
Low |
592-6 |
577-4 |
-15-2 |
-2.6% |
579-4 |
Close |
603-4 |
578-4 |
-25-0 |
-4.1% |
635-4 |
Range |
17-2 |
30-6 |
13-4 |
78.3% |
58-6 |
ATR |
15-6 |
16-7 |
1-1 |
6.8% |
0-0 |
Volume |
163,407 |
181,775 |
18,368 |
11.2% |
668,948 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
660-1 |
595-3 |
|
R3 |
649-5 |
629-3 |
587-0 |
|
R2 |
618-7 |
618-7 |
584-1 |
|
R1 |
598-5 |
598-5 |
581-3 |
593-3 |
PP |
588-1 |
588-1 |
588-1 |
585-4 |
S1 |
567-7 |
567-7 |
575-5 |
562-5 |
S2 |
557-3 |
557-3 |
572-7 |
|
S3 |
526-5 |
537-1 |
570-0 |
|
S4 |
495-7 |
506-3 |
561-5 |
|
|
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 |
577-4 |
61-6 |
10.7% |
19-6 |
3.4% |
2% |
False |
True |
165,253 |
10 |
639-2 |
573-0 |
66-2 |
11.5% |
17-1 |
3.0% |
8% |
False |
False |
151,040 |
20 |
639-2 |
573-0 |
66-2 |
11.5% |
15-2 |
2.6% |
8% |
False |
False |
152,982 |
40 |
658-4 |
573-0 |
85-4 |
14.8% |
13-3 |
2.3% |
6% |
False |
False |
141,650 |
60 |
671-0 |
573-0 |
98-0 |
16.9% |
12-1 |
2.1% |
6% |
False |
False |
114,856 |
80 |
671-0 |
573-0 |
98-0 |
16.9% |
10-7 |
1.9% |
6% |
False |
False |
100,112 |
100 |
677-0 |
573-0 |
104-0 |
18.0% |
10-1 |
1.8% |
5% |
False |
False |
89,433 |
120 |
677-0 |
573-0 |
104-0 |
18.0% |
9-6 |
1.7% |
5% |
False |
False |
78,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
739-0 |
2.618 |
688-6 |
1.618 |
658-0 |
1.000 |
639-0 |
0.618 |
627-2 |
HIGH |
608-2 |
0.618 |
596-4 |
0.500 |
592-7 |
0.382 |
589-2 |
LOW |
577-4 |
0.618 |
558-4 |
1.000 |
546-6 |
1.618 |
527-6 |
2.618 |
497-0 |
4.250 |
446-6 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
592-7 |
603-2 |
PP |
588-1 |
595-0 |
S1 |
583-2 |
586-6 |
|