CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
608-0 |
584-6 |
-23-2 |
-3.8% |
637-0 |
| High |
608-2 |
588-0 |
-20-2 |
-3.3% |
639-2 |
| Low |
577-4 |
573-4 |
-4-0 |
-0.7% |
573-4 |
| Close |
578-4 |
578-4 |
0-0 |
0.0% |
578-4 |
| Range |
30-6 |
14-4 |
-16-2 |
-52.8% |
65-6 |
| ATR |
16-7 |
16-5 |
-0-1 |
-1.0% |
0-0 |
| Volume |
181,775 |
142,975 |
-38,800 |
-21.3% |
802,271 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623-4 |
615-4 |
586-4 |
|
| R3 |
609-0 |
601-0 |
582-4 |
|
| R2 |
594-4 |
594-4 |
581-1 |
|
| R1 |
586-4 |
586-4 |
579-7 |
583-2 |
| PP |
580-0 |
580-0 |
580-0 |
578-3 |
| S1 |
572-0 |
572-0 |
577-1 |
568-6 |
| S2 |
565-4 |
565-4 |
575-7 |
|
| S3 |
551-0 |
557-4 |
574-4 |
|
| S4 |
536-4 |
543-0 |
570-4 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-3 |
752-1 |
614-5 |
|
| R3 |
728-5 |
686-3 |
596-5 |
|
| R2 |
662-7 |
662-7 |
590-4 |
|
| R1 |
620-5 |
620-5 |
584-4 |
608-7 |
| PP |
597-1 |
597-1 |
597-1 |
591-2 |
| S1 |
554-7 |
554-7 |
572-4 |
543-1 |
| S2 |
531-3 |
531-3 |
566-4 |
|
| S3 |
465-5 |
489-1 |
560-3 |
|
| S4 |
399-7 |
423-3 |
542-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
639-2 |
573-4 |
65-6 |
11.4% |
21-1 |
3.6% |
8% |
False |
True |
160,454 |
| 10 |
639-2 |
573-4 |
65-6 |
11.4% |
16-5 |
2.9% |
8% |
False |
True |
147,121 |
| 20 |
639-2 |
573-0 |
66-2 |
11.5% |
15-2 |
2.6% |
8% |
False |
False |
148,325 |
| 40 |
658-4 |
573-0 |
85-4 |
14.8% |
13-2 |
2.3% |
6% |
False |
False |
142,891 |
| 60 |
671-0 |
573-0 |
98-0 |
16.9% |
12-2 |
2.1% |
6% |
False |
False |
116,227 |
| 80 |
671-0 |
573-0 |
98-0 |
16.9% |
11-0 |
1.9% |
6% |
False |
False |
101,128 |
| 100 |
674-0 |
573-0 |
101-0 |
17.5% |
10-2 |
1.8% |
5% |
False |
False |
90,616 |
| 120 |
677-0 |
573-0 |
104-0 |
18.0% |
9-7 |
1.7% |
5% |
False |
False |
79,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
649-5 |
|
2.618 |
626-0 |
|
1.618 |
611-4 |
|
1.000 |
602-4 |
|
0.618 |
597-0 |
|
HIGH |
588-0 |
|
0.618 |
582-4 |
|
0.500 |
580-6 |
|
0.382 |
579-0 |
|
LOW |
573-4 |
|
0.618 |
564-4 |
|
1.000 |
559-0 |
|
1.618 |
550-0 |
|
2.618 |
535-4 |
|
4.250 |
511-7 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
580-6 |
591-6 |
| PP |
580-0 |
587-3 |
| S1 |
579-2 |
582-7 |
|