CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
584-6 |
581-2 |
-3-4 |
-0.6% |
637-0 |
| High |
588-0 |
582-0 |
-6-0 |
-1.0% |
639-2 |
| Low |
573-4 |
557-4 |
-16-0 |
-2.8% |
573-4 |
| Close |
578-4 |
562-4 |
-16-0 |
-2.8% |
578-4 |
| Range |
14-4 |
24-4 |
10-0 |
69.0% |
65-6 |
| ATR |
16-5 |
17-2 |
0-4 |
3.4% |
0-0 |
| Volume |
142,975 |
174,632 |
31,657 |
22.1% |
802,271 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640-7 |
626-1 |
576-0 |
|
| R3 |
616-3 |
601-5 |
569-2 |
|
| R2 |
591-7 |
591-7 |
567-0 |
|
| R1 |
577-1 |
577-1 |
564-6 |
572-2 |
| PP |
567-3 |
567-3 |
567-3 |
564-7 |
| S1 |
552-5 |
552-5 |
560-2 |
547-6 |
| S2 |
542-7 |
542-7 |
558-0 |
|
| S3 |
518-3 |
528-1 |
555-6 |
|
| S4 |
493-7 |
503-5 |
549-0 |
|
|
| 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 |
629-0 |
557-4 |
71-4 |
12.7% |
24-0 |
4.3% |
7% |
False |
True |
170,392 |
| 10 |
639-2 |
557-4 |
81-6 |
14.5% |
18-3 |
3.3% |
6% |
False |
True |
153,870 |
| 20 |
639-2 |
557-4 |
81-6 |
14.5% |
15-7 |
2.8% |
6% |
False |
True |
150,450 |
| 40 |
658-4 |
557-4 |
101-0 |
18.0% |
13-3 |
2.4% |
5% |
False |
True |
143,844 |
| 60 |
671-0 |
557-4 |
113-4 |
20.2% |
12-4 |
2.2% |
4% |
False |
True |
118,155 |
| 80 |
671-0 |
557-4 |
113-4 |
20.2% |
11-2 |
2.0% |
4% |
False |
True |
102,702 |
| 100 |
672-0 |
557-4 |
114-4 |
20.4% |
10-4 |
1.9% |
4% |
False |
True |
91,910 |
| 120 |
677-0 |
557-4 |
119-4 |
21.2% |
10-0 |
1.8% |
4% |
False |
True |
80,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-1 |
|
2.618 |
646-1 |
|
1.618 |
621-5 |
|
1.000 |
606-4 |
|
0.618 |
597-1 |
|
HIGH |
582-0 |
|
0.618 |
572-5 |
|
0.500 |
569-6 |
|
0.382 |
566-7 |
|
LOW |
557-4 |
|
0.618 |
542-3 |
|
1.000 |
533-0 |
|
1.618 |
517-7 |
|
2.618 |
493-3 |
|
4.250 |
453-3 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
569-6 |
582-7 |
| PP |
567-3 |
576-1 |
| S1 |
564-7 |
569-2 |
|