CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
519-0 |
526-0 |
7-0 |
1.3% |
537-4 |
High |
526-2 |
528-4 |
2-2 |
0.4% |
544-4 |
Low |
516-6 |
522-6 |
6-0 |
1.2% |
520-0 |
Close |
524-6 |
528-0 |
3-2 |
0.6% |
524-2 |
Range |
9-4 |
5-6 |
-3-6 |
-39.5% |
24-4 |
ATR |
8-4 |
8-2 |
-0-2 |
-2.3% |
0-0 |
Volume |
69,367 |
52,690 |
-16,677 |
-24.0% |
288,402 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
543-5 |
541-5 |
531-1 |
|
R3 |
537-7 |
535-7 |
529-5 |
|
R2 |
532-1 |
532-1 |
529-0 |
|
R1 |
530-1 |
530-1 |
528-4 |
531-1 |
PP |
526-3 |
526-3 |
526-3 |
527-0 |
S1 |
524-3 |
524-3 |
527-4 |
525-3 |
S2 |
520-5 |
520-5 |
527-0 |
|
S3 |
514-7 |
518-5 |
526-3 |
|
S4 |
509-1 |
512-7 |
524-7 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-1 |
588-1 |
537-6 |
|
R3 |
578-5 |
563-5 |
531-0 |
|
R2 |
554-1 |
554-1 |
528-6 |
|
R1 |
539-1 |
539-1 |
526-4 |
534-3 |
PP |
529-5 |
529-5 |
529-5 |
527-2 |
S1 |
514-5 |
514-5 |
522-0 |
509-7 |
S2 |
505-1 |
505-1 |
519-6 |
|
S3 |
480-5 |
490-1 |
517-4 |
|
S4 |
456-1 |
465-5 |
510-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
537-4 |
516-6 |
20-6 |
3.9% |
7-3 |
1.4% |
54% |
False |
False |
58,025 |
10 |
545-0 |
516-6 |
28-2 |
5.4% |
7-6 |
1.5% |
40% |
False |
False |
57,925 |
20 |
549-0 |
516-6 |
32-2 |
6.1% |
7-0 |
1.3% |
35% |
False |
False |
56,143 |
40 |
575-0 |
516-6 |
58-2 |
11.0% |
7-0 |
1.3% |
19% |
False |
False |
49,378 |
60 |
575-0 |
516-6 |
58-2 |
11.0% |
6-7 |
1.3% |
19% |
False |
False |
43,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
553-0 |
2.618 |
543-4 |
1.618 |
537-6 |
1.000 |
534-2 |
0.618 |
532-0 |
HIGH |
528-4 |
0.618 |
526-2 |
0.500 |
525-5 |
0.382 |
525-0 |
LOW |
522-6 |
0.618 |
519-2 |
1.000 |
517-0 |
1.618 |
513-4 |
2.618 |
507-6 |
4.250 |
498-2 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
527-2 |
526-2 |
PP |
526-3 |
524-5 |
S1 |
525-5 |
522-7 |
|