CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
506-0 |
510-4 |
4-4 |
0.9% |
519-0 |
High |
512-4 |
516-0 |
3-4 |
0.7% |
528-4 |
Low |
503-2 |
510-0 |
6-6 |
1.3% |
502-0 |
Close |
505-4 |
514-4 |
9-0 |
1.8% |
505-2 |
Range |
9-2 |
6-0 |
-3-2 |
-35.1% |
26-4 |
ATR |
8-6 |
8-7 |
0-1 |
1.5% |
0-0 |
Volume |
79,242 |
57,416 |
-21,826 |
-27.5% |
369,895 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-4 |
529-0 |
517-6 |
|
R3 |
525-4 |
523-0 |
516-1 |
|
R2 |
519-4 |
519-4 |
515-5 |
|
R1 |
517-0 |
517-0 |
515-0 |
518-2 |
PP |
513-4 |
513-4 |
513-4 |
514-1 |
S1 |
511-0 |
511-0 |
514-0 |
512-2 |
S2 |
507-4 |
507-4 |
513-3 |
|
S3 |
501-4 |
505-0 |
512-7 |
|
S4 |
495-4 |
499-0 |
511-2 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
591-3 |
574-7 |
519-7 |
|
R3 |
564-7 |
548-3 |
512-4 |
|
R2 |
538-3 |
538-3 |
510-1 |
|
R1 |
521-7 |
521-7 |
507-5 |
516-7 |
PP |
511-7 |
511-7 |
511-7 |
509-4 |
S1 |
495-3 |
495-3 |
502-7 |
490-3 |
S2 |
485-3 |
485-3 |
500-3 |
|
S3 |
458-7 |
468-7 |
498-0 |
|
S4 |
432-3 |
442-3 |
490-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
523-0 |
502-0 |
21-0 |
4.1% |
7-3 |
1.4% |
60% |
False |
False |
76,899 |
10 |
537-4 |
502-0 |
35-4 |
6.9% |
7-3 |
1.4% |
35% |
False |
False |
67,462 |
20 |
549-0 |
502-0 |
47-0 |
9.1% |
7-4 |
1.5% |
27% |
False |
False |
64,033 |
40 |
564-4 |
502-0 |
62-4 |
12.1% |
7-2 |
1.4% |
20% |
False |
False |
54,300 |
60 |
575-0 |
502-0 |
73-0 |
14.2% |
6-7 |
1.3% |
17% |
False |
False |
48,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
541-4 |
2.618 |
531-6 |
1.618 |
525-6 |
1.000 |
522-0 |
0.618 |
519-6 |
HIGH |
516-0 |
0.618 |
513-6 |
0.500 |
513-0 |
0.382 |
512-2 |
LOW |
510-0 |
0.618 |
506-2 |
1.000 |
504-0 |
1.618 |
500-2 |
2.618 |
494-2 |
4.250 |
484-4 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
514-0 |
512-5 |
PP |
513-4 |
510-7 |
S1 |
513-0 |
509-0 |
|