CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
513-4 |
524-4 |
11-0 |
2.1% |
519-0 |
High |
527-0 |
530-4 |
3-4 |
0.7% |
528-4 |
Low |
512-6 |
524-4 |
11-6 |
2.3% |
502-0 |
Close |
526-2 |
528-2 |
2-0 |
0.4% |
505-2 |
Range |
14-2 |
6-0 |
-8-2 |
-57.9% |
26-4 |
ATR |
9-2 |
9-0 |
-0-2 |
-2.5% |
0-0 |
Volume |
58,474 |
78,363 |
19,889 |
34.0% |
369,895 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
545-6 |
543-0 |
531-4 |
|
R3 |
539-6 |
537-0 |
529-7 |
|
R2 |
533-6 |
533-6 |
529-3 |
|
R1 |
531-0 |
531-0 |
528-6 |
532-3 |
PP |
527-6 |
527-6 |
527-6 |
528-4 |
S1 |
525-0 |
525-0 |
527-6 |
526-3 |
S2 |
521-6 |
521-6 |
527-1 |
|
S3 |
515-6 |
519-0 |
526-5 |
|
S4 |
509-6 |
513-0 |
525-0 |
|
|
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 |
530-4 |
502-0 |
28-4 |
5.4% |
8-6 |
1.7% |
92% |
True |
False |
75,116 |
10 |
530-4 |
502-0 |
28-4 |
5.4% |
8-1 |
1.5% |
92% |
True |
False |
69,121 |
20 |
549-0 |
502-0 |
47-0 |
8.9% |
8-1 |
1.5% |
56% |
False |
False |
65,089 |
40 |
561-4 |
502-0 |
59-4 |
11.3% |
7-4 |
1.4% |
44% |
False |
False |
55,933 |
60 |
575-0 |
502-0 |
73-0 |
13.8% |
7-1 |
1.3% |
36% |
False |
False |
49,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
556-0 |
2.618 |
546-2 |
1.618 |
540-2 |
1.000 |
536-4 |
0.618 |
534-2 |
HIGH |
530-4 |
0.618 |
528-2 |
0.500 |
527-4 |
0.382 |
526-6 |
LOW |
524-4 |
0.618 |
520-6 |
1.000 |
518-4 |
1.618 |
514-6 |
2.618 |
508-6 |
4.250 |
499-0 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
528-0 |
525-5 |
PP |
527-6 |
522-7 |
S1 |
527-4 |
520-2 |
|