CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
532-4 |
543-2 |
10-6 |
2.0% |
506-0 |
High |
542-0 |
548-2 |
6-2 |
1.2% |
542-0 |
Low |
532-4 |
538-4 |
6-0 |
1.1% |
503-2 |
Close |
537-0 |
540-4 |
3-4 |
0.7% |
537-0 |
Range |
9-4 |
9-6 |
0-2 |
2.6% |
38-6 |
ATR |
9-3 |
9-4 |
0-1 |
1.5% |
0-0 |
Volume |
57,797 |
95,064 |
37,267 |
64.5% |
331,292 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
571-5 |
565-7 |
545-7 |
|
R3 |
561-7 |
556-1 |
543-1 |
|
R2 |
552-1 |
552-1 |
542-2 |
|
R1 |
546-3 |
546-3 |
541-3 |
544-3 |
PP |
542-3 |
542-3 |
542-3 |
541-4 |
S1 |
536-5 |
536-5 |
539-5 |
534-5 |
S2 |
532-5 |
532-5 |
538-6 |
|
S3 |
522-7 |
526-7 |
537-7 |
|
S4 |
513-1 |
517-1 |
535-1 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-5 |
629-1 |
558-2 |
|
R3 |
604-7 |
590-3 |
547-5 |
|
R2 |
566-1 |
566-1 |
544-1 |
|
R1 |
551-5 |
551-5 |
540-4 |
558-7 |
PP |
527-3 |
527-3 |
527-3 |
531-0 |
S1 |
512-7 |
512-7 |
533-4 |
520-1 |
S2 |
488-5 |
488-5 |
529-7 |
|
S3 |
449-7 |
474-1 |
526-3 |
|
S4 |
411-1 |
435-3 |
515-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
548-2 |
510-0 |
38-2 |
7.1% |
9-1 |
1.7% |
80% |
True |
False |
69,422 |
10 |
548-2 |
502-0 |
46-2 |
8.6% |
8-2 |
1.5% |
83% |
True |
False |
72,688 |
20 |
549-0 |
502-0 |
47-0 |
8.7% |
8-1 |
1.5% |
82% |
False |
False |
65,114 |
40 |
561-4 |
502-0 |
59-4 |
11.0% |
7-5 |
1.4% |
65% |
False |
False |
58,158 |
60 |
575-0 |
502-0 |
73-0 |
13.5% |
7-1 |
1.3% |
53% |
False |
False |
50,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
589-6 |
2.618 |
573-6 |
1.618 |
564-0 |
1.000 |
558-0 |
0.618 |
554-2 |
HIGH |
548-2 |
0.618 |
544-4 |
0.500 |
543-3 |
0.382 |
542-2 |
LOW |
538-4 |
0.618 |
532-4 |
1.000 |
528-6 |
1.618 |
522-6 |
2.618 |
513-0 |
4.250 |
497-0 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
543-3 |
539-1 |
PP |
542-3 |
537-6 |
S1 |
541-4 |
536-3 |
|