CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
543-2 |
535-4 |
-7-6 |
-1.4% |
506-0 |
High |
548-2 |
536-4 |
-11-6 |
-2.1% |
542-0 |
Low |
538-4 |
520-0 |
-18-4 |
-3.4% |
503-2 |
Close |
540-4 |
522-0 |
-18-4 |
-3.4% |
537-0 |
Range |
9-6 |
16-4 |
6-6 |
69.2% |
38-6 |
ATR |
9-4 |
10-2 |
0-6 |
8.3% |
0-0 |
Volume |
95,064 |
72,088 |
-22,976 |
-24.2% |
331,292 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
575-5 |
565-3 |
531-1 |
|
R3 |
559-1 |
548-7 |
526-4 |
|
R2 |
542-5 |
542-5 |
525-0 |
|
R1 |
532-3 |
532-3 |
523-4 |
529-2 |
PP |
526-1 |
526-1 |
526-1 |
524-5 |
S1 |
515-7 |
515-7 |
520-4 |
512-6 |
S2 |
509-5 |
509-5 |
519-0 |
|
S3 |
493-1 |
499-3 |
517-4 |
|
S4 |
476-5 |
482-7 |
512-7 |
|
|
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 |
512-6 |
35-4 |
6.8% |
11-2 |
2.1% |
26% |
False |
False |
72,357 |
10 |
548-2 |
502-0 |
46-2 |
8.9% |
9-2 |
1.8% |
43% |
False |
False |
74,628 |
20 |
548-2 |
502-0 |
46-2 |
8.9% |
8-4 |
1.6% |
43% |
False |
False |
66,277 |
40 |
554-2 |
502-0 |
52-2 |
10.0% |
7-7 |
1.5% |
38% |
False |
False |
59,354 |
60 |
575-0 |
502-0 |
73-0 |
14.0% |
7-3 |
1.4% |
27% |
False |
False |
51,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
606-5 |
2.618 |
579-6 |
1.618 |
563-2 |
1.000 |
553-0 |
0.618 |
546-6 |
HIGH |
536-4 |
0.618 |
530-2 |
0.500 |
528-2 |
0.382 |
526-2 |
LOW |
520-0 |
0.618 |
509-6 |
1.000 |
503-4 |
1.618 |
493-2 |
2.618 |
476-6 |
4.250 |
449-7 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
528-2 |
534-1 |
PP |
526-1 |
530-1 |
S1 |
524-1 |
526-0 |
|