CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
535-4 |
517-0 |
-18-4 |
-3.5% |
506-0 |
High |
536-4 |
526-0 |
-10-4 |
-2.0% |
542-0 |
Low |
520-0 |
516-0 |
-4-0 |
-0.8% |
503-2 |
Close |
522-0 |
523-0 |
1-0 |
0.2% |
537-0 |
Range |
16-4 |
10-0 |
-6-4 |
-39.4% |
38-6 |
ATR |
10-2 |
10-2 |
0-0 |
-0.2% |
0-0 |
Volume |
72,088 |
98,306 |
26,218 |
36.4% |
331,292 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
551-5 |
547-3 |
528-4 |
|
R3 |
541-5 |
537-3 |
525-6 |
|
R2 |
531-5 |
531-5 |
524-7 |
|
R1 |
527-3 |
527-3 |
523-7 |
529-4 |
PP |
521-5 |
521-5 |
521-5 |
522-6 |
S1 |
517-3 |
517-3 |
522-1 |
519-4 |
S2 |
511-5 |
511-5 |
521-1 |
|
S3 |
501-5 |
507-3 |
520-2 |
|
S4 |
491-5 |
497-3 |
517-4 |
|
|
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 |
516-0 |
32-2 |
6.2% |
10-3 |
2.0% |
22% |
False |
True |
80,323 |
10 |
548-2 |
502-0 |
46-2 |
8.8% |
9-5 |
1.8% |
45% |
False |
False |
76,390 |
20 |
548-2 |
502-0 |
46-2 |
8.8% |
8-4 |
1.6% |
45% |
False |
False |
67,921 |
40 |
551-2 |
502-0 |
49-2 |
9.4% |
8-0 |
1.5% |
43% |
False |
False |
60,794 |
60 |
575-0 |
502-0 |
73-0 |
14.0% |
7-4 |
1.4% |
29% |
False |
False |
52,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
568-4 |
2.618 |
552-1 |
1.618 |
542-1 |
1.000 |
536-0 |
0.618 |
532-1 |
HIGH |
526-0 |
0.618 |
522-1 |
0.500 |
521-0 |
0.382 |
519-7 |
LOW |
516-0 |
0.618 |
509-7 |
1.000 |
506-0 |
1.618 |
499-7 |
2.618 |
489-7 |
4.250 |
473-4 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
522-3 |
532-1 |
PP |
521-5 |
529-1 |
S1 |
521-0 |
526-0 |
|