CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
517-0 |
526-4 |
9-4 |
1.8% |
506-0 |
High |
526-0 |
526-4 |
0-4 |
0.1% |
542-0 |
Low |
516-0 |
512-0 |
-4-0 |
-0.8% |
503-2 |
Close |
523-0 |
515-0 |
-8-0 |
-1.5% |
537-0 |
Range |
10-0 |
14-4 |
4-4 |
45.0% |
38-6 |
ATR |
10-2 |
10-4 |
0-2 |
3.0% |
0-0 |
Volume |
98,306 |
66,279 |
-32,027 |
-32.6% |
331,292 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
561-3 |
552-5 |
523-0 |
|
R3 |
546-7 |
538-1 |
519-0 |
|
R2 |
532-3 |
532-3 |
517-5 |
|
R1 |
523-5 |
523-5 |
516-3 |
520-6 |
PP |
517-7 |
517-7 |
517-7 |
516-3 |
S1 |
509-1 |
509-1 |
513-5 |
506-2 |
S2 |
503-3 |
503-3 |
512-3 |
|
S3 |
488-7 |
494-5 |
511-0 |
|
S4 |
474-3 |
480-1 |
507-0 |
|
|
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 |
512-0 |
36-2 |
7.0% |
12-0 |
2.3% |
8% |
False |
True |
77,906 |
10 |
548-2 |
502-0 |
46-2 |
9.0% |
10-3 |
2.0% |
28% |
False |
False |
76,511 |
20 |
548-2 |
502-0 |
46-2 |
9.0% |
8-7 |
1.7% |
28% |
False |
False |
68,907 |
40 |
551-2 |
502-0 |
49-2 |
9.6% |
8-0 |
1.5% |
26% |
False |
False |
61,406 |
60 |
575-0 |
502-0 |
73-0 |
14.2% |
7-5 |
1.5% |
18% |
False |
False |
53,112 |
80 |
581-4 |
502-0 |
79-4 |
15.4% |
7-3 |
1.4% |
16% |
False |
False |
47,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
588-1 |
2.618 |
564-4 |
1.618 |
550-0 |
1.000 |
541-0 |
0.618 |
535-4 |
HIGH |
526-4 |
0.618 |
521-0 |
0.500 |
519-2 |
0.382 |
517-4 |
LOW |
512-0 |
0.618 |
503-0 |
1.000 |
497-4 |
1.618 |
488-4 |
2.618 |
474-0 |
4.250 |
450-3 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
519-2 |
524-2 |
PP |
517-7 |
521-1 |
S1 |
516-3 |
518-1 |
|