CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
526-4 |
520-4 |
-6-0 |
-1.1% |
543-2 |
High |
526-4 |
522-4 |
-4-0 |
-0.8% |
548-2 |
Low |
512-0 |
519-2 |
7-2 |
1.4% |
512-0 |
Close |
515-0 |
521-4 |
6-4 |
1.3% |
521-4 |
Range |
14-4 |
3-2 |
-11-2 |
-77.6% |
36-2 |
ATR |
10-4 |
10-3 |
-0-2 |
-2.1% |
0-0 |
Volume |
66,279 |
83,319 |
17,040 |
25.7% |
415,056 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
530-7 |
529-3 |
523-2 |
|
R3 |
527-5 |
526-1 |
522-3 |
|
R2 |
524-3 |
524-3 |
522-1 |
|
R1 |
522-7 |
522-7 |
521-6 |
523-5 |
PP |
521-1 |
521-1 |
521-1 |
521-4 |
S1 |
519-5 |
519-5 |
521-2 |
520-3 |
S2 |
517-7 |
517-7 |
520-7 |
|
S3 |
514-5 |
516-3 |
520-5 |
|
S4 |
511-3 |
513-1 |
519-6 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-0 |
615-0 |
541-4 |
|
R3 |
599-6 |
578-6 |
531-4 |
|
R2 |
563-4 |
563-4 |
528-1 |
|
R1 |
542-4 |
542-4 |
524-7 |
534-7 |
PP |
527-2 |
527-2 |
527-2 |
523-4 |
S1 |
506-2 |
506-2 |
518-1 |
498-5 |
S2 |
491-0 |
491-0 |
514-7 |
|
S3 |
454-6 |
470-0 |
511-4 |
|
S4 |
418-4 |
433-6 |
501-4 |
|
|
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% |
10-6 |
2.1% |
26% |
False |
False |
83,011 |
10 |
548-2 |
503-2 |
45-0 |
8.6% |
9-7 |
1.9% |
41% |
False |
False |
74,634 |
20 |
548-2 |
502-0 |
46-2 |
8.9% |
8-5 |
1.7% |
42% |
False |
False |
70,232 |
40 |
551-2 |
502-0 |
49-2 |
9.4% |
7-6 |
1.5% |
40% |
False |
False |
61,926 |
60 |
575-0 |
502-0 |
73-0 |
14.0% |
7-5 |
1.5% |
27% |
False |
False |
53,879 |
80 |
581-4 |
502-0 |
79-4 |
15.2% |
7-2 |
1.4% |
25% |
False |
False |
47,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
536-2 |
2.618 |
531-0 |
1.618 |
527-6 |
1.000 |
525-6 |
0.618 |
524-4 |
HIGH |
522-4 |
0.618 |
521-2 |
0.500 |
520-7 |
0.382 |
520-4 |
LOW |
519-2 |
0.618 |
517-2 |
1.000 |
516-0 |
1.618 |
514-0 |
2.618 |
510-6 |
4.250 |
505-4 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
521-2 |
520-6 |
PP |
521-1 |
520-0 |
S1 |
520-7 |
519-2 |
|