CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
520-4 |
514-4 |
-6-0 |
-1.2% |
543-2 |
High |
522-4 |
517-4 |
-5-0 |
-1.0% |
548-2 |
Low |
519-2 |
510-4 |
-8-6 |
-1.7% |
512-0 |
Close |
521-4 |
517-4 |
-4-0 |
-0.8% |
521-4 |
Range |
3-2 |
7-0 |
3-6 |
115.4% |
36-2 |
ATR |
10-3 |
10-3 |
0-0 |
0.5% |
0-0 |
Volume |
83,319 |
64,493 |
-18,826 |
-22.6% |
415,056 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
536-1 |
533-7 |
521-3 |
|
R3 |
529-1 |
526-7 |
519-3 |
|
R2 |
522-1 |
522-1 |
518-6 |
|
R1 |
519-7 |
519-7 |
518-1 |
521-0 |
PP |
515-1 |
515-1 |
515-1 |
515-6 |
S1 |
512-7 |
512-7 |
516-7 |
514-0 |
S2 |
508-1 |
508-1 |
516-2 |
|
S3 |
501-1 |
505-7 |
515-5 |
|
S4 |
494-1 |
498-7 |
513-5 |
|
|
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 |
536-4 |
510-4 |
26-0 |
5.0% |
10-2 |
2.0% |
27% |
False |
True |
76,897 |
10 |
548-2 |
510-0 |
38-2 |
7.4% |
9-5 |
1.9% |
20% |
False |
False |
73,159 |
20 |
548-2 |
502-0 |
46-2 |
8.9% |
8-4 |
1.6% |
34% |
False |
False |
69,930 |
40 |
551-2 |
502-0 |
49-2 |
9.5% |
7-5 |
1.5% |
31% |
False |
False |
62,042 |
60 |
575-0 |
502-0 |
73-0 |
14.1% |
7-5 |
1.5% |
21% |
False |
False |
54,482 |
80 |
581-4 |
502-0 |
79-4 |
15.4% |
7-2 |
1.4% |
19% |
False |
False |
48,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
547-2 |
2.618 |
535-7 |
1.618 |
528-7 |
1.000 |
524-4 |
0.618 |
521-7 |
HIGH |
517-4 |
0.618 |
514-7 |
0.500 |
514-0 |
0.382 |
513-1 |
LOW |
510-4 |
0.618 |
506-1 |
1.000 |
503-4 |
1.618 |
499-1 |
2.618 |
492-1 |
4.250 |
480-6 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
516-3 |
518-4 |
PP |
515-1 |
518-1 |
S1 |
514-0 |
517-7 |
|