CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
623-4 |
624-4 |
1-0 |
0.2% |
658-0 |
| High |
629-0 |
627-4 |
-1-4 |
-0.2% |
658-0 |
| Low |
621-4 |
616-0 |
-5-4 |
-0.9% |
625-0 |
| Close |
623-2 |
616-6 |
-6-4 |
-1.0% |
629-2 |
| Range |
7-4 |
11-4 |
4-0 |
53.3% |
33-0 |
| ATR |
12-4 |
12-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
125,428 |
121,149 |
-4,279 |
-3.4% |
941,202 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654-5 |
647-1 |
623-1 |
|
| R3 |
643-1 |
635-5 |
619-7 |
|
| R2 |
631-5 |
631-5 |
618-7 |
|
| R1 |
624-1 |
624-1 |
617-6 |
622-1 |
| PP |
620-1 |
620-1 |
620-1 |
619-0 |
| S1 |
612-5 |
612-5 |
615-6 |
610-5 |
| S2 |
608-5 |
608-5 |
614-5 |
|
| S3 |
597-1 |
601-1 |
613-5 |
|
| S4 |
585-5 |
589-5 |
610-3 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-3 |
715-7 |
647-3 |
|
| R3 |
703-3 |
682-7 |
638-3 |
|
| R2 |
670-3 |
670-3 |
635-2 |
|
| R1 |
649-7 |
649-7 |
632-2 |
643-5 |
| PP |
637-3 |
637-3 |
637-3 |
634-2 |
| S1 |
616-7 |
616-7 |
626-2 |
610-5 |
| S2 |
604-3 |
604-3 |
623-2 |
|
| S3 |
571-3 |
583-7 |
620-1 |
|
| S4 |
538-3 |
550-7 |
611-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
644-0 |
616-0 |
28-0 |
4.5% |
9-0 |
1.5% |
3% |
False |
True |
160,826 |
| 10 |
666-0 |
616-0 |
50-0 |
8.1% |
10-3 |
1.7% |
2% |
False |
True |
165,769 |
| 20 |
666-0 |
603-2 |
62-6 |
10.2% |
11-5 |
1.9% |
22% |
False |
False |
158,026 |
| 40 |
673-6 |
603-2 |
70-4 |
11.4% |
11-1 |
1.8% |
19% |
False |
False |
153,561 |
| 60 |
673-6 |
603-2 |
70-4 |
11.4% |
10-3 |
1.7% |
19% |
False |
False |
125,772 |
| 80 |
673-6 |
599-2 |
74-4 |
12.1% |
9-6 |
1.6% |
23% |
False |
False |
104,116 |
| 100 |
673-6 |
587-0 |
86-6 |
14.1% |
9-4 |
1.5% |
34% |
False |
False |
88,987 |
| 120 |
681-0 |
587-0 |
94-0 |
15.2% |
9-4 |
1.5% |
32% |
False |
False |
77,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-3 |
|
2.618 |
657-5 |
|
1.618 |
646-1 |
|
1.000 |
639-0 |
|
0.618 |
634-5 |
|
HIGH |
627-4 |
|
0.618 |
623-1 |
|
0.500 |
621-6 |
|
0.382 |
620-3 |
|
LOW |
616-0 |
|
0.618 |
608-7 |
|
1.000 |
604-4 |
|
1.618 |
597-3 |
|
2.618 |
585-7 |
|
4.250 |
567-1 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
621-6 |
626-0 |
| PP |
620-1 |
622-7 |
| S1 |
618-3 |
619-7 |
|