CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
616-0 |
625-4 |
9-4 |
1.5% |
623-4 |
| High |
622-0 |
626-4 |
4-4 |
0.7% |
629-0 |
| Low |
615-4 |
610-0 |
-5-4 |
-0.9% |
600-0 |
| Close |
621-0 |
612-4 |
-8-4 |
-1.4% |
612-4 |
| Range |
6-4 |
16-4 |
10-0 |
153.8% |
29-0 |
| ATR |
13-2 |
13-4 |
0-2 |
1.8% |
0-0 |
| Volume |
103,262 |
102,804 |
-458 |
-0.4% |
628,935 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-7 |
655-5 |
621-5 |
|
| R3 |
649-3 |
639-1 |
617-0 |
|
| R2 |
632-7 |
632-7 |
615-4 |
|
| R1 |
622-5 |
622-5 |
614-0 |
619-4 |
| PP |
616-3 |
616-3 |
616-3 |
614-6 |
| S1 |
606-1 |
606-1 |
611-0 |
603-0 |
| S2 |
599-7 |
599-7 |
609-4 |
|
| S3 |
583-3 |
589-5 |
608-0 |
|
| S4 |
566-7 |
573-1 |
603-3 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700-7 |
685-5 |
628-4 |
|
| R3 |
671-7 |
656-5 |
620-4 |
|
| R2 |
642-7 |
642-7 |
617-7 |
|
| R1 |
627-5 |
627-5 |
615-1 |
620-6 |
| PP |
613-7 |
613-7 |
613-7 |
610-3 |
| S1 |
598-5 |
598-5 |
609-7 |
591-6 |
| S2 |
584-7 |
584-7 |
607-1 |
|
| S3 |
555-7 |
569-5 |
604-4 |
|
| S4 |
526-7 |
540-5 |
596-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
629-0 |
600-0 |
29-0 |
4.7% |
11-4 |
1.9% |
43% |
False |
False |
125,787 |
| 10 |
658-0 |
600-0 |
58-0 |
9.5% |
10-7 |
1.8% |
22% |
False |
False |
157,013 |
| 20 |
666-0 |
600-0 |
66-0 |
10.8% |
12-2 |
2.0% |
19% |
False |
False |
154,674 |
| 40 |
673-6 |
600-0 |
73-6 |
12.0% |
11-3 |
1.9% |
17% |
False |
False |
155,321 |
| 60 |
673-6 |
600-0 |
73-6 |
12.0% |
10-4 |
1.7% |
17% |
False |
False |
129,954 |
| 80 |
673-6 |
599-2 |
74-4 |
12.2% |
9-7 |
1.6% |
18% |
False |
False |
108,134 |
| 100 |
673-6 |
587-0 |
86-6 |
14.2% |
9-6 |
1.6% |
29% |
False |
False |
92,066 |
| 120 |
681-0 |
587-0 |
94-0 |
15.3% |
9-5 |
1.6% |
27% |
False |
False |
80,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-5 |
|
2.618 |
669-6 |
|
1.618 |
653-2 |
|
1.000 |
643-0 |
|
0.618 |
636-6 |
|
HIGH |
626-4 |
|
0.618 |
620-2 |
|
0.500 |
618-2 |
|
0.382 |
616-2 |
|
LOW |
610-0 |
|
0.618 |
599-6 |
|
1.000 |
593-4 |
|
1.618 |
583-2 |
|
2.618 |
566-6 |
|
4.250 |
539-7 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
618-2 |
613-2 |
| PP |
616-3 |
613-0 |
| S1 |
614-3 |
612-6 |
|