CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
625-4 |
615-0 |
-10-4 |
-1.7% |
623-4 |
| High |
626-4 |
622-4 |
-4-0 |
-0.6% |
629-0 |
| Low |
610-0 |
613-0 |
3-0 |
0.5% |
600-0 |
| Close |
612-4 |
622-4 |
10-0 |
1.6% |
612-4 |
| Range |
16-4 |
9-4 |
-7-0 |
-42.4% |
29-0 |
| ATR |
13-4 |
13-2 |
-0-2 |
-1.8% |
0-0 |
| Volume |
102,804 |
66,353 |
-36,451 |
-35.5% |
628,935 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-7 |
644-5 |
627-6 |
|
| R3 |
638-3 |
635-1 |
625-1 |
|
| R2 |
628-7 |
628-7 |
624-2 |
|
| R1 |
625-5 |
625-5 |
623-3 |
627-2 |
| PP |
619-3 |
619-3 |
619-3 |
620-1 |
| S1 |
616-1 |
616-1 |
621-5 |
617-6 |
| S2 |
609-7 |
609-7 |
620-6 |
|
| S3 |
600-3 |
606-5 |
619-7 |
|
| S4 |
590-7 |
597-1 |
617-2 |
|
|
| 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 |
627-4 |
600-0 |
27-4 |
4.4% |
11-7 |
1.9% |
82% |
False |
False |
113,972 |
| 10 |
651-0 |
600-0 |
51-0 |
8.2% |
10-7 |
1.8% |
44% |
False |
False |
148,859 |
| 20 |
666-0 |
600-0 |
66-0 |
10.6% |
12-2 |
2.0% |
34% |
False |
False |
152,825 |
| 40 |
673-6 |
600-0 |
73-6 |
11.8% |
11-3 |
1.8% |
31% |
False |
False |
153,475 |
| 60 |
673-6 |
600-0 |
73-6 |
11.8% |
10-4 |
1.7% |
31% |
False |
False |
130,053 |
| 80 |
673-6 |
599-2 |
74-4 |
12.0% |
9-7 |
1.6% |
31% |
False |
False |
108,782 |
| 100 |
673-6 |
587-0 |
86-6 |
13.9% |
9-6 |
1.6% |
41% |
False |
False |
92,558 |
| 120 |
681-0 |
587-0 |
94-0 |
15.1% |
9-5 |
1.5% |
38% |
False |
False |
81,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
662-7 |
|
2.618 |
647-3 |
|
1.618 |
637-7 |
|
1.000 |
632-0 |
|
0.618 |
628-3 |
|
HIGH |
622-4 |
|
0.618 |
618-7 |
|
0.500 |
617-6 |
|
0.382 |
616-5 |
|
LOW |
613-0 |
|
0.618 |
607-1 |
|
1.000 |
603-4 |
|
1.618 |
597-5 |
|
2.618 |
588-1 |
|
4.250 |
572-5 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
620-7 |
621-1 |
| PP |
619-3 |
619-5 |
| S1 |
617-6 |
618-2 |
|