CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
615-0 |
629-0 |
14-0 |
2.3% |
623-4 |
| High |
622-4 |
632-0 |
9-4 |
1.5% |
629-0 |
| Low |
613-0 |
616-0 |
3-0 |
0.5% |
600-0 |
| Close |
622-4 |
618-2 |
-4-2 |
-0.7% |
612-4 |
| Range |
9-4 |
16-0 |
6-4 |
68.4% |
29-0 |
| ATR |
13-2 |
13-3 |
0-2 |
1.5% |
0-0 |
| Volume |
66,353 |
88,809 |
22,456 |
33.8% |
628,935 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-1 |
660-1 |
627-0 |
|
| R3 |
654-1 |
644-1 |
622-5 |
|
| R2 |
638-1 |
638-1 |
621-1 |
|
| R1 |
628-1 |
628-1 |
619-6 |
625-1 |
| PP |
622-1 |
622-1 |
622-1 |
620-4 |
| S1 |
612-1 |
612-1 |
616-6 |
609-1 |
| S2 |
606-1 |
606-1 |
615-3 |
|
| S3 |
590-1 |
596-1 |
613-7 |
|
| S4 |
574-1 |
580-1 |
609-4 |
|
|
| 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 |
632-0 |
600-0 |
32-0 |
5.2% |
12-6 |
2.1% |
57% |
True |
False |
107,504 |
| 10 |
644-0 |
600-0 |
44-0 |
7.1% |
10-7 |
1.8% |
41% |
False |
False |
134,165 |
| 20 |
666-0 |
600-0 |
66-0 |
10.7% |
12-1 |
2.0% |
28% |
False |
False |
148,347 |
| 40 |
673-6 |
600-0 |
73-6 |
11.9% |
11-4 |
1.9% |
25% |
False |
False |
152,697 |
| 60 |
673-6 |
600-0 |
73-6 |
11.9% |
10-5 |
1.7% |
25% |
False |
False |
130,694 |
| 80 |
673-6 |
599-2 |
74-4 |
12.1% |
9-7 |
1.6% |
26% |
False |
False |
109,637 |
| 100 |
673-6 |
587-0 |
86-6 |
14.0% |
9-6 |
1.6% |
36% |
False |
False |
93,167 |
| 120 |
681-0 |
587-0 |
94-0 |
15.2% |
9-5 |
1.6% |
33% |
False |
False |
81,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700-0 |
|
2.618 |
673-7 |
|
1.618 |
657-7 |
|
1.000 |
648-0 |
|
0.618 |
641-7 |
|
HIGH |
632-0 |
|
0.618 |
625-7 |
|
0.500 |
624-0 |
|
0.382 |
622-1 |
|
LOW |
616-0 |
|
0.618 |
606-1 |
|
1.000 |
600-0 |
|
1.618 |
590-1 |
|
2.618 |
574-1 |
|
4.250 |
548-0 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
624-0 |
621-0 |
| PP |
622-1 |
620-1 |
| S1 |
620-1 |
619-1 |
|