CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
625-2 |
628-6 |
3-4 |
0.6% |
604-4 |
| High |
635-0 |
634-0 |
-1-0 |
-0.2% |
629-2 |
| Low |
621-0 |
625-0 |
4-0 |
0.6% |
599-2 |
| Close |
634-2 |
629-0 |
-5-2 |
-0.8% |
625-4 |
| Range |
14-0 |
9-0 |
-5-0 |
-35.7% |
30-0 |
| ATR |
13-4 |
13-1 |
-0-2 |
-2.2% |
0-0 |
| Volume |
132,128 |
121,232 |
-10,896 |
-8.2% |
911,258 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656-3 |
651-5 |
634-0 |
|
| R3 |
647-3 |
642-5 |
631-4 |
|
| R2 |
638-3 |
638-3 |
630-5 |
|
| R1 |
633-5 |
633-5 |
629-7 |
636-0 |
| PP |
629-3 |
629-3 |
629-3 |
630-4 |
| S1 |
624-5 |
624-5 |
628-1 |
627-0 |
| S2 |
620-3 |
620-3 |
627-3 |
|
| S3 |
611-3 |
615-5 |
626-4 |
|
| S4 |
602-3 |
606-5 |
624-0 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-0 |
696-6 |
642-0 |
|
| R3 |
678-0 |
666-6 |
633-6 |
|
| R2 |
648-0 |
648-0 |
631-0 |
|
| R1 |
636-6 |
636-6 |
628-2 |
642-3 |
| PP |
618-0 |
618-0 |
618-0 |
620-6 |
| S1 |
606-6 |
606-6 |
622-6 |
612-3 |
| S2 |
588-0 |
588-0 |
620-0 |
|
| S3 |
558-0 |
576-6 |
617-2 |
|
| S4 |
528-0 |
546-6 |
609-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
635-0 |
599-2 |
35-6 |
5.7% |
12-3 |
2.0% |
83% |
False |
False |
171,613 |
| 10 |
635-0 |
591-6 |
43-2 |
6.9% |
12-7 |
2.1% |
86% |
False |
False |
173,024 |
| 20 |
658-4 |
591-6 |
66-6 |
10.6% |
10-7 |
1.7% |
56% |
False |
False |
143,299 |
| 40 |
671-0 |
591-6 |
79-2 |
12.6% |
10-7 |
1.7% |
47% |
False |
False |
103,512 |
| 60 |
671-0 |
591-6 |
79-2 |
12.6% |
9-6 |
1.5% |
47% |
False |
False |
87,893 |
| 80 |
672-0 |
591-6 |
80-2 |
12.8% |
9-1 |
1.4% |
46% |
False |
False |
78,318 |
| 100 |
677-0 |
591-6 |
85-2 |
13.6% |
8-6 |
1.4% |
44% |
False |
False |
67,634 |
| 120 |
683-0 |
591-6 |
91-2 |
14.5% |
8-6 |
1.4% |
41% |
False |
False |
60,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-2 |
|
2.618 |
657-4 |
|
1.618 |
648-4 |
|
1.000 |
643-0 |
|
0.618 |
639-4 |
|
HIGH |
634-0 |
|
0.618 |
630-4 |
|
0.500 |
629-4 |
|
0.382 |
628-4 |
|
LOW |
625-0 |
|
0.618 |
619-4 |
|
1.000 |
616-0 |
|
1.618 |
610-4 |
|
2.618 |
601-4 |
|
4.250 |
586-6 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
629-4 |
627-7 |
| PP |
629-3 |
626-5 |
| S1 |
629-1 |
625-4 |
|