CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
628-6 |
627-4 |
-1-2 |
-0.2% |
604-4 |
| High |
634-0 |
628-0 |
-6-0 |
-0.9% |
629-2 |
| Low |
625-0 |
610-2 |
-14-6 |
-2.4% |
599-2 |
| Close |
629-0 |
611-4 |
-17-4 |
-2.8% |
625-4 |
| Range |
9-0 |
17-6 |
8-6 |
97.2% |
30-0 |
| ATR |
13-1 |
13-4 |
0-3 |
3.0% |
0-0 |
| Volume |
121,232 |
161,187 |
39,955 |
33.0% |
911,258 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-7 |
658-3 |
621-2 |
|
| R3 |
652-1 |
640-5 |
616-3 |
|
| R2 |
634-3 |
634-3 |
614-6 |
|
| R1 |
622-7 |
622-7 |
613-1 |
619-6 |
| PP |
616-5 |
616-5 |
616-5 |
615-0 |
| S1 |
605-1 |
605-1 |
609-7 |
602-0 |
| S2 |
598-7 |
598-7 |
608-2 |
|
| S3 |
581-1 |
587-3 |
606-5 |
|
| S4 |
563-3 |
569-5 |
601-6 |
|
|
| 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 |
5.8% |
12-7 |
2.1% |
34% |
False |
False |
166,837 |
| 10 |
635-0 |
599-2 |
35-6 |
5.8% |
13-2 |
2.2% |
34% |
False |
False |
166,733 |
| 20 |
657-0 |
591-6 |
65-2 |
10.7% |
11-4 |
1.9% |
30% |
False |
False |
146,053 |
| 40 |
671-0 |
591-6 |
79-2 |
13.0% |
11-2 |
1.8% |
25% |
False |
False |
106,076 |
| 60 |
671-0 |
591-6 |
79-2 |
13.0% |
9-7 |
1.6% |
25% |
False |
False |
89,905 |
| 80 |
672-0 |
591-6 |
80-2 |
13.1% |
9-2 |
1.5% |
25% |
False |
False |
79,709 |
| 100 |
677-0 |
591-6 |
85-2 |
13.9% |
8-7 |
1.5% |
23% |
False |
False |
68,876 |
| 120 |
682-0 |
591-6 |
90-2 |
14.8% |
8-7 |
1.5% |
22% |
False |
False |
61,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-4 |
|
2.618 |
674-4 |
|
1.618 |
656-6 |
|
1.000 |
645-6 |
|
0.618 |
639-0 |
|
HIGH |
628-0 |
|
0.618 |
621-2 |
|
0.500 |
619-1 |
|
0.382 |
617-0 |
|
LOW |
610-2 |
|
0.618 |
599-2 |
|
1.000 |
592-4 |
|
1.618 |
581-4 |
|
2.618 |
563-6 |
|
4.250 |
534-6 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
619-1 |
622-5 |
| PP |
616-5 |
618-7 |
| S1 |
614-0 |
615-2 |
|