CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
596-0 |
587-0 |
-9-0 |
-1.5% |
618-0 |
| High |
603-0 |
592-0 |
-11-0 |
-1.8% |
632-2 |
| Low |
585-4 |
573-0 |
-12-4 |
-2.1% |
573-0 |
| Close |
587-4 |
581-0 |
-6-4 |
-1.1% |
581-0 |
| Range |
17-4 |
19-0 |
1-4 |
8.6% |
59-2 |
| ATR |
14-2 |
14-4 |
0-3 |
2.4% |
0-0 |
| Volume |
204,551 |
182,162 |
-22,389 |
-10.9% |
800,347 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639-0 |
629-0 |
591-4 |
|
| R3 |
620-0 |
610-0 |
586-2 |
|
| R2 |
601-0 |
601-0 |
584-4 |
|
| R1 |
591-0 |
591-0 |
582-6 |
586-4 |
| PP |
582-0 |
582-0 |
582-0 |
579-6 |
| S1 |
572-0 |
572-0 |
579-2 |
567-4 |
| S2 |
563-0 |
563-0 |
577-4 |
|
| S3 |
544-0 |
553-0 |
575-6 |
|
| S4 |
525-0 |
534-0 |
570-4 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-1 |
736-3 |
613-5 |
|
| R3 |
713-7 |
677-1 |
597-2 |
|
| R2 |
654-5 |
654-5 |
591-7 |
|
| R1 |
617-7 |
617-7 |
586-3 |
606-5 |
| PP |
595-3 |
595-3 |
595-3 |
589-6 |
| S1 |
558-5 |
558-5 |
575-5 |
547-3 |
| S2 |
536-1 |
536-1 |
570-1 |
|
| S3 |
476-7 |
499-3 |
564-6 |
|
| S4 |
417-5 |
440-1 |
548-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
632-2 |
573-0 |
59-2 |
10.2% |
13-5 |
2.3% |
14% |
False |
True |
160,069 |
| 10 |
635-0 |
573-0 |
62-0 |
10.7% |
14-0 |
2.4% |
13% |
False |
True |
149,528 |
| 20 |
635-0 |
573-0 |
62-0 |
10.7% |
13-1 |
2.3% |
13% |
False |
True |
158,915 |
| 40 |
671-0 |
573-0 |
98-0 |
16.9% |
11-6 |
2.0% |
8% |
False |
True |
121,137 |
| 60 |
671-0 |
573-0 |
98-0 |
16.9% |
10-5 |
1.8% |
8% |
False |
True |
100,747 |
| 80 |
671-0 |
573-0 |
98-0 |
16.9% |
9-7 |
1.7% |
8% |
False |
True |
89,206 |
| 100 |
677-0 |
573-0 |
104-0 |
17.9% |
9-3 |
1.6% |
8% |
False |
True |
78,188 |
| 120 |
677-0 |
573-0 |
104-0 |
17.9% |
9-1 |
1.6% |
8% |
False |
True |
69,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-6 |
|
2.618 |
641-6 |
|
1.618 |
622-6 |
|
1.000 |
611-0 |
|
0.618 |
603-6 |
|
HIGH |
592-0 |
|
0.618 |
584-6 |
|
0.500 |
582-4 |
|
0.382 |
580-2 |
|
LOW |
573-0 |
|
0.618 |
561-2 |
|
1.000 |
554-0 |
|
1.618 |
542-2 |
|
2.618 |
523-2 |
|
4.250 |
492-2 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
582-4 |
595-4 |
| PP |
582-0 |
590-5 |
| S1 |
581-4 |
585-7 |
|