CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
587-0 |
580-2 |
-6-6 |
-1.1% |
618-0 |
| High |
592-0 |
586-2 |
-5-6 |
-1.0% |
632-2 |
| Low |
573-0 |
579-4 |
6-4 |
1.1% |
573-0 |
| Close |
581-0 |
583-0 |
2-0 |
0.3% |
581-0 |
| Range |
19-0 |
6-6 |
-12-2 |
-64.5% |
59-2 |
| ATR |
14-4 |
14-0 |
-0-4 |
-3.8% |
0-0 |
| Volume |
182,162 |
107,145 |
-75,017 |
-41.2% |
800,347 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
603-1 |
599-7 |
586-6 |
|
| R3 |
596-3 |
593-1 |
584-7 |
|
| R2 |
589-5 |
589-5 |
584-2 |
|
| R1 |
586-3 |
586-3 |
583-5 |
588-0 |
| PP |
582-7 |
582-7 |
582-7 |
583-6 |
| S1 |
579-5 |
579-5 |
582-3 |
581-2 |
| S2 |
576-1 |
576-1 |
581-6 |
|
| S3 |
569-3 |
572-7 |
581-1 |
|
| S4 |
562-5 |
566-1 |
579-2 |
|
|
| 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% |
13-2 |
2.3% |
17% |
False |
False |
160,777 |
| 10 |
634-0 |
573-0 |
61-0 |
10.5% |
13-2 |
2.3% |
16% |
False |
False |
147,030 |
| 20 |
635-0 |
573-0 |
62-0 |
10.6% |
13-2 |
2.3% |
16% |
False |
False |
159,636 |
| 40 |
667-4 |
573-0 |
94-4 |
16.2% |
11-6 |
2.0% |
11% |
False |
False |
122,618 |
| 60 |
671-0 |
573-0 |
98-0 |
16.8% |
10-4 |
1.8% |
10% |
False |
False |
101,855 |
| 80 |
671-0 |
573-0 |
98-0 |
16.8% |
9-7 |
1.7% |
10% |
False |
False |
89,937 |
| 100 |
677-0 |
573-0 |
104-0 |
17.8% |
9-3 |
1.6% |
10% |
False |
False |
79,012 |
| 120 |
677-0 |
573-0 |
104-0 |
17.8% |
9-0 |
1.6% |
10% |
False |
False |
69,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
615-0 |
|
2.618 |
603-7 |
|
1.618 |
597-1 |
|
1.000 |
593-0 |
|
0.618 |
590-3 |
|
HIGH |
586-2 |
|
0.618 |
583-5 |
|
0.500 |
582-7 |
|
0.382 |
582-1 |
|
LOW |
579-4 |
|
0.618 |
575-3 |
|
1.000 |
572-6 |
|
1.618 |
568-5 |
|
2.618 |
561-7 |
|
4.250 |
550-6 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
583-0 |
588-0 |
| PP |
582-7 |
586-3 |
| S1 |
582-7 |
584-5 |
|