CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
580-2 |
588-2 |
8-0 |
1.4% |
618-0 |
| High |
586-2 |
597-6 |
11-4 |
2.0% |
632-2 |
| Low |
579-4 |
583-2 |
3-6 |
0.6% |
573-0 |
| Close |
583-0 |
597-2 |
14-2 |
2.4% |
581-0 |
| Range |
6-6 |
14-4 |
7-6 |
114.8% |
59-2 |
| ATR |
14-0 |
14-0 |
0-0 |
0.4% |
0-0 |
| Volume |
107,145 |
109,524 |
2,379 |
2.2% |
800,347 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-2 |
631-2 |
605-2 |
|
| R3 |
621-6 |
616-6 |
601-2 |
|
| R2 |
607-2 |
607-2 |
599-7 |
|
| R1 |
602-2 |
602-2 |
598-5 |
604-6 |
| PP |
592-6 |
592-6 |
592-6 |
594-0 |
| S1 |
587-6 |
587-6 |
595-7 |
590-2 |
| S2 |
578-2 |
578-2 |
594-5 |
|
| S3 |
563-6 |
573-2 |
593-2 |
|
| S4 |
549-2 |
558-6 |
589-2 |
|
|
| 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 |
618-0 |
573-0 |
45-0 |
7.5% |
14-0 |
2.3% |
54% |
False |
False |
149,513 |
| 10 |
632-2 |
573-0 |
59-2 |
9.9% |
13-6 |
2.3% |
41% |
False |
False |
145,859 |
| 20 |
635-0 |
573-0 |
62-0 |
10.4% |
13-3 |
2.2% |
39% |
False |
False |
159,441 |
| 40 |
658-4 |
573-0 |
85-4 |
14.3% |
11-7 |
2.0% |
28% |
False |
False |
124,168 |
| 60 |
671-0 |
573-0 |
98-0 |
16.4% |
10-6 |
1.8% |
25% |
False |
False |
102,810 |
| 80 |
671-0 |
573-0 |
98-0 |
16.4% |
10-0 |
1.7% |
25% |
False |
False |
90,507 |
| 100 |
677-0 |
573-0 |
104-0 |
17.4% |
9-4 |
1.6% |
23% |
False |
False |
79,872 |
| 120 |
677-0 |
573-0 |
104-0 |
17.4% |
9-1 |
1.5% |
23% |
False |
False |
70,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-3 |
|
2.618 |
635-6 |
|
1.618 |
621-2 |
|
1.000 |
612-2 |
|
0.618 |
606-6 |
|
HIGH |
597-6 |
|
0.618 |
592-2 |
|
0.500 |
590-4 |
|
0.382 |
588-6 |
|
LOW |
583-2 |
|
0.618 |
574-2 |
|
1.000 |
568-6 |
|
1.618 |
559-6 |
|
2.618 |
545-2 |
|
4.250 |
521-5 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
595-0 |
593-2 |
| PP |
592-6 |
589-3 |
| S1 |
590-4 |
585-3 |
|