CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
599-6 |
620-0 |
20-2 |
3.4% |
618-0 |
| High |
620-4 |
626-2 |
5-6 |
0.9% |
632-2 |
| Low |
599-0 |
616-0 |
17-0 |
2.8% |
573-0 |
| Close |
620-0 |
625-0 |
5-0 |
0.8% |
581-0 |
| Range |
21-4 |
10-2 |
-11-2 |
-52.3% |
59-2 |
| ATR |
14-6 |
14-3 |
-0-3 |
-2.2% |
0-0 |
| Volume |
153,826 |
131,484 |
-22,342 |
-14.5% |
800,347 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653-1 |
649-3 |
630-5 |
|
| R3 |
642-7 |
639-1 |
627-7 |
|
| R2 |
632-5 |
632-5 |
626-7 |
|
| R1 |
628-7 |
628-7 |
626-0 |
630-6 |
| PP |
622-3 |
622-3 |
622-3 |
623-3 |
| S1 |
618-5 |
618-5 |
624-0 |
620-4 |
| S2 |
612-1 |
612-1 |
623-1 |
|
| S3 |
601-7 |
608-3 |
622-1 |
|
| S4 |
591-5 |
598-1 |
619-3 |
|
|
| 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 |
626-2 |
573-0 |
53-2 |
8.5% |
14-3 |
2.3% |
98% |
True |
False |
136,828 |
| 10 |
632-2 |
573-0 |
59-2 |
9.5% |
14-2 |
2.3% |
88% |
False |
False |
147,483 |
| 20 |
635-0 |
573-0 |
62-0 |
9.9% |
13-7 |
2.2% |
84% |
False |
False |
153,971 |
| 40 |
658-4 |
573-0 |
85-4 |
13.7% |
12-2 |
2.0% |
61% |
False |
False |
128,427 |
| 60 |
671-0 |
573-0 |
98-0 |
15.7% |
11-0 |
1.8% |
53% |
False |
False |
105,813 |
| 80 |
671-0 |
573-0 |
98-0 |
15.7% |
10-1 |
1.6% |
53% |
False |
False |
92,847 |
| 100 |
677-0 |
573-0 |
104-0 |
16.6% |
9-4 |
1.5% |
50% |
False |
False |
82,275 |
| 120 |
677-0 |
573-0 |
104-0 |
16.6% |
9-2 |
1.5% |
50% |
False |
False |
72,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
669-6 |
|
2.618 |
653-1 |
|
1.618 |
642-7 |
|
1.000 |
636-4 |
|
0.618 |
632-5 |
|
HIGH |
626-2 |
|
0.618 |
622-3 |
|
0.500 |
621-1 |
|
0.382 |
619-7 |
|
LOW |
616-0 |
|
0.618 |
609-5 |
|
1.000 |
605-6 |
|
1.618 |
599-3 |
|
2.618 |
589-1 |
|
4.250 |
572-4 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
623-6 |
618-2 |
| PP |
622-3 |
611-4 |
| S1 |
621-1 |
604-6 |
|