CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
620-0 |
631-0 |
11-0 |
1.8% |
580-2 |
| High |
626-2 |
638-2 |
12-0 |
1.9% |
638-2 |
| Low |
616-0 |
630-2 |
14-2 |
2.3% |
579-4 |
| Close |
625-0 |
635-4 |
10-4 |
1.7% |
635-4 |
| Range |
10-2 |
8-0 |
-2-2 |
-22.0% |
58-6 |
| ATR |
14-3 |
14-2 |
-0-1 |
-0.6% |
0-0 |
| Volume |
131,484 |
166,969 |
35,485 |
27.0% |
668,948 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-5 |
655-1 |
639-7 |
|
| R3 |
650-5 |
647-1 |
637-6 |
|
| R2 |
642-5 |
642-5 |
637-0 |
|
| R1 |
639-1 |
639-1 |
636-2 |
640-7 |
| PP |
634-5 |
634-5 |
634-5 |
635-4 |
| S1 |
631-1 |
631-1 |
634-6 |
632-7 |
| S2 |
626-5 |
626-5 |
634-0 |
|
| S3 |
618-5 |
623-1 |
633-2 |
|
| S4 |
610-5 |
615-1 |
631-1 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-0 |
773-4 |
667-6 |
|
| R3 |
735-2 |
714-6 |
651-5 |
|
| R2 |
676-4 |
676-4 |
646-2 |
|
| R1 |
656-0 |
656-0 |
640-7 |
666-2 |
| PP |
617-6 |
617-6 |
617-6 |
622-7 |
| S1 |
597-2 |
597-2 |
630-1 |
607-4 |
| S2 |
559-0 |
559-0 |
624-6 |
|
| S3 |
500-2 |
538-4 |
619-3 |
|
| S4 |
441-4 |
479-6 |
603-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
638-2 |
579-4 |
58-6 |
9.2% |
12-2 |
1.9% |
95% |
True |
False |
133,789 |
| 10 |
638-2 |
573-0 |
65-2 |
10.3% |
12-7 |
2.0% |
96% |
True |
False |
146,929 |
| 20 |
638-2 |
573-0 |
65-2 |
10.3% |
13-2 |
2.1% |
96% |
True |
False |
153,774 |
| 40 |
658-4 |
573-0 |
85-4 |
13.5% |
12-2 |
1.9% |
73% |
False |
False |
131,446 |
| 60 |
671-0 |
573-0 |
98-0 |
15.4% |
11-0 |
1.7% |
64% |
False |
False |
107,768 |
| 80 |
671-0 |
573-0 |
98-0 |
15.4% |
10-1 |
1.6% |
64% |
False |
False |
94,150 |
| 100 |
677-0 |
573-0 |
104-0 |
16.4% |
9-5 |
1.5% |
60% |
False |
False |
83,699 |
| 120 |
677-0 |
573-0 |
104-0 |
16.4% |
9-2 |
1.5% |
60% |
False |
False |
73,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-2 |
|
2.618 |
659-2 |
|
1.618 |
651-2 |
|
1.000 |
646-2 |
|
0.618 |
643-2 |
|
HIGH |
638-2 |
|
0.618 |
635-2 |
|
0.500 |
634-2 |
|
0.382 |
633-2 |
|
LOW |
630-2 |
|
0.618 |
625-2 |
|
1.000 |
622-2 |
|
1.618 |
617-2 |
|
2.618 |
609-2 |
|
4.250 |
596-2 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
635-1 |
629-7 |
| PP |
634-5 |
624-2 |
| S1 |
634-2 |
618-5 |
|