CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
631-0 |
637-0 |
6-0 |
1.0% |
580-2 |
High |
638-2 |
639-2 |
1-0 |
0.2% |
638-2 |
Low |
630-2 |
629-0 |
-1-2 |
-0.2% |
579-4 |
Close |
635-4 |
633-0 |
-2-4 |
-0.4% |
635-4 |
Range |
8-0 |
10-2 |
2-2 |
28.1% |
58-6 |
ATR |
14-2 |
14-0 |
-0-2 |
-2.0% |
0-0 |
Volume |
166,969 |
124,941 |
-42,028 |
-25.2% |
668,948 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-4 |
659-0 |
638-5 |
|
R3 |
654-2 |
648-6 |
635-7 |
|
R2 |
644-0 |
644-0 |
634-7 |
|
R1 |
638-4 |
638-4 |
634-0 |
636-1 |
PP |
633-6 |
633-6 |
633-6 |
632-4 |
S1 |
628-2 |
628-2 |
632-0 |
625-7 |
S2 |
623-4 |
623-4 |
631-1 |
|
S3 |
613-2 |
618-0 |
630-1 |
|
S4 |
603-0 |
607-6 |
627-3 |
|
|
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 |
639-2 |
583-2 |
56-0 |
8.8% |
12-7 |
2.0% |
89% |
True |
False |
137,348 |
10 |
639-2 |
573-0 |
66-2 |
10.5% |
13-1 |
2.1% |
91% |
True |
False |
149,063 |
20 |
639-2 |
573-0 |
66-2 |
10.5% |
13-3 |
2.1% |
91% |
True |
False |
153,612 |
40 |
658-4 |
573-0 |
85-4 |
13.5% |
12-3 |
2.0% |
70% |
False |
False |
133,691 |
60 |
671-0 |
573-0 |
98-0 |
15.5% |
11-1 |
1.8% |
61% |
False |
False |
108,731 |
80 |
671-0 |
573-0 |
98-0 |
15.5% |
10-1 |
1.6% |
61% |
False |
False |
95,007 |
100 |
677-0 |
573-0 |
104-0 |
16.4% |
9-5 |
1.5% |
58% |
False |
False |
84,797 |
120 |
677-0 |
573-0 |
104-0 |
16.4% |
9-3 |
1.5% |
58% |
False |
False |
74,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-6 |
2.618 |
666-1 |
1.618 |
655-7 |
1.000 |
649-4 |
0.618 |
645-5 |
HIGH |
639-2 |
0.618 |
635-3 |
0.500 |
634-1 |
0.382 |
632-7 |
LOW |
629-0 |
0.618 |
622-5 |
1.000 |
618-6 |
1.618 |
612-3 |
2.618 |
602-1 |
4.250 |
585-4 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
634-1 |
631-2 |
PP |
633-6 |
629-3 |
S1 |
633-3 |
627-5 |
|