CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
637-0 |
626-0 |
-11-0 |
-1.7% |
580-2 |
| High |
639-2 |
629-0 |
-10-2 |
-1.6% |
638-2 |
| Low |
629-0 |
596-2 |
-32-6 |
-5.2% |
579-4 |
| Close |
633-0 |
597-0 |
-36-0 |
-5.7% |
635-4 |
| Range |
10-2 |
32-6 |
22-4 |
219.5% |
58-6 |
| ATR |
14-0 |
15-5 |
1-5 |
11.6% |
0-0 |
| Volume |
124,941 |
189,173 |
64,232 |
51.4% |
668,948 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-5 |
684-1 |
615-0 |
|
| R3 |
672-7 |
651-3 |
606-0 |
|
| R2 |
640-1 |
640-1 |
603-0 |
|
| R1 |
618-5 |
618-5 |
600-0 |
613-0 |
| PP |
607-3 |
607-3 |
607-3 |
604-5 |
| S1 |
585-7 |
585-7 |
594-0 |
580-2 |
| S2 |
574-5 |
574-5 |
591-0 |
|
| S3 |
541-7 |
553-1 |
588-0 |
|
| S4 |
509-1 |
520-3 |
579-0 |
|
|
| 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 |
596-2 |
43-0 |
7.2% |
16-4 |
2.8% |
2% |
False |
True |
153,278 |
| 10 |
639-2 |
573-0 |
66-2 |
11.1% |
15-2 |
2.6% |
36% |
False |
False |
151,396 |
| 20 |
639-2 |
573-0 |
66-2 |
11.1% |
14-1 |
2.4% |
36% |
False |
False |
154,152 |
| 40 |
658-4 |
573-0 |
85-4 |
14.3% |
12-6 |
2.1% |
28% |
False |
False |
136,540 |
| 60 |
671-0 |
573-0 |
98-0 |
16.4% |
11-4 |
1.9% |
24% |
False |
False |
111,005 |
| 80 |
671-0 |
573-0 |
98-0 |
16.4% |
10-4 |
1.8% |
24% |
False |
False |
96,667 |
| 100 |
677-0 |
573-0 |
104-0 |
17.4% |
9-7 |
1.6% |
23% |
False |
False |
86,492 |
| 120 |
677-0 |
573-0 |
104-0 |
17.4% |
9-4 |
1.6% |
23% |
False |
False |
76,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-2 |
|
2.618 |
714-6 |
|
1.618 |
682-0 |
|
1.000 |
661-6 |
|
0.618 |
649-2 |
|
HIGH |
629-0 |
|
0.618 |
616-4 |
|
0.500 |
612-5 |
|
0.382 |
608-6 |
|
LOW |
596-2 |
|
0.618 |
576-0 |
|
1.000 |
563-4 |
|
1.618 |
543-2 |
|
2.618 |
510-4 |
|
4.250 |
457-0 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
612-5 |
617-6 |
| PP |
607-3 |
610-7 |
| S1 |
602-2 |
603-7 |
|