CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
581-2 |
557-4 |
-23-6 |
-4.1% |
637-0 |
| High |
582-0 |
566-6 |
-15-2 |
-2.6% |
639-2 |
| Low |
557-4 |
557-0 |
-0-4 |
-0.1% |
573-4 |
| Close |
562-4 |
559-4 |
-3-0 |
-0.5% |
578-4 |
| Range |
24-4 |
9-6 |
-14-6 |
-60.2% |
65-6 |
| ATR |
17-2 |
16-5 |
-0-4 |
-3.1% |
0-0 |
| Volume |
174,632 |
145,653 |
-28,979 |
-16.6% |
802,271 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590-3 |
584-5 |
564-7 |
|
| R3 |
580-5 |
574-7 |
562-1 |
|
| R2 |
570-7 |
570-7 |
561-2 |
|
| R1 |
565-1 |
565-1 |
560-3 |
568-0 |
| PP |
561-1 |
561-1 |
561-1 |
562-4 |
| S1 |
555-3 |
555-3 |
558-5 |
558-2 |
| S2 |
551-3 |
551-3 |
557-6 |
|
| S3 |
541-5 |
545-5 |
556-7 |
|
| S4 |
531-7 |
535-7 |
554-1 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-3 |
752-1 |
614-5 |
|
| R3 |
728-5 |
686-3 |
596-5 |
|
| R2 |
662-7 |
662-7 |
590-4 |
|
| R1 |
620-5 |
620-5 |
584-4 |
608-7 |
| PP |
597-1 |
597-1 |
597-1 |
591-2 |
| S1 |
554-7 |
554-7 |
572-4 |
543-1 |
| S2 |
531-3 |
531-3 |
566-4 |
|
| S3 |
465-5 |
489-1 |
560-3 |
|
| S4 |
399-7 |
423-3 |
542-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
610-0 |
557-0 |
53-0 |
9.5% |
19-3 |
3.5% |
5% |
False |
True |
161,688 |
| 10 |
639-2 |
557-0 |
82-2 |
14.7% |
18-0 |
3.2% |
3% |
False |
True |
157,483 |
| 20 |
639-2 |
557-0 |
82-2 |
14.7% |
15-7 |
2.8% |
3% |
False |
True |
151,671 |
| 40 |
658-4 |
557-0 |
101-4 |
18.1% |
13-3 |
2.4% |
2% |
False |
True |
147,485 |
| 60 |
671-0 |
557-0 |
114-0 |
20.4% |
12-5 |
2.2% |
2% |
False |
True |
119,565 |
| 80 |
671-0 |
557-0 |
114-0 |
20.4% |
11-2 |
2.0% |
2% |
False |
True |
103,838 |
| 100 |
672-0 |
557-0 |
115-0 |
20.6% |
10-4 |
1.9% |
2% |
False |
True |
92,988 |
| 120 |
677-0 |
557-0 |
120-0 |
21.4% |
10-0 |
1.8% |
2% |
False |
True |
81,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
608-2 |
|
2.618 |
592-2 |
|
1.618 |
582-4 |
|
1.000 |
576-4 |
|
0.618 |
572-6 |
|
HIGH |
566-6 |
|
0.618 |
563-0 |
|
0.500 |
561-7 |
|
0.382 |
560-6 |
|
LOW |
557-0 |
|
0.618 |
551-0 |
|
1.000 |
547-2 |
|
1.618 |
541-2 |
|
2.618 |
531-4 |
|
4.250 |
515-4 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
561-7 |
572-4 |
| PP |
561-1 |
568-1 |
| S1 |
560-2 |
563-7 |
|