CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
557-4 |
559-6 |
2-2 |
0.4% |
637-0 |
| High |
566-6 |
562-6 |
-4-0 |
-0.7% |
639-2 |
| Low |
557-0 |
555-0 |
-2-0 |
-0.4% |
573-4 |
| Close |
559-4 |
555-2 |
-4-2 |
-0.8% |
578-4 |
| Range |
9-6 |
7-6 |
-2-0 |
-20.5% |
65-6 |
| ATR |
16-5 |
16-0 |
-0-5 |
-3.8% |
0-0 |
| Volume |
145,653 |
146,500 |
847 |
0.6% |
802,271 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580-7 |
575-7 |
559-4 |
|
| R3 |
573-1 |
568-1 |
557-3 |
|
| R2 |
565-3 |
565-3 |
556-5 |
|
| R1 |
560-3 |
560-3 |
556-0 |
559-0 |
| PP |
557-5 |
557-5 |
557-5 |
557-0 |
| S1 |
552-5 |
552-5 |
554-4 |
551-2 |
| S2 |
549-7 |
549-7 |
553-7 |
|
| S3 |
542-1 |
544-7 |
553-1 |
|
| S4 |
534-3 |
537-1 |
551-0 |
|
|
| 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 |
608-2 |
555-0 |
53-2 |
9.6% |
17-4 |
3.1% |
0% |
False |
True |
158,307 |
| 10 |
639-2 |
555-0 |
84-2 |
15.2% |
16-5 |
3.0% |
0% |
False |
True |
156,750 |
| 20 |
639-2 |
555-0 |
84-2 |
15.2% |
15-3 |
2.8% |
0% |
False |
True |
150,937 |
| 40 |
657-0 |
555-0 |
102-0 |
18.4% |
13-3 |
2.4% |
0% |
False |
True |
148,495 |
| 60 |
671-0 |
555-0 |
116-0 |
20.9% |
12-5 |
2.3% |
0% |
False |
True |
121,029 |
| 80 |
671-0 |
555-0 |
116-0 |
20.9% |
11-2 |
2.0% |
0% |
False |
True |
105,163 |
| 100 |
672-0 |
555-0 |
117-0 |
21.1% |
10-4 |
1.9% |
0% |
False |
True |
93,954 |
| 120 |
677-0 |
555-0 |
122-0 |
22.0% |
10-0 |
1.8% |
0% |
False |
True |
82,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595-6 |
|
2.618 |
583-0 |
|
1.618 |
575-2 |
|
1.000 |
570-4 |
|
0.618 |
567-4 |
|
HIGH |
562-6 |
|
0.618 |
559-6 |
|
0.500 |
558-7 |
|
0.382 |
558-0 |
|
LOW |
555-0 |
|
0.618 |
550-2 |
|
1.000 |
547-2 |
|
1.618 |
542-4 |
|
2.618 |
534-6 |
|
4.250 |
522-0 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
558-7 |
568-4 |
| PP |
557-5 |
564-1 |
| S1 |
556-4 |
559-5 |
|