CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
510-4 |
513-4 |
3-0 |
0.6% |
519-0 |
| High |
516-0 |
527-0 |
11-0 |
2.1% |
528-4 |
| Low |
510-0 |
512-6 |
2-6 |
0.5% |
502-0 |
| Close |
514-4 |
526-2 |
11-6 |
2.3% |
505-2 |
| Range |
6-0 |
14-2 |
8-2 |
137.5% |
26-4 |
| ATR |
8-7 |
9-2 |
0-3 |
4.4% |
0-0 |
| Volume |
57,416 |
58,474 |
1,058 |
1.8% |
369,895 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
564-6 |
559-6 |
534-1 |
|
| R3 |
550-4 |
545-4 |
530-1 |
|
| R2 |
536-2 |
536-2 |
528-7 |
|
| R1 |
531-2 |
531-2 |
527-4 |
533-6 |
| PP |
522-0 |
522-0 |
522-0 |
523-2 |
| S1 |
517-0 |
517-0 |
525-0 |
519-4 |
| S2 |
507-6 |
507-6 |
523-5 |
|
| S3 |
493-4 |
502-6 |
522-3 |
|
| S4 |
479-2 |
488-4 |
518-3 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591-3 |
574-7 |
519-7 |
|
| R3 |
564-7 |
548-3 |
512-4 |
|
| R2 |
538-3 |
538-3 |
510-1 |
|
| R1 |
521-7 |
521-7 |
507-5 |
516-7 |
| PP |
511-7 |
511-7 |
511-7 |
509-4 |
| S1 |
495-3 |
495-3 |
502-7 |
490-3 |
| S2 |
485-3 |
485-3 |
500-3 |
|
| S3 |
458-7 |
468-7 |
498-0 |
|
| S4 |
432-3 |
442-3 |
490-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
527-0 |
502-0 |
25-0 |
4.8% |
8-7 |
1.7% |
97% |
True |
False |
72,457 |
| 10 |
530-4 |
502-0 |
28-4 |
5.4% |
8-1 |
1.5% |
85% |
False |
False |
67,662 |
| 20 |
549-0 |
502-0 |
47-0 |
8.9% |
8-0 |
1.5% |
52% |
False |
False |
64,589 |
| 40 |
562-2 |
502-0 |
60-2 |
11.4% |
7-4 |
1.4% |
40% |
False |
False |
55,051 |
| 60 |
575-0 |
502-0 |
73-0 |
13.9% |
7-1 |
1.3% |
33% |
False |
False |
48,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
587-4 |
|
2.618 |
564-2 |
|
1.618 |
550-0 |
|
1.000 |
541-2 |
|
0.618 |
535-6 |
|
HIGH |
527-0 |
|
0.618 |
521-4 |
|
0.500 |
519-7 |
|
0.382 |
518-2 |
|
LOW |
512-6 |
|
0.618 |
504-0 |
|
1.000 |
498-4 |
|
1.618 |
489-6 |
|
2.618 |
475-4 |
|
4.250 |
452-2 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
524-1 |
522-4 |
| PP |
522-0 |
518-7 |
| S1 |
519-7 |
515-1 |
|