CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
524-4 |
532-4 |
8-0 |
1.5% |
506-0 |
| High |
530-4 |
542-0 |
11-4 |
2.2% |
542-0 |
| Low |
524-4 |
532-4 |
8-0 |
1.5% |
503-2 |
| Close |
528-2 |
537-0 |
8-6 |
1.7% |
537-0 |
| Range |
6-0 |
9-4 |
3-4 |
58.3% |
38-6 |
| ATR |
9-0 |
9-3 |
0-3 |
3.8% |
0-0 |
| Volume |
78,363 |
57,797 |
-20,566 |
-26.2% |
331,292 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565-5 |
560-7 |
542-2 |
|
| R3 |
556-1 |
551-3 |
539-5 |
|
| R2 |
546-5 |
546-5 |
538-6 |
|
| R1 |
541-7 |
541-7 |
537-7 |
544-2 |
| PP |
537-1 |
537-1 |
537-1 |
538-3 |
| S1 |
532-3 |
532-3 |
536-1 |
534-6 |
| S2 |
527-5 |
527-5 |
535-2 |
|
| S3 |
518-1 |
522-7 |
534-3 |
|
| S4 |
508-5 |
513-3 |
531-6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643-5 |
629-1 |
558-2 |
|
| R3 |
604-7 |
590-3 |
547-5 |
|
| R2 |
566-1 |
566-1 |
544-1 |
|
| R1 |
551-5 |
551-5 |
540-4 |
558-7 |
| PP |
527-3 |
527-3 |
527-3 |
531-0 |
| S1 |
512-7 |
512-7 |
533-4 |
520-1 |
| S2 |
488-5 |
488-5 |
529-7 |
|
| S3 |
449-7 |
474-1 |
526-3 |
|
| S4 |
411-1 |
435-3 |
515-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
542-0 |
503-2 |
38-6 |
7.2% |
9-0 |
1.7% |
87% |
True |
False |
66,258 |
| 10 |
542-0 |
502-0 |
40-0 |
7.4% |
8-2 |
1.5% |
88% |
True |
False |
70,118 |
| 20 |
549-0 |
502-0 |
47-0 |
8.8% |
8-1 |
1.5% |
74% |
False |
False |
63,320 |
| 40 |
561-4 |
502-0 |
59-4 |
11.1% |
7-4 |
1.4% |
59% |
False |
False |
56,591 |
| 60 |
575-0 |
502-0 |
73-0 |
13.6% |
7-1 |
1.3% |
48% |
False |
False |
50,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582-3 |
|
2.618 |
566-7 |
|
1.618 |
557-3 |
|
1.000 |
551-4 |
|
0.618 |
547-7 |
|
HIGH |
542-0 |
|
0.618 |
538-3 |
|
0.500 |
537-2 |
|
0.382 |
536-1 |
|
LOW |
532-4 |
|
0.618 |
526-5 |
|
1.000 |
523-0 |
|
1.618 |
517-1 |
|
2.618 |
507-5 |
|
4.250 |
492-1 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
537-2 |
533-6 |
| PP |
537-1 |
530-5 |
| S1 |
537-1 |
527-3 |
|