CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
517-0 |
526-4 |
9-4 |
1.8% |
506-0 |
| High |
526-0 |
526-4 |
0-4 |
0.1% |
542-0 |
| Low |
516-0 |
512-0 |
-4-0 |
-0.8% |
503-2 |
| Close |
523-0 |
515-0 |
-8-0 |
-1.5% |
537-0 |
| Range |
10-0 |
14-4 |
4-4 |
45.0% |
38-6 |
| ATR |
10-2 |
10-4 |
0-2 |
3.0% |
0-0 |
| Volume |
98,306 |
66,279 |
-32,027 |
-32.6% |
331,292 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561-3 |
552-5 |
523-0 |
|
| R3 |
546-7 |
538-1 |
519-0 |
|
| R2 |
532-3 |
532-3 |
517-5 |
|
| R1 |
523-5 |
523-5 |
516-3 |
520-6 |
| PP |
517-7 |
517-7 |
517-7 |
516-3 |
| S1 |
509-1 |
509-1 |
513-5 |
506-2 |
| S2 |
503-3 |
503-3 |
512-3 |
|
| S3 |
488-7 |
494-5 |
511-0 |
|
| S4 |
474-3 |
480-1 |
507-0 |
|
|
| 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 |
548-2 |
512-0 |
36-2 |
7.0% |
12-0 |
2.3% |
8% |
False |
True |
77,906 |
| 10 |
548-2 |
502-0 |
46-2 |
9.0% |
10-3 |
2.0% |
28% |
False |
False |
76,511 |
| 20 |
548-2 |
502-0 |
46-2 |
9.0% |
8-7 |
1.7% |
28% |
False |
False |
68,907 |
| 40 |
551-2 |
502-0 |
49-2 |
9.6% |
8-0 |
1.5% |
26% |
False |
False |
61,406 |
| 60 |
575-0 |
502-0 |
73-0 |
14.2% |
7-5 |
1.5% |
18% |
False |
False |
53,112 |
| 80 |
581-4 |
502-0 |
79-4 |
15.4% |
7-3 |
1.4% |
16% |
False |
False |
47,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588-1 |
|
2.618 |
564-4 |
|
1.618 |
550-0 |
|
1.000 |
541-0 |
|
0.618 |
535-4 |
|
HIGH |
526-4 |
|
0.618 |
521-0 |
|
0.500 |
519-2 |
|
0.382 |
517-4 |
|
LOW |
512-0 |
|
0.618 |
503-0 |
|
1.000 |
497-4 |
|
1.618 |
488-4 |
|
2.618 |
474-0 |
|
4.250 |
450-3 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
519-2 |
524-2 |
| PP |
517-7 |
521-1 |
| S1 |
516-3 |
518-1 |
|