CME Pit-Traded Corn Future December 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 |
514-4 |
514-6 |
0-2 |
0.0% |
543-2 |
| High |
517-4 |
520-6 |
3-2 |
0.6% |
548-2 |
| Low |
510-4 |
514-6 |
4-2 |
0.8% |
512-0 |
| Close |
517-4 |
520-4 |
3-0 |
0.6% |
521-4 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
36-2 |
| ATR |
10-3 |
10-1 |
-0-3 |
-3.0% |
0-0 |
| Volume |
64,493 |
75,748 |
11,255 |
17.5% |
415,056 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536-5 |
534-5 |
523-6 |
|
| R3 |
530-5 |
528-5 |
522-1 |
|
| R2 |
524-5 |
524-5 |
521-5 |
|
| R1 |
522-5 |
522-5 |
521-0 |
523-5 |
| PP |
518-5 |
518-5 |
518-5 |
519-2 |
| S1 |
516-5 |
516-5 |
520-0 |
517-5 |
| S2 |
512-5 |
512-5 |
519-3 |
|
| S3 |
506-5 |
510-5 |
518-7 |
|
| S4 |
500-5 |
504-5 |
517-2 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-0 |
615-0 |
541-4 |
|
| R3 |
599-6 |
578-6 |
531-4 |
|
| R2 |
563-4 |
563-4 |
528-1 |
|
| R1 |
542-4 |
542-4 |
524-7 |
534-7 |
| PP |
527-2 |
527-2 |
527-2 |
523-4 |
| S1 |
506-2 |
506-2 |
518-1 |
498-5 |
| S2 |
491-0 |
491-0 |
514-7 |
|
| S3 |
454-6 |
470-0 |
511-4 |
|
| S4 |
418-4 |
433-6 |
501-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
526-4 |
510-4 |
16-0 |
3.1% |
8-1 |
1.6% |
63% |
False |
False |
77,629 |
| 10 |
548-2 |
510-4 |
37-6 |
7.3% |
9-5 |
1.9% |
26% |
False |
False |
74,993 |
| 20 |
548-2 |
502-0 |
46-2 |
8.9% |
8-4 |
1.6% |
40% |
False |
False |
71,227 |
| 40 |
551-2 |
502-0 |
49-2 |
9.5% |
7-4 |
1.4% |
38% |
False |
False |
61,253 |
| 60 |
575-0 |
502-0 |
73-0 |
14.0% |
7-5 |
1.5% |
25% |
False |
False |
55,163 |
| 80 |
581-2 |
502-0 |
79-2 |
15.2% |
7-2 |
1.4% |
23% |
False |
False |
48,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
546-2 |
|
2.618 |
536-4 |
|
1.618 |
530-4 |
|
1.000 |
526-6 |
|
0.618 |
524-4 |
|
HIGH |
520-6 |
|
0.618 |
518-4 |
|
0.500 |
517-6 |
|
0.382 |
517-0 |
|
LOW |
514-6 |
|
0.618 |
511-0 |
|
1.000 |
508-6 |
|
1.618 |
505-0 |
|
2.618 |
499-0 |
|
4.250 |
489-2 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
519-5 |
519-1 |
| PP |
518-5 |
517-7 |
| S1 |
517-6 |
516-4 |
|