CME Pit-Traded Corn Future September 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 |
520-0 |
524-0 |
4-0 |
0.8% |
530-4 |
| High |
524-4 |
537-0 |
12-4 |
2.4% |
540-0 |
| Low |
518-6 |
522-0 |
3-2 |
0.6% |
507-0 |
| Close |
523-0 |
537-0 |
14-0 |
2.7% |
511-2 |
| Range |
5-6 |
15-0 |
9-2 |
160.9% |
33-0 |
| ATR |
9-6 |
10-1 |
0-3 |
3.9% |
0-0 |
| Volume |
26,552 |
26,904 |
352 |
1.3% |
203,304 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577-0 |
572-0 |
545-2 |
|
| R3 |
562-0 |
557-0 |
541-1 |
|
| R2 |
547-0 |
547-0 |
539-6 |
|
| R1 |
542-0 |
542-0 |
538-3 |
544-4 |
| PP |
532-0 |
532-0 |
532-0 |
533-2 |
| S1 |
527-0 |
527-0 |
535-5 |
529-4 |
| S2 |
517-0 |
517-0 |
534-2 |
|
| S3 |
502-0 |
512-0 |
532-7 |
|
| S4 |
487-0 |
497-0 |
528-6 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-3 |
597-7 |
529-3 |
|
| R3 |
585-3 |
564-7 |
520-3 |
|
| R2 |
552-3 |
552-3 |
517-2 |
|
| R1 |
531-7 |
531-7 |
514-2 |
525-5 |
| PP |
519-3 |
519-3 |
519-3 |
516-2 |
| S1 |
498-7 |
498-7 |
508-2 |
492-5 |
| S2 |
486-3 |
486-3 |
505-2 |
|
| S3 |
453-3 |
465-7 |
502-1 |
|
| S4 |
420-3 |
432-7 |
493-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
537-0 |
507-0 |
30-0 |
5.6% |
8-0 |
1.5% |
100% |
True |
False |
37,159 |
| 10 |
541-0 |
507-0 |
34-0 |
6.3% |
8-2 |
1.5% |
88% |
False |
False |
35,851 |
| 20 |
560-6 |
507-0 |
53-6 |
10.0% |
8-1 |
1.5% |
56% |
False |
False |
34,361 |
| 40 |
595-0 |
507-0 |
88-0 |
16.4% |
7-7 |
1.5% |
34% |
False |
False |
29,160 |
| 60 |
609-0 |
507-0 |
102-0 |
19.0% |
7-2 |
1.4% |
29% |
False |
False |
25,385 |
| 80 |
609-0 |
507-0 |
102-0 |
19.0% |
6-6 |
1.3% |
29% |
False |
False |
21,443 |
| 100 |
618-0 |
507-0 |
111-0 |
20.7% |
6-1 |
1.1% |
27% |
False |
False |
18,209 |
| 120 |
618-0 |
507-0 |
111-0 |
20.7% |
5-5 |
1.0% |
27% |
False |
False |
15,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
600-6 |
|
2.618 |
576-2 |
|
1.618 |
561-2 |
|
1.000 |
552-0 |
|
0.618 |
546-2 |
|
HIGH |
537-0 |
|
0.618 |
531-2 |
|
0.500 |
529-4 |
|
0.382 |
527-6 |
|
LOW |
522-0 |
|
0.618 |
512-6 |
|
1.000 |
507-0 |
|
1.618 |
497-6 |
|
2.618 |
482-6 |
|
4.250 |
458-2 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
534-4 |
532-7 |
| PP |
532-0 |
528-7 |
| S1 |
529-4 |
524-6 |
|