CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
524-0 |
534-4 |
10-4 |
2.0% |
530-4 |
| High |
537-0 |
541-0 |
4-0 |
0.7% |
540-0 |
| Low |
522-0 |
534-4 |
12-4 |
2.4% |
507-0 |
| Close |
537-0 |
538-4 |
1-4 |
0.3% |
511-2 |
| Range |
15-0 |
6-4 |
-8-4 |
-56.7% |
33-0 |
| ATR |
10-1 |
9-7 |
-0-2 |
-2.5% |
0-0 |
| Volume |
26,904 |
33,507 |
6,603 |
24.5% |
203,304 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-4 |
554-4 |
542-1 |
|
| R3 |
551-0 |
548-0 |
540-2 |
|
| R2 |
544-4 |
544-4 |
539-6 |
|
| R1 |
541-4 |
541-4 |
539-1 |
543-0 |
| PP |
538-0 |
538-0 |
538-0 |
538-6 |
| S1 |
535-0 |
535-0 |
537-7 |
536-4 |
| S2 |
531-4 |
531-4 |
537-2 |
|
| S3 |
525-0 |
528-4 |
536-6 |
|
| S4 |
518-4 |
522-0 |
534-7 |
|
|
| 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 |
541-0 |
507-0 |
34-0 |
6.3% |
8-3 |
1.6% |
93% |
True |
False |
36,427 |
| 10 |
541-0 |
507-0 |
34-0 |
6.3% |
8-2 |
1.5% |
93% |
True |
False |
35,670 |
| 20 |
560-6 |
507-0 |
53-6 |
10.0% |
8-2 |
1.5% |
59% |
False |
False |
34,119 |
| 40 |
589-2 |
507-0 |
82-2 |
15.3% |
7-6 |
1.4% |
38% |
False |
False |
29,535 |
| 60 |
609-0 |
507-0 |
102-0 |
18.9% |
7-2 |
1.4% |
31% |
False |
False |
25,783 |
| 80 |
609-0 |
507-0 |
102-0 |
18.9% |
6-6 |
1.3% |
31% |
False |
False |
21,768 |
| 100 |
618-0 |
507-0 |
111-0 |
20.6% |
6-2 |
1.2% |
28% |
False |
False |
18,520 |
| 120 |
618-0 |
507-0 |
111-0 |
20.6% |
5-5 |
1.0% |
28% |
False |
False |
15,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568-5 |
|
2.618 |
558-0 |
|
1.618 |
551-4 |
|
1.000 |
547-4 |
|
0.618 |
545-0 |
|
HIGH |
541-0 |
|
0.618 |
538-4 |
|
0.500 |
537-6 |
|
0.382 |
537-0 |
|
LOW |
534-4 |
|
0.618 |
530-4 |
|
1.000 |
528-0 |
|
1.618 |
524-0 |
|
2.618 |
517-4 |
|
4.250 |
506-7 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
538-2 |
535-5 |
| PP |
538-0 |
532-6 |
| S1 |
537-6 |
529-7 |
|