CME Pit-Traded Corn Future September 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 |
534-4 |
544-0 |
9-4 |
1.8% |
514-4 |
| High |
541-0 |
551-0 |
10-0 |
1.8% |
551-0 |
| Low |
534-4 |
544-0 |
9-4 |
1.8% |
512-4 |
| Close |
538-4 |
546-4 |
8-0 |
1.5% |
546-4 |
| Range |
6-4 |
7-0 |
0-4 |
7.7% |
38-4 |
| ATR |
9-7 |
10-0 |
0-2 |
1.9% |
0-0 |
| Volume |
33,507 |
25,741 |
-7,766 |
-23.2% |
152,101 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
568-1 |
564-3 |
550-3 |
|
| R3 |
561-1 |
557-3 |
548-3 |
|
| R2 |
554-1 |
554-1 |
547-6 |
|
| R1 |
550-3 |
550-3 |
547-1 |
552-2 |
| PP |
547-1 |
547-1 |
547-1 |
548-1 |
| S1 |
543-3 |
543-3 |
545-7 |
545-2 |
| S2 |
540-1 |
540-1 |
545-2 |
|
| S3 |
533-1 |
536-3 |
544-5 |
|
| S4 |
526-1 |
529-3 |
542-5 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-1 |
637-7 |
567-5 |
|
| R3 |
613-5 |
599-3 |
557-1 |
|
| R2 |
575-1 |
575-1 |
553-4 |
|
| R1 |
560-7 |
560-7 |
550-0 |
568-0 |
| PP |
536-5 |
536-5 |
536-5 |
540-2 |
| S1 |
522-3 |
522-3 |
543-0 |
529-4 |
| S2 |
498-1 |
498-1 |
539-4 |
|
| S3 |
459-5 |
483-7 |
535-7 |
|
| S4 |
421-1 |
445-3 |
525-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551-0 |
512-4 |
38-4 |
7.0% |
8-3 |
1.5% |
88% |
True |
False |
30,420 |
| 10 |
551-0 |
507-0 |
44-0 |
8.1% |
7-2 |
1.3% |
90% |
True |
False |
35,540 |
| 20 |
560-6 |
507-0 |
53-6 |
9.8% |
7-7 |
1.4% |
73% |
False |
False |
33,790 |
| 40 |
587-4 |
507-0 |
80-4 |
14.7% |
7-7 |
1.4% |
49% |
False |
False |
29,708 |
| 60 |
609-0 |
507-0 |
102-0 |
18.7% |
7-3 |
1.3% |
39% |
False |
False |
26,019 |
| 80 |
609-0 |
507-0 |
102-0 |
18.7% |
6-6 |
1.2% |
39% |
False |
False |
21,990 |
| 100 |
618-0 |
507-0 |
111-0 |
20.3% |
6-2 |
1.1% |
36% |
False |
False |
18,746 |
| 120 |
618-0 |
507-0 |
111-0 |
20.3% |
5-5 |
1.0% |
36% |
False |
False |
15,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-6 |
|
2.618 |
569-3 |
|
1.618 |
562-3 |
|
1.000 |
558-0 |
|
0.618 |
555-3 |
|
HIGH |
551-0 |
|
0.618 |
548-3 |
|
0.500 |
547-4 |
|
0.382 |
546-5 |
|
LOW |
544-0 |
|
0.618 |
539-5 |
|
1.000 |
537-0 |
|
1.618 |
532-5 |
|
2.618 |
525-5 |
|
4.250 |
514-2 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
547-4 |
543-1 |
| PP |
547-1 |
539-7 |
| S1 |
546-7 |
536-4 |
|