CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
543-0 |
520-0 |
-23-0 |
-4.2% |
514-4 |
| High |
543-6 |
530-0 |
-13-6 |
-2.5% |
551-0 |
| Low |
525-4 |
520-0 |
-5-4 |
-1.0% |
512-4 |
| Close |
526-0 |
529-0 |
3-0 |
0.6% |
546-4 |
| Range |
18-2 |
10-0 |
-8-2 |
-45.2% |
38-4 |
| ATR |
10-7 |
10-6 |
0-0 |
-0.6% |
0-0 |
| Volume |
24,954 |
43,507 |
18,553 |
74.3% |
152,101 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556-3 |
552-5 |
534-4 |
|
| R3 |
546-3 |
542-5 |
531-6 |
|
| R2 |
536-3 |
536-3 |
530-7 |
|
| R1 |
532-5 |
532-5 |
529-7 |
534-4 |
| PP |
526-3 |
526-3 |
526-3 |
527-2 |
| S1 |
522-5 |
522-5 |
528-1 |
524-4 |
| S2 |
516-3 |
516-3 |
527-1 |
|
| S3 |
506-3 |
512-5 |
526-2 |
|
| S4 |
496-3 |
502-5 |
523-4 |
|
|
| 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 |
555-0 |
520-0 |
35-0 |
6.6% |
9-5 |
1.8% |
26% |
False |
True |
31,645 |
| 10 |
555-0 |
507-0 |
48-0 |
9.1% |
8-7 |
1.7% |
46% |
False |
False |
34,402 |
| 20 |
560-6 |
507-0 |
53-6 |
10.2% |
8-2 |
1.6% |
41% |
False |
False |
34,124 |
| 40 |
578-6 |
507-0 |
71-6 |
13.6% |
8-1 |
1.5% |
31% |
False |
False |
30,760 |
| 60 |
609-0 |
507-0 |
102-0 |
19.3% |
7-5 |
1.4% |
22% |
False |
False |
27,042 |
| 80 |
609-0 |
507-0 |
102-0 |
19.3% |
7-1 |
1.3% |
22% |
False |
False |
22,850 |
| 100 |
618-0 |
507-0 |
111-0 |
21.0% |
6-4 |
1.2% |
20% |
False |
False |
19,665 |
| 120 |
618-0 |
507-0 |
111-0 |
21.0% |
5-6 |
1.1% |
20% |
False |
False |
16,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
572-4 |
|
2.618 |
556-1 |
|
1.618 |
546-1 |
|
1.000 |
540-0 |
|
0.618 |
536-1 |
|
HIGH |
530-0 |
|
0.618 |
526-1 |
|
0.500 |
525-0 |
|
0.382 |
523-7 |
|
LOW |
520-0 |
|
0.618 |
513-7 |
|
1.000 |
510-0 |
|
1.618 |
503-7 |
|
2.618 |
493-7 |
|
4.250 |
477-4 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
527-5 |
537-4 |
| PP |
526-3 |
534-5 |
| S1 |
525-0 |
531-7 |
|