CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
520-0 |
532-2 |
12-2 |
2.4% |
514-4 |
| High |
530-0 |
532-2 |
2-2 |
0.4% |
551-0 |
| Low |
520-0 |
516-4 |
-3-4 |
-0.7% |
512-4 |
| Close |
529-0 |
518-2 |
-10-6 |
-2.0% |
546-4 |
| Range |
10-0 |
15-6 |
5-6 |
57.5% |
38-4 |
| ATR |
10-6 |
11-1 |
0-3 |
3.3% |
0-0 |
| Volume |
43,507 |
28,642 |
-14,865 |
-34.2% |
152,101 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-5 |
559-5 |
526-7 |
|
| R3 |
553-7 |
543-7 |
522-5 |
|
| R2 |
538-1 |
538-1 |
521-1 |
|
| R1 |
528-1 |
528-1 |
519-6 |
525-2 |
| PP |
522-3 |
522-3 |
522-3 |
520-7 |
| S1 |
512-3 |
512-3 |
516-6 |
509-4 |
| S2 |
506-5 |
506-5 |
515-3 |
|
| S3 |
490-7 |
496-5 |
513-7 |
|
| S4 |
475-1 |
480-7 |
509-5 |
|
|
| 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 |
555-0 |
516-4 |
38-4 |
7.4% |
11-4 |
2.2% |
5% |
False |
True |
30,672 |
| 10 |
555-0 |
507-0 |
48-0 |
9.3% |
9-7 |
1.9% |
23% |
False |
False |
33,549 |
| 20 |
560-6 |
507-0 |
53-6 |
10.4% |
9-0 |
1.7% |
21% |
False |
False |
34,250 |
| 40 |
574-2 |
507-0 |
67-2 |
13.0% |
8-3 |
1.6% |
17% |
False |
False |
31,078 |
| 60 |
609-0 |
507-0 |
102-0 |
19.7% |
7-6 |
1.5% |
11% |
False |
False |
27,354 |
| 80 |
609-0 |
507-0 |
102-0 |
19.7% |
7-2 |
1.4% |
11% |
False |
False |
23,123 |
| 100 |
618-0 |
507-0 |
111-0 |
21.4% |
6-5 |
1.3% |
10% |
False |
False |
19,923 |
| 120 |
618-0 |
507-0 |
111-0 |
21.4% |
5-7 |
1.1% |
10% |
False |
False |
17,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
599-2 |
|
2.618 |
573-4 |
|
1.618 |
557-6 |
|
1.000 |
548-0 |
|
0.618 |
542-0 |
|
HIGH |
532-2 |
|
0.618 |
526-2 |
|
0.500 |
524-3 |
|
0.382 |
522-4 |
|
LOW |
516-4 |
|
0.618 |
506-6 |
|
1.000 |
500-6 |
|
1.618 |
491-0 |
|
2.618 |
475-2 |
|
4.250 |
449-4 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
524-3 |
530-1 |
| PP |
522-3 |
526-1 |
| S1 |
520-2 |
522-2 |
|