CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
525-4 |
520-0 |
-5-4 |
-1.0% |
554-0 |
| High |
525-4 |
527-4 |
2-0 |
0.4% |
555-0 |
| Low |
515-4 |
520-0 |
4-4 |
0.9% |
516-4 |
| Close |
522-4 |
526-6 |
4-2 |
0.8% |
526-4 |
| Range |
10-0 |
7-4 |
-2-4 |
-25.0% |
38-4 |
| ATR |
11-0 |
10-6 |
-0-2 |
-2.3% |
0-0 |
| Volume |
42,636 |
46,044 |
3,408 |
8.0% |
168,969 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-2 |
544-4 |
530-7 |
|
| R3 |
539-6 |
537-0 |
528-6 |
|
| R2 |
532-2 |
532-2 |
528-1 |
|
| R1 |
529-4 |
529-4 |
527-4 |
530-7 |
| PP |
524-6 |
524-6 |
524-6 |
525-4 |
| S1 |
522-0 |
522-0 |
526-0 |
523-3 |
| S2 |
517-2 |
517-2 |
525-3 |
|
| S3 |
509-6 |
514-4 |
524-6 |
|
| S4 |
502-2 |
507-0 |
522-5 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-1 |
625-7 |
547-5 |
|
| R3 |
609-5 |
587-3 |
537-1 |
|
| R2 |
571-1 |
571-1 |
533-4 |
|
| R1 |
548-7 |
548-7 |
530-0 |
540-6 |
| PP |
532-5 |
532-5 |
532-5 |
528-5 |
| S1 |
510-3 |
510-3 |
523-0 |
502-2 |
| S2 |
494-1 |
494-1 |
519-4 |
|
| S3 |
455-5 |
471-7 |
515-7 |
|
| S4 |
417-1 |
433-3 |
505-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
532-2 |
515-4 |
16-6 |
3.2% |
9-7 |
1.9% |
67% |
False |
False |
40,435 |
| 10 |
555-0 |
515-4 |
39-4 |
7.5% |
10-2 |
2.0% |
28% |
False |
False |
34,380 |
| 20 |
555-0 |
507-0 |
48-0 |
9.1% |
9-1 |
1.7% |
41% |
False |
False |
35,564 |
| 40 |
574-2 |
507-0 |
67-2 |
12.8% |
8-0 |
1.5% |
29% |
False |
False |
32,720 |
| 60 |
609-0 |
507-0 |
102-0 |
19.4% |
7-7 |
1.5% |
19% |
False |
False |
28,921 |
| 80 |
609-0 |
507-0 |
102-0 |
19.4% |
7-4 |
1.4% |
19% |
False |
False |
24,481 |
| 100 |
615-4 |
507-0 |
108-4 |
20.6% |
6-6 |
1.3% |
18% |
False |
False |
21,094 |
| 120 |
618-0 |
507-0 |
111-0 |
21.1% |
6-0 |
1.1% |
18% |
False |
False |
18,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
559-3 |
|
2.618 |
547-1 |
|
1.618 |
539-5 |
|
1.000 |
535-0 |
|
0.618 |
532-1 |
|
HIGH |
527-4 |
|
0.618 |
524-5 |
|
0.500 |
523-6 |
|
0.382 |
522-7 |
|
LOW |
520-0 |
|
0.618 |
515-3 |
|
1.000 |
512-4 |
|
1.618 |
507-7 |
|
2.618 |
500-3 |
|
4.250 |
488-1 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
525-6 |
525-0 |
| PP |
524-6 |
523-2 |
| S1 |
523-6 |
521-4 |
|