CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
520-0 |
526-4 |
6-4 |
1.3% |
554-0 |
| High |
527-4 |
529-2 |
1-6 |
0.3% |
555-0 |
| Low |
520-0 |
525-0 |
5-0 |
1.0% |
516-4 |
| Close |
526-6 |
525-4 |
-1-2 |
-0.2% |
526-4 |
| Range |
7-4 |
4-2 |
-3-2 |
-43.3% |
38-4 |
| ATR |
10-6 |
10-2 |
-0-4 |
-4.3% |
0-0 |
| Volume |
46,044 |
56,203 |
10,159 |
22.1% |
168,969 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
539-3 |
536-5 |
527-7 |
|
| R3 |
535-1 |
532-3 |
526-5 |
|
| R2 |
530-7 |
530-7 |
526-2 |
|
| R1 |
528-1 |
528-1 |
525-7 |
527-3 |
| PP |
526-5 |
526-5 |
526-5 |
526-2 |
| S1 |
523-7 |
523-7 |
525-1 |
523-1 |
| S2 |
522-3 |
522-3 |
524-6 |
|
| S3 |
518-1 |
519-5 |
524-3 |
|
| S4 |
513-7 |
515-3 |
523-1 |
|
|
| 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% |
8-6 |
1.7% |
60% |
False |
False |
42,974 |
| 10 |
555-0 |
515-4 |
39-4 |
7.5% |
9-2 |
1.8% |
25% |
False |
False |
37,310 |
| 20 |
555-0 |
507-0 |
48-0 |
9.1% |
8-6 |
1.7% |
39% |
False |
False |
36,580 |
| 40 |
574-2 |
507-0 |
67-2 |
12.8% |
7-6 |
1.5% |
28% |
False |
False |
33,128 |
| 60 |
607-0 |
507-0 |
100-0 |
19.0% |
7-7 |
1.5% |
19% |
False |
False |
29,457 |
| 80 |
609-0 |
507-0 |
102-0 |
19.4% |
7-3 |
1.4% |
18% |
False |
False |
25,074 |
| 100 |
615-4 |
507-0 |
108-4 |
20.6% |
6-6 |
1.3% |
17% |
False |
False |
21,615 |
| 120 |
618-0 |
507-0 |
111-0 |
21.1% |
6-1 |
1.2% |
17% |
False |
False |
18,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
547-2 |
|
2.618 |
540-3 |
|
1.618 |
536-1 |
|
1.000 |
533-4 |
|
0.618 |
531-7 |
|
HIGH |
529-2 |
|
0.618 |
527-5 |
|
0.500 |
527-1 |
|
0.382 |
526-5 |
|
LOW |
525-0 |
|
0.618 |
522-3 |
|
1.000 |
520-6 |
|
1.618 |
518-1 |
|
2.618 |
513-7 |
|
4.250 |
507-0 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
527-1 |
524-4 |
| PP |
526-5 |
523-3 |
| S1 |
526-0 |
522-3 |
|