CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
532-0 |
518-0 |
-14-0 |
-2.6% |
552-4 |
High |
534-0 |
518-0 |
-16-0 |
-3.0% |
560-6 |
Low |
525-0 |
513-0 |
-12-0 |
-2.3% |
524-4 |
Close |
527-0 |
513-4 |
-13-4 |
-2.6% |
535-2 |
Range |
9-0 |
5-0 |
-4-0 |
-44.4% |
36-2 |
ATR |
9-5 |
10-0 |
0-2 |
3.2% |
0-0 |
Volume |
43,259 |
37,167 |
-6,092 |
-14.1% |
171,215 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-7 |
526-5 |
516-2 |
|
R3 |
524-7 |
521-5 |
514-7 |
|
R2 |
519-7 |
519-7 |
514-3 |
|
R1 |
516-5 |
516-5 |
514-0 |
515-6 |
PP |
514-7 |
514-7 |
514-7 |
514-3 |
S1 |
511-5 |
511-5 |
513-0 |
510-6 |
S2 |
509-7 |
509-7 |
512-5 |
|
S3 |
504-7 |
506-5 |
512-1 |
|
S4 |
499-7 |
501-5 |
510-6 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-7 |
628-3 |
555-2 |
|
R3 |
612-5 |
592-1 |
545-2 |
|
R2 |
576-3 |
576-3 |
541-7 |
|
R1 |
555-7 |
555-7 |
538-5 |
548-0 |
PP |
540-1 |
540-1 |
540-1 |
536-2 |
S1 |
519-5 |
519-5 |
531-7 |
511-6 |
S2 |
503-7 |
503-7 |
528-5 |
|
S3 |
467-5 |
483-3 |
525-2 |
|
S4 |
431-3 |
447-1 |
515-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
541-0 |
513-0 |
28-0 |
5.5% |
8-1 |
1.6% |
2% |
False |
True |
34,914 |
10 |
560-6 |
513-0 |
47-6 |
9.3% |
8-0 |
1.5% |
1% |
False |
True |
34,950 |
20 |
560-6 |
513-0 |
47-6 |
9.3% |
7-3 |
1.4% |
1% |
False |
True |
31,630 |
40 |
607-0 |
513-0 |
94-0 |
18.3% |
7-3 |
1.4% |
1% |
False |
True |
27,808 |
60 |
609-0 |
513-0 |
96-0 |
18.7% |
7-0 |
1.4% |
1% |
False |
True |
23,542 |
80 |
609-0 |
513-0 |
96-0 |
18.7% |
6-5 |
1.3% |
1% |
False |
True |
19,961 |
100 |
618-0 |
513-0 |
105-0 |
20.4% |
5-7 |
1.1% |
0% |
False |
True |
16,794 |
120 |
618-0 |
513-0 |
105-0 |
20.4% |
5-5 |
1.1% |
0% |
False |
True |
14,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
539-2 |
2.618 |
531-1 |
1.618 |
526-1 |
1.000 |
523-0 |
0.618 |
521-1 |
HIGH |
518-0 |
0.618 |
516-1 |
0.500 |
515-4 |
0.382 |
514-7 |
LOW |
513-0 |
0.618 |
509-7 |
1.000 |
508-0 |
1.618 |
504-7 |
2.618 |
499-7 |
4.250 |
491-6 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
515-4 |
526-4 |
PP |
514-7 |
522-1 |
S1 |
514-1 |
517-7 |
|