CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
518-0 |
512-0 |
-6-0 |
-1.2% |
530-4 |
| High |
518-0 |
514-0 |
-4-0 |
-0.8% |
540-0 |
| Low |
513-0 |
507-0 |
-6-0 |
-1.2% |
507-0 |
| Close |
513-4 |
511-2 |
-2-2 |
-0.4% |
511-2 |
| Range |
5-0 |
7-0 |
2-0 |
40.0% |
33-0 |
| ATR |
10-0 |
9-6 |
-0-2 |
-2.1% |
0-0 |
| Volume |
37,167 |
55,775 |
18,608 |
50.1% |
203,304 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
531-6 |
528-4 |
515-1 |
|
| R3 |
524-6 |
521-4 |
513-1 |
|
| R2 |
517-6 |
517-6 |
512-4 |
|
| R1 |
514-4 |
514-4 |
511-7 |
512-5 |
| PP |
510-6 |
510-6 |
510-6 |
509-6 |
| S1 |
507-4 |
507-4 |
510-5 |
505-5 |
| S2 |
503-6 |
503-6 |
510-0 |
|
| S3 |
496-6 |
500-4 |
509-3 |
|
| S4 |
489-6 |
493-4 |
507-3 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-3 |
597-7 |
529-3 |
|
| R3 |
585-3 |
564-7 |
520-3 |
|
| R2 |
552-3 |
552-3 |
517-2 |
|
| R1 |
531-7 |
531-7 |
514-2 |
525-5 |
| PP |
519-3 |
519-3 |
519-3 |
516-2 |
| S1 |
498-7 |
498-7 |
508-2 |
492-5 |
| S2 |
486-3 |
486-3 |
505-2 |
|
| S3 |
453-3 |
465-7 |
502-1 |
|
| S4 |
420-3 |
432-7 |
493-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
540-0 |
507-0 |
33-0 |
6.5% |
6-2 |
1.2% |
13% |
False |
True |
40,660 |
| 10 |
560-6 |
507-0 |
53-6 |
10.5% |
8-0 |
1.6% |
8% |
False |
True |
37,451 |
| 20 |
560-6 |
507-0 |
53-6 |
10.5% |
7-3 |
1.4% |
8% |
False |
True |
33,177 |
| 40 |
607-0 |
507-0 |
100-0 |
19.6% |
7-3 |
1.5% |
4% |
False |
True |
28,543 |
| 60 |
609-0 |
507-0 |
102-0 |
20.0% |
7-1 |
1.4% |
4% |
False |
True |
24,297 |
| 80 |
609-0 |
507-0 |
102-0 |
20.0% |
6-5 |
1.3% |
4% |
False |
True |
20,524 |
| 100 |
618-0 |
507-0 |
111-0 |
21.7% |
5-7 |
1.2% |
4% |
False |
True |
17,336 |
| 120 |
618-0 |
507-0 |
111-0 |
21.7% |
5-5 |
1.1% |
4% |
False |
True |
14,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
543-6 |
|
2.618 |
532-3 |
|
1.618 |
525-3 |
|
1.000 |
521-0 |
|
0.618 |
518-3 |
|
HIGH |
514-0 |
|
0.618 |
511-3 |
|
0.500 |
510-4 |
|
0.382 |
509-5 |
|
LOW |
507-0 |
|
0.618 |
502-5 |
|
1.000 |
500-0 |
|
1.618 |
495-5 |
|
2.618 |
488-5 |
|
4.250 |
477-2 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
511-0 |
520-4 |
| PP |
510-6 |
517-3 |
| S1 |
510-4 |
514-3 |
|