CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
512-0 |
514-4 |
2-4 |
0.5% |
530-4 |
High |
514-0 |
520-0 |
6-0 |
1.2% |
540-0 |
Low |
507-0 |
512-4 |
5-4 |
1.1% |
507-0 |
Close |
511-2 |
514-4 |
3-2 |
0.6% |
511-2 |
Range |
7-0 |
7-4 |
0-4 |
7.1% |
33-0 |
ATR |
9-6 |
9-5 |
-0-1 |
-0.7% |
0-0 |
Volume |
55,775 |
39,397 |
-16,378 |
-29.4% |
203,304 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
538-1 |
533-7 |
518-5 |
|
R3 |
530-5 |
526-3 |
516-4 |
|
R2 |
523-1 |
523-1 |
515-7 |
|
R1 |
518-7 |
518-7 |
515-2 |
518-2 |
PP |
515-5 |
515-5 |
515-5 |
515-3 |
S1 |
511-3 |
511-3 |
513-6 |
510-6 |
S2 |
508-1 |
508-1 |
513-1 |
|
S3 |
500-5 |
503-7 |
512-4 |
|
S4 |
493-1 |
496-3 |
510-3 |
|
|
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 |
6.4% |
6-7 |
1.3% |
23% |
False |
False |
41,187 |
10 |
553-6 |
507-0 |
46-6 |
9.1% |
7-7 |
1.5% |
16% |
False |
False |
37,724 |
20 |
560-6 |
507-0 |
53-6 |
10.4% |
7-2 |
1.4% |
14% |
False |
False |
34,162 |
40 |
607-0 |
507-0 |
100-0 |
19.4% |
7-4 |
1.5% |
8% |
False |
False |
29,071 |
60 |
609-0 |
507-0 |
102-0 |
19.8% |
7-1 |
1.4% |
7% |
False |
False |
24,808 |
80 |
609-0 |
507-0 |
102-0 |
19.8% |
6-5 |
1.3% |
7% |
False |
False |
20,894 |
100 |
618-0 |
507-0 |
111-0 |
21.6% |
6-0 |
1.2% |
7% |
False |
False |
17,713 |
120 |
618-0 |
507-0 |
111-0 |
21.6% |
5-4 |
1.1% |
7% |
False |
False |
15,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
551-7 |
2.618 |
539-5 |
1.618 |
532-1 |
1.000 |
527-4 |
0.618 |
524-5 |
HIGH |
520-0 |
0.618 |
517-1 |
0.500 |
516-2 |
0.382 |
515-3 |
LOW |
512-4 |
0.618 |
507-7 |
1.000 |
505-0 |
1.618 |
500-3 |
2.618 |
492-7 |
4.250 |
480-5 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
516-2 |
514-1 |
PP |
515-5 |
513-7 |
S1 |
515-1 |
513-4 |
|