CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
514-4 |
520-0 |
5-4 |
1.1% |
530-4 |
| High |
520-0 |
524-4 |
4-4 |
0.9% |
540-0 |
| Low |
512-4 |
518-6 |
6-2 |
1.2% |
507-0 |
| Close |
514-4 |
523-0 |
8-4 |
1.7% |
511-2 |
| Range |
7-4 |
5-6 |
-1-6 |
-23.3% |
33-0 |
| ATR |
9-5 |
9-6 |
0-0 |
0.2% |
0-0 |
| Volume |
39,397 |
26,552 |
-12,845 |
-32.6% |
203,304 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
539-3 |
536-7 |
526-1 |
|
| R3 |
533-5 |
531-1 |
524-5 |
|
| R2 |
527-7 |
527-7 |
524-0 |
|
| R1 |
525-3 |
525-3 |
523-4 |
526-5 |
| PP |
522-1 |
522-1 |
522-1 |
522-6 |
| S1 |
519-5 |
519-5 |
522-4 |
520-7 |
| S2 |
516-3 |
516-3 |
522-0 |
|
| S3 |
510-5 |
513-7 |
521-3 |
|
| S4 |
504-7 |
508-1 |
519-7 |
|
|
| 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 |
534-0 |
507-0 |
27-0 |
5.2% |
6-7 |
1.3% |
59% |
False |
False |
40,430 |
| 10 |
549-0 |
507-0 |
42-0 |
8.0% |
8-0 |
1.5% |
38% |
False |
False |
36,749 |
| 20 |
560-6 |
507-0 |
53-6 |
10.3% |
7-4 |
1.4% |
30% |
False |
False |
34,269 |
| 40 |
604-2 |
507-0 |
97-2 |
18.6% |
7-4 |
1.4% |
16% |
False |
False |
29,034 |
| 60 |
609-0 |
507-0 |
102-0 |
19.5% |
7-1 |
1.4% |
16% |
False |
False |
25,088 |
| 80 |
609-0 |
507-0 |
102-0 |
19.5% |
6-5 |
1.3% |
16% |
False |
False |
21,162 |
| 100 |
618-0 |
507-0 |
111-0 |
21.2% |
6-0 |
1.1% |
14% |
False |
False |
17,958 |
| 120 |
618-0 |
507-0 |
111-0 |
21.2% |
5-4 |
1.0% |
14% |
False |
False |
15,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
549-0 |
|
2.618 |
539-4 |
|
1.618 |
533-6 |
|
1.000 |
530-2 |
|
0.618 |
528-0 |
|
HIGH |
524-4 |
|
0.618 |
522-2 |
|
0.500 |
521-5 |
|
0.382 |
521-0 |
|
LOW |
518-6 |
|
0.618 |
515-2 |
|
1.000 |
513-0 |
|
1.618 |
509-4 |
|
2.618 |
503-6 |
|
4.250 |
494-2 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
522-4 |
520-5 |
| PP |
522-1 |
518-1 |
| S1 |
521-5 |
515-6 |
|