CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
554-0 |
543-0 |
-11-0 |
-2.0% |
514-4 |
| High |
555-0 |
543-6 |
-11-2 |
-2.0% |
551-0 |
| Low |
548-4 |
525-4 |
-23-0 |
-4.2% |
512-4 |
| Close |
548-4 |
526-0 |
-22-4 |
-4.1% |
546-4 |
| Range |
6-4 |
18-2 |
11-6 |
180.8% |
38-4 |
| ATR |
9-7 |
10-7 |
0-7 |
9.4% |
0-0 |
| Volume |
30,517 |
24,954 |
-5,563 |
-18.2% |
152,101 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586-4 |
574-4 |
536-0 |
|
| R3 |
568-2 |
556-2 |
531-0 |
|
| R2 |
550-0 |
550-0 |
529-3 |
|
| R1 |
538-0 |
538-0 |
527-5 |
534-7 |
| PP |
531-6 |
531-6 |
531-6 |
530-2 |
| S1 |
519-6 |
519-6 |
524-3 |
516-5 |
| S2 |
513-4 |
513-4 |
522-5 |
|
| S3 |
495-2 |
501-4 |
521-0 |
|
| S4 |
477-0 |
483-2 |
516-0 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-1 |
637-7 |
567-5 |
|
| R3 |
613-5 |
599-3 |
557-1 |
|
| R2 |
575-1 |
575-1 |
553-4 |
|
| R1 |
560-7 |
560-7 |
550-0 |
568-0 |
| PP |
536-5 |
536-5 |
536-5 |
540-2 |
| S1 |
522-3 |
522-3 |
543-0 |
529-4 |
| S2 |
498-1 |
498-1 |
539-4 |
|
| S3 |
459-5 |
483-7 |
535-7 |
|
| S4 |
421-1 |
445-3 |
525-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
555-0 |
522-0 |
33-0 |
6.3% |
10-5 |
2.0% |
12% |
False |
False |
28,324 |
| 10 |
555-0 |
507-0 |
48-0 |
9.1% |
8-6 |
1.7% |
40% |
False |
False |
34,377 |
| 20 |
560-6 |
507-0 |
53-6 |
10.2% |
8-3 |
1.6% |
35% |
False |
False |
33,571 |
| 40 |
587-4 |
507-0 |
80-4 |
15.3% |
8-1 |
1.5% |
24% |
False |
False |
30,056 |
| 60 |
609-0 |
507-0 |
102-0 |
19.4% |
7-4 |
1.4% |
19% |
False |
False |
26,531 |
| 80 |
609-0 |
507-0 |
102-0 |
19.4% |
7-0 |
1.3% |
19% |
False |
False |
22,438 |
| 100 |
618-0 |
507-0 |
111-0 |
21.1% |
6-3 |
1.2% |
17% |
False |
False |
19,264 |
| 120 |
618-0 |
507-0 |
111-0 |
21.1% |
5-6 |
1.1% |
17% |
False |
False |
16,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
621-2 |
|
2.618 |
591-4 |
|
1.618 |
573-2 |
|
1.000 |
562-0 |
|
0.618 |
555-0 |
|
HIGH |
543-6 |
|
0.618 |
536-6 |
|
0.500 |
534-5 |
|
0.382 |
532-4 |
|
LOW |
525-4 |
|
0.618 |
514-2 |
|
1.000 |
507-2 |
|
1.618 |
496-0 |
|
2.618 |
477-6 |
|
4.250 |
448-0 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
534-5 |
540-2 |
| PP |
531-6 |
535-4 |
| S1 |
528-7 |
530-6 |
|