CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
532-2 |
524-0 |
-8-2 |
-1.6% |
554-0 |
High |
532-2 |
527-4 |
-4-6 |
-0.9% |
555-0 |
Low |
516-4 |
521-2 |
4-6 |
0.9% |
516-4 |
Close |
518-2 |
526-4 |
8-2 |
1.6% |
526-4 |
Range |
15-6 |
6-2 |
-9-4 |
-60.3% |
38-4 |
ATR |
11-1 |
11-0 |
-0-1 |
-1.2% |
0-0 |
Volume |
28,642 |
41,349 |
12,707 |
44.4% |
168,969 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
543-7 |
541-3 |
530-0 |
|
R3 |
537-5 |
535-1 |
528-2 |
|
R2 |
531-3 |
531-3 |
527-5 |
|
R1 |
528-7 |
528-7 |
527-1 |
530-1 |
PP |
525-1 |
525-1 |
525-1 |
525-6 |
S1 |
522-5 |
522-5 |
525-7 |
523-7 |
S2 |
518-7 |
518-7 |
525-3 |
|
S3 |
512-5 |
516-3 |
524-6 |
|
S4 |
506-3 |
510-1 |
523-0 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-1 |
625-7 |
547-5 |
|
R3 |
609-5 |
587-3 |
537-1 |
|
R2 |
571-1 |
571-1 |
533-4 |
|
R1 |
548-7 |
548-7 |
530-0 |
540-6 |
PP |
532-5 |
532-5 |
532-5 |
528-5 |
S1 |
510-3 |
510-3 |
523-0 |
502-2 |
S2 |
494-1 |
494-1 |
519-4 |
|
S3 |
455-5 |
471-7 |
515-7 |
|
S4 |
417-1 |
433-3 |
505-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
555-0 |
516-4 |
38-4 |
7.3% |
11-3 |
2.2% |
26% |
False |
False |
33,793 |
10 |
555-0 |
512-4 |
42-4 |
8.1% |
9-7 |
1.9% |
33% |
False |
False |
32,107 |
20 |
560-6 |
507-0 |
53-6 |
10.2% |
8-7 |
1.7% |
36% |
False |
False |
34,779 |
40 |
574-2 |
507-0 |
67-2 |
12.8% |
8-2 |
1.6% |
29% |
False |
False |
31,671 |
60 |
609-0 |
507-0 |
102-0 |
19.4% |
7-6 |
1.5% |
19% |
False |
False |
27,881 |
80 |
609-0 |
507-0 |
102-0 |
19.4% |
7-3 |
1.4% |
19% |
False |
False |
23,585 |
100 |
618-0 |
507-0 |
111-0 |
21.1% |
6-5 |
1.3% |
18% |
False |
False |
20,304 |
120 |
618-0 |
507-0 |
111-0 |
21.1% |
5-7 |
1.1% |
18% |
False |
False |
17,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
554-0 |
2.618 |
543-7 |
1.618 |
537-5 |
1.000 |
533-6 |
0.618 |
531-3 |
HIGH |
527-4 |
0.618 |
525-1 |
0.500 |
524-3 |
0.382 |
523-5 |
LOW |
521-2 |
0.618 |
517-3 |
1.000 |
515-0 |
1.618 |
511-1 |
2.618 |
504-7 |
4.250 |
494-6 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
525-6 |
525-6 |
PP |
525-1 |
525-1 |
S1 |
524-3 |
524-3 |
|