CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
524-0 |
525-4 |
1-4 |
0.3% |
554-0 |
| High |
527-4 |
525-4 |
-2-0 |
-0.4% |
555-0 |
| Low |
521-2 |
515-4 |
-5-6 |
-1.1% |
516-4 |
| Close |
526-4 |
522-4 |
-4-0 |
-0.8% |
526-4 |
| Range |
6-2 |
10-0 |
3-6 |
60.0% |
38-4 |
| ATR |
11-0 |
11-0 |
0-0 |
0.0% |
0-0 |
| Volume |
41,349 |
42,636 |
1,287 |
3.1% |
168,969 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
551-1 |
546-7 |
528-0 |
|
| R3 |
541-1 |
536-7 |
525-2 |
|
| R2 |
531-1 |
531-1 |
524-3 |
|
| R1 |
526-7 |
526-7 |
523-3 |
524-0 |
| PP |
521-1 |
521-1 |
521-1 |
519-6 |
| S1 |
516-7 |
516-7 |
521-5 |
514-0 |
| S2 |
511-1 |
511-1 |
520-5 |
|
| S3 |
501-1 |
506-7 |
519-6 |
|
| S4 |
491-1 |
496-7 |
517-0 |
|
|
| 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 |
543-6 |
515-4 |
28-2 |
5.4% |
12-0 |
2.3% |
25% |
False |
True |
36,217 |
| 10 |
555-0 |
515-4 |
39-4 |
7.6% |
10-1 |
1.9% |
18% |
False |
True |
32,430 |
| 20 |
555-0 |
507-0 |
48-0 |
9.2% |
9-0 |
1.7% |
32% |
False |
False |
35,077 |
| 40 |
574-2 |
507-0 |
67-2 |
12.9% |
8-0 |
1.5% |
23% |
False |
False |
32,187 |
| 60 |
609-0 |
507-0 |
102-0 |
19.5% |
7-7 |
1.5% |
15% |
False |
False |
28,389 |
| 80 |
609-0 |
507-0 |
102-0 |
19.5% |
7-3 |
1.4% |
15% |
False |
False |
24,053 |
| 100 |
617-6 |
507-0 |
110-6 |
21.2% |
6-6 |
1.3% |
14% |
False |
False |
20,698 |
| 120 |
618-0 |
507-0 |
111-0 |
21.2% |
6-0 |
1.1% |
14% |
False |
False |
17,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568-0 |
|
2.618 |
551-5 |
|
1.618 |
541-5 |
|
1.000 |
535-4 |
|
0.618 |
531-5 |
|
HIGH |
525-4 |
|
0.618 |
521-5 |
|
0.500 |
520-4 |
|
0.382 |
519-3 |
|
LOW |
515-4 |
|
0.618 |
509-3 |
|
1.000 |
505-4 |
|
1.618 |
499-3 |
|
2.618 |
489-3 |
|
4.250 |
473-0 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
521-7 |
523-7 |
| PP |
521-1 |
523-3 |
| S1 |
520-4 |
523-0 |
|