CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 528-0 538-2 10-2 1.9% 521-0
High 537-4 544-2 6-6 1.3% 544-2
Low 527-0 538-2 11-2 2.1% 507-6
Close 536-4 544-0 7-4 1.4% 544-0
Range 10-4 6-0 -4-4 -42.9% 36-4
ATR 11-3 11-1 -0-2 -2.3% 0-0
Volume 72,940 111,776 38,836 53.2% 429,032
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 560-1 558-1 547-2
R3 554-1 552-1 545-5
R2 548-1 548-1 545-1
R1 546-1 546-1 544-4 547-1
PP 542-1 542-1 542-1 542-6
S1 540-1 540-1 543-4 541-1
S2 536-1 536-1 542-7
S3 530-1 534-1 542-3
S4 524-1 528-1 540-6
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 641-4 629-2 564-1
R3 605-0 592-6 554-0
R2 568-4 568-4 550-6
R1 556-2 556-2 547-3 562-3
PP 532-0 532-0 532-0 535-0
S1 519-6 519-6 540-5 525-7
S2 495-4 495-4 537-2
S3 459-0 483-2 534-0
S4 422-4 446-6 523-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 544-2 507-6 36-4 6.7% 7-6 1.4% 99% True False 85,806
10 544-2 507-6 36-4 6.7% 7-6 1.4% 99% True False 81,279
20 548-2 502-0 46-2 8.5% 9-0 1.7% 91% False False 78,895
40 549-0 502-0 47-0 8.6% 8-1 1.5% 89% False False 68,443
60 575-0 502-0 73-0 13.4% 7-6 1.4% 58% False False 60,398
80 575-0 502-0 73-0 13.4% 7-3 1.4% 58% False False 53,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 569-6
2.618 560-0
1.618 554-0
1.000 550-2
0.618 548-0
HIGH 544-2
0.618 542-0
0.500 541-2
0.382 540-4
LOW 538-2
0.618 534-4
1.000 532-2
1.618 528-4
2.618 522-4
4.250 512-6
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 543-1 539-2
PP 542-1 534-3
S1 541-2 529-5

These figures are updated between 7pm and 10pm EST after a trading day.

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