CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 526-4 523-4 -3-0 -0.6% 525-4
High 529-2 532-0 2-6 0.5% 532-0
Low 525-0 514-6 -10-2 -2.0% 514-6
Close 525-4 514-6 -10-6 -2.0% 514-6
Range 4-2 17-2 13-0 305.9% 17-2
ATR 10-2 10-6 0-4 4.8% 0-0
Volume 56,203 68,628 12,425 22.1% 213,511
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 572-2 560-6 524-2
R3 555-0 543-4 519-4
R2 537-6 537-6 517-7
R1 526-2 526-2 516-3 523-3
PP 520-4 520-4 520-4 519-0
S1 509-0 509-0 513-1 506-1
S2 503-2 503-2 511-5
S3 486-0 491-6 510-0
S4 468-6 474-4 505-2
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 572-2 560-6 524-2
R3 555-0 543-4 519-4
R2 537-6 537-6 517-7
R1 526-2 526-2 516-3 523-3
PP 520-4 520-4 520-4 519-0
S1 509-0 509-0 513-1 506-1
S2 503-2 503-2 511-5
S3 486-0 491-6 510-0
S4 468-6 474-4 505-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 532-0 514-6 17-2 3.4% 9-0 1.8% 0% True True 50,972
10 555-0 514-6 40-2 7.8% 10-2 2.0% 0% False True 40,822
20 555-0 507-0 48-0 9.3% 9-2 1.8% 16% False False 38,246
40 570-2 507-0 63-2 12.3% 8-0 1.6% 12% False False 33,988
60 607-0 507-0 100-0 19.4% 8-1 1.6% 8% False False 30,274
80 609-0 507-0 102-0 19.8% 7-5 1.5% 8% False False 25,827
100 615-4 507-0 108-4 21.1% 6-7 1.3% 7% False False 22,256
120 618-0 507-0 111-0 21.6% 6-2 1.2% 7% False False 19,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 605-2
2.618 577-1
1.618 559-7
1.000 549-2
0.618 542-5
HIGH 532-0
0.618 525-3
0.500 523-3
0.382 521-3
LOW 514-6
0.618 504-1
1.000 497-4
1.618 486-7
2.618 469-5
4.250 441-4
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 523-3 523-3
PP 520-4 520-4
S1 517-5 517-5

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

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