CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 523-4 525-4 2-0 0.4% 525-4
High 532-0 529-4 -2-4 -0.5% 532-0
Low 514-6 523-0 8-2 1.6% 514-6
Close 514-6 527-4 12-6 2.5% 514-6
Range 17-2 6-4 -10-6 -62.3% 17-2
ATR 10-6 11-1 0-2 2.6% 0-0
Volume 68,628 32,075 -36,553 -53.3% 213,511
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 546-1 543-3 531-1
R3 539-5 536-7 529-2
R2 533-1 533-1 528-6
R1 530-3 530-3 528-1 531-6
PP 526-5 526-5 526-5 527-3
S1 523-7 523-7 526-7 525-2
S2 520-1 520-1 526-2
S3 513-5 517-3 525-6
S4 507-1 510-7 523-7
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 3.3% 9-1 1.7% 74% False False 49,117
10 555-0 514-6 40-2 7.6% 10-2 1.9% 32% False False 41,455
20 555-0 507-0 48-0 9.1% 8-6 1.7% 43% False False 38,498
40 570-2 507-0 63-2 12.0% 8-1 1.5% 32% False False 34,225
60 607-0 507-0 100-0 19.0% 8-1 1.5% 21% False False 30,581
80 609-0 507-0 102-0 19.3% 7-5 1.4% 20% False False 26,122
100 613-0 507-0 106-0 20.1% 6-7 1.3% 19% False False 22,540
120 618-0 507-0 111-0 21.0% 6-2 1.2% 18% False False 19,285
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 557-1
2.618 546-4
1.618 540-0
1.000 536-0
0.618 533-4
HIGH 529-4
0.618 527-0
0.500 526-2
0.382 525-4
LOW 523-0
0.618 519-0
1.000 516-4
1.618 512-4
2.618 506-0
4.250 495-3
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 527-1 526-1
PP 526-5 524-6
S1 526-2 523-3

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

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