CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 545-0 549-4 4-4 0.8% 525-4
High 551-4 549-4 -2-0 -0.4% 551-4
Low 545-0 539-0 -6-0 -1.1% 516-0
Close 551-0 540-4 -10-4 -1.9% 551-0
Range 6-4 10-4 4-0 61.5% 35-4
ATR 11-3 11-3 0-0 0.4% 0-0
Volume 77,233 65,155 -12,078 -15.6% 290,332
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 574-4 568-0 546-2
R3 564-0 557-4 543-3
R2 553-4 553-4 542-3
R1 547-0 547-0 541-4 545-0
PP 543-0 543-0 543-0 542-0
S1 536-4 536-4 539-4 534-4
S2 532-4 532-4 538-5
S3 522-0 526-0 537-5
S4 511-4 515-4 534-6
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 646-0 634-0 570-4
R3 610-4 598-4 560-6
R2 575-0 575-0 557-4
R1 563-0 563-0 554-2 569-0
PP 539-4 539-4 539-4 542-4
S1 527-4 527-4 547-6 533-4
S2 504-0 504-0 544-4
S3 468-4 492-0 541-2
S4 433-0 456-4 531-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551-4 516-0 35-4 6.6% 8-5 1.6% 69% False False 64,682
10 551-4 514-6 36-6 6.8% 8-7 1.6% 70% False False 56,899
20 555-0 512-4 42-4 7.9% 9-3 1.7% 66% False False 44,503
40 560-6 507-0 53-6 9.9% 8-3 1.5% 62% False False 38,840
60 607-0 507-0 100-0 18.5% 8-1 1.5% 34% False False 33,863
80 609-0 507-0 102-0 18.9% 7-5 1.4% 33% False False 29,349
100 609-0 507-0 102-0 18.9% 7-1 1.3% 33% False False 25,320
120 618-0 507-0 111-0 20.5% 6-4 1.2% 30% False False 21,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 594-1
2.618 577-0
1.618 566-4
1.000 560-0
0.618 556-0
HIGH 549-4
0.618 545-4
0.500 544-2
0.382 543-0
LOW 539-0
0.618 532-4
1.000 528-4
1.618 522-0
2.618 511-4
4.250 494-3
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 544-2 542-6
PP 543-0 542-0
S1 541-6 541-2

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

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