CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 549-4 535-0 -14-4 -2.6% 525-4
High 549-4 535-0 -14-4 -2.6% 551-4
Low 539-0 521-0 -18-0 -3.3% 516-0
Close 540-4 526-4 -14-0 -2.6% 551-0
Range 10-4 14-0 3-4 33.3% 35-4
ATR 11-3 12-0 0-5 5.0% 0-0
Volume 65,155 73,317 8,162 12.5% 290,332
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 569-4 562-0 534-2
R3 555-4 548-0 530-3
R2 541-4 541-4 529-1
R1 534-0 534-0 527-6 530-6
PP 527-4 527-4 527-4 525-7
S1 520-0 520-0 525-2 516-6
S2 513-4 513-4 523-7
S3 499-4 506-0 522-5
S4 485-4 492-0 518-6
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
5 551-4 521-0 30-4 5.8% 9-2 1.8% 18% False True 68,131
10 551-4 514-6 36-6 7.0% 9-2 1.8% 32% False False 59,967
20 555-0 514-6 40-2 7.6% 9-6 1.8% 29% False False 46,199
40 560-6 507-0 53-6 10.2% 8-4 1.6% 36% False False 40,181
60 607-0 507-0 100-0 19.0% 8-2 1.6% 20% False False 34,781
80 609-0 507-0 102-0 19.4% 7-6 1.5% 19% False False 30,156
100 609-0 507-0 102-0 19.4% 7-2 1.4% 19% False False 25,955
120 618-0 507-0 111-0 21.1% 6-5 1.3% 18% False False 22,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 594-4
2.618 571-5
1.618 557-5
1.000 549-0
0.618 543-5
HIGH 535-0
0.618 529-5
0.500 528-0
0.382 526-3
LOW 521-0
0.618 512-3
1.000 507-0
1.618 498-3
2.618 484-3
4.250 461-4
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 528-0 536-2
PP 527-4 533-0
S1 527-0 529-6

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

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