CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 523-0 556-4 33-4 6.4% 549-4
High 540-0 568-0 28-0 5.2% 549-4
Low 522-4 555-0 32-4 6.2% 509-4
Close 537-0 567-4 30-4 5.7% 509-4
Range 17-4 13-0 -4-4 -25.7% 40-0
ATR 13-3 14-5 1-2 9.4% 0-0
Volume 69,303 80,720 11,417 16.5% 389,759
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 602-4 598-0 574-5
R3 589-4 585-0 571-1
R2 576-4 576-4 569-7
R1 572-0 572-0 568-6 574-2
PP 563-4 563-4 563-4 564-5
S1 559-0 559-0 566-2 561-2
S2 550-4 550-4 565-1
S3 537-4 546-0 563-7
S4 524-4 533-0 560-3
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 642-7 616-1 531-4
R3 602-7 576-1 520-4
R2 562-7 562-7 516-7
R1 536-1 536-1 513-1 529-4
PP 522-7 522-7 522-7 519-4
S1 496-1 496-1 505-7 489-4
S2 482-7 482-7 502-1
S3 442-7 456-1 498-4
S4 402-7 416-1 487-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 568-0 509-4 58-4 10.3% 12-1 2.1% 99% True False 80,262
10 568-0 509-4 58-4 10.3% 10-6 1.9% 99% True False 74,196
20 568-0 509-4 58-4 10.3% 10-5 1.9% 99% True False 59,103
40 568-0 507-0 61-0 10.7% 9-1 1.6% 99% True False 46,409
60 587-4 507-0 80-4 14.2% 8-6 1.6% 75% False False 39,693
80 609-0 507-0 102-0 18.0% 8-1 1.4% 59% False False 34,507
100 609-0 507-0 102-0 18.0% 7-5 1.3% 59% False False 29,599
120 618-0 507-0 111-0 19.6% 7-0 1.2% 55% False False 25,703
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 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 623-2
2.618 602-0
1.618 589-0
1.000 581-0
0.618 576-0
HIGH 568-0
0.618 563-0
0.500 561-4
0.382 560-0
LOW 555-0
0.618 547-0
1.000 542-0
1.618 534-0
2.618 521-0
4.250 499-6
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 565-4 557-7
PP 563-4 548-3
S1 561-4 538-6

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

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