CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 589-0 618-6 29-6 5.1% 523-0
High 591-2 620-0 28-6 4.9% 569-4
Low 588-4 604-6 16-2 2.8% 522-4
Close 591-2 619-4 28-2 4.8% 551-2
Range 2-6 15-2 12-4 454.5% 47-0
ATR 16-4 17-3 0-7 5.3% 0-0
Volume 79,906 133,517 53,611 67.1% 368,863
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 660-4 655-2 627-7
R3 645-2 640-0 623-6
R2 630-0 630-0 622-2
R1 624-6 624-6 620-7 627-3
PP 614-6 614-6 614-6 616-0
S1 609-4 609-4 618-1 612-1
S2 599-4 599-4 616-6
S3 584-2 594-2 615-2
S4 569-0 579-0 611-1
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 688-6 667-0 577-1
R3 641-6 620-0 564-1
R2 594-6 594-6 559-7
R1 573-0 573-0 555-4 583-7
PP 547-6 547-6 547-6 553-2
S1 526-0 526-0 547-0 536-7
S2 500-6 500-6 542-5
S3 453-6 479-0 538-3
S4 406-6 432-0 525-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620-0 550-2 69-6 11.3% 12-2 2.0% 99% True False 86,452
10 620-0 509-4 110-4 17.8% 12-1 2.0% 100% True False 83,357
20 620-0 509-4 110-4 17.8% 10-6 1.7% 100% True False 71,662
40 620-0 507-0 113-0 18.2% 9-7 1.6% 100% True False 53,370
60 620-0 507-0 113-0 18.2% 9-0 1.4% 100% True False 45,345
80 620-0 507-0 113-0 18.2% 8-5 1.4% 100% True False 39,207
100 620-0 507-0 113-0 18.2% 8-0 1.3% 100% True False 33,575
120 620-0 507-0 113-0 18.2% 7-3 1.2% 100% True False 29,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 684-6
2.618 659-7
1.618 644-5
1.000 635-2
0.618 629-3
HIGH 620-0
0.618 614-1
0.500 612-3
0.382 610-5
LOW 604-6
0.618 595-3
1.000 589-4
1.618 580-1
2.618 564-7
4.250 540-0
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 617-1 608-2
PP 614-6 596-7
S1 612-3 585-5

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

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