CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 520-2 525-2 5-0 1.0% 514-4
High 524-0 527-0 3-0 0.6% 527-0
Low 519-0 510-0 -9-0 -1.7% 510-0
Close 522-0 510-0 -12-0 -2.3% 510-0
Range 5-0 17-0 12-0 240.0% 17-0
ATR 9-6 10-2 0-4 5.4% 0-0
Volume 68,792 91,414 22,622 32.9% 300,447
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 566-5 555-3 519-3
R3 549-5 538-3 514-5
R2 532-5 532-5 513-1
R1 521-3 521-3 511-4 518-4
PP 515-5 515-5 515-5 514-2
S1 504-3 504-3 508-4 501-4
S2 498-5 498-5 506-7
S3 481-5 487-3 505-3
S4 464-5 470-3 500-5
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 566-5 555-3 519-3
R3 549-5 538-3 514-5
R2 532-5 532-5 513-1
R1 521-3 521-3 511-4 518-4
PP 515-5 515-5 515-5 514-2
S1 504-3 504-3 508-4 501-4
S2 498-5 498-5 506-7
S3 481-5 487-3 505-3
S4 464-5 470-3 500-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527-0 510-0 17-0 3.3% 7-5 1.5% 0% True True 76,753
10 548-2 510-0 38-2 7.5% 9-7 1.9% 0% False True 77,330
20 548-2 502-0 46-2 9.1% 9-0 1.8% 17% False False 73,225
40 551-2 502-0 49-2 9.7% 7-7 1.5% 16% False False 62,596
60 575-0 502-0 73-0 14.3% 7-6 1.5% 11% False False 56,662
80 577-0 502-0 75-0 14.7% 7-4 1.5% 11% False False 50,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 599-2
2.618 571-4
1.618 554-4
1.000 544-0
0.618 537-4
HIGH 527-0
0.618 520-4
0.500 518-4
0.382 516-4
LOW 510-0
0.618 499-4
1.000 493-0
1.618 482-4
2.618 465-4
4.250 437-6
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 518-4 518-4
PP 515-5 515-5
S1 512-7 512-7

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

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