CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 521-0 522-4 1-4 0.3% 514-4
High 522-0 522-4 0-4 0.1% 527-0
Low 519-4 507-6 -11-6 -2.3% 510-0
Close 523-6 507-6 -16-0 -3.1% 510-0
Range 2-4 14-6 12-2 490.0% 17-0
ATR 10-3 10-6 0-3 3.9% 0-0
Volume 87,259 51,645 -35,614 -40.8% 300,447
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 556-7 547-1 515-7
R3 542-1 532-3 511-6
R2 527-3 527-3 510-4
R1 517-5 517-5 509-1 515-1
PP 512-5 512-5 512-5 511-4
S1 502-7 502-7 506-3 500-3
S2 497-7 497-7 505-0
S3 483-1 488-1 503-6
S4 468-3 473-3 499-5
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
5 527-0 507-6 19-2 3.8% 9-0 1.8% 0% False True 74,971
10 536-4 507-6 28-6 5.7% 9-5 1.9% 0% False True 75,934
20 548-2 502-0 46-2 9.1% 9-0 1.8% 12% False False 74,311
40 550-6 502-0 48-6 9.6% 8-0 1.6% 12% False False 65,008
60 575-0 502-0 73-0 14.4% 7-5 1.5% 8% False False 57,678
80 575-0 502-0 73-0 14.4% 7-3 1.5% 8% False False 51,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 585-2
2.618 561-1
1.618 546-3
1.000 537-2
0.618 531-5
HIGH 522-4
0.618 516-7
0.500 515-1
0.382 513-3
LOW 507-6
0.618 498-5
1.000 493-0
1.618 483-7
2.618 469-1
4.250 445-0
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 515-1 517-3
PP 512-5 514-1
S1 510-2 511-0

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

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