CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 538-2 537-0 -1-2 -0.2% 521-0
High 544-2 538-0 -6-2 -1.1% 544-2
Low 538-2 531-6 -6-4 -1.2% 507-6
Close 544-0 534-0 -10-0 -1.8% 544-0
Range 6-0 6-2 0-2 4.2% 36-4
ATR 11-1 11-2 0-1 0.7% 0-0
Volume 111,776 96,042 -15,734 -14.1% 429,032
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 553-3 549-7 537-4
R3 547-1 543-5 535-6
R2 540-7 540-7 535-1
R1 537-3 537-3 534-5 536-0
PP 534-5 534-5 534-5 533-7
S1 531-1 531-1 533-3 529-6
S2 528-3 528-3 532-7
S3 522-1 524-7 532-2
S4 515-7 518-5 530-4
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 641-4 629-2 564-1
R3 605-0 592-6 554-0
R2 568-4 568-4 550-6
R1 556-2 556-2 547-3 562-3
PP 532-0 532-0 532-0 535-0
S1 519-6 519-6 540-5 525-7
S2 495-4 495-4 537-2
S3 459-0 483-2 534-0
S4 422-4 446-6 523-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 544-2 507-6 36-4 6.8% 8-4 1.6% 72% False False 87,563
10 544-2 507-6 36-4 6.8% 8-0 1.5% 72% False False 82,552
20 548-2 503-2 45-0 8.4% 9-0 1.7% 68% False False 78,593
40 549-0 502-0 47-0 8.8% 8-0 1.5% 68% False False 69,830
60 575-0 502-0 73-0 13.7% 7-6 1.4% 44% False False 61,356
80 575-0 502-0 73-0 13.7% 7-3 1.4% 44% False False 54,711
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 564-4
2.618 554-3
1.618 548-1
1.000 544-2
0.618 541-7
HIGH 538-0
0.618 535-5
0.500 534-7
0.382 534-1
LOW 531-6
0.618 527-7
1.000 525-4
1.618 521-5
2.618 515-3
4.250 505-2
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 534-7 535-5
PP 534-5 535-1
S1 534-2 534-4

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

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