CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 537-0 523-4 -13-4 -2.5% 521-0
High 538-0 526-4 -11-4 -2.1% 544-2
Low 531-6 517-6 -14-0 -2.6% 507-6
Close 534-0 522-4 -11-4 -2.2% 544-0
Range 6-2 8-6 2-4 40.0% 36-4
ATR 11-2 11-4 0-3 3.2% 0-0
Volume 96,042 82,992 -13,050 -13.6% 429,032
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 548-4 544-2 527-2
R3 539-6 535-4 524-7
R2 531-0 531-0 524-1
R1 526-6 526-6 523-2 524-4
PP 522-2 522-2 522-2 521-1
S1 518-0 518-0 521-6 515-6
S2 513-4 513-4 520-7
S3 504-6 509-2 520-1
S4 496-0 500-4 517-6
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
5 544-2 515-0 29-2 5.6% 7-2 1.4% 26% False False 93,832
10 544-2 507-6 36-4 7.0% 8-1 1.6% 40% False False 84,402
20 548-2 507-6 40-4 7.8% 8-7 1.7% 36% False False 78,780
40 549-0 502-0 47-0 9.0% 8-1 1.6% 44% False False 71,051
60 573-6 502-0 71-6 13.7% 7-6 1.5% 29% False False 62,046
80 575-0 502-0 73-0 14.0% 7-3 1.4% 28% False False 55,431
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 3 trading days
Fibonacci Retracements and Extensions
4.250 563-6
2.618 549-3
1.618 540-5
1.000 535-2
0.618 531-7
HIGH 526-4
0.618 523-1
0.500 522-1
0.382 521-1
LOW 517-6
0.618 512-3
1.000 509-0
1.618 503-5
2.618 494-7
4.250 480-4
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 522-3 531-0
PP 522-2 528-1
S1 522-1 525-3

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

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