CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 523-4 514-6 -8-6 -1.7% 521-0
High 526-4 516-2 -10-2 -1.9% 544-2
Low 517-6 510-4 -7-2 -1.4% 507-6
Close 522-4 510-4 -12-0 -2.3% 544-0
Range 8-6 5-6 -3-0 -34.3% 36-4
ATR 11-4 11-5 0-0 0.3% 0-0
Volume 82,992 114,553 31,561 38.0% 429,032
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 529-5 525-7 513-5
R3 523-7 520-1 512-1
R2 518-1 518-1 511-4
R1 514-3 514-3 511-0 513-3
PP 512-3 512-3 512-3 512-0
S1 508-5 508-5 510-0 507-5
S2 506-5 506-5 509-4
S3 500-7 502-7 508-7
S4 495-1 497-1 507-3
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
5 544-2 510-4 33-6 6.6% 7-4 1.5% 0% False True 95,660
10 544-2 507-6 36-4 7.1% 8-1 1.6% 8% False False 88,282
20 548-2 507-6 40-4 7.9% 8-7 1.7% 7% False False 81,637
40 549-0 502-0 47-0 9.2% 8-2 1.6% 18% False False 72,835
60 564-4 502-0 62-4 12.2% 7-6 1.5% 14% False False 63,413
80 575-0 502-0 73-0 14.3% 7-3 1.5% 12% False False 56,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 540-6
2.618 531-2
1.618 525-4
1.000 522-0
0.618 519-6
HIGH 516-2
0.618 514-0
0.500 513-3
0.382 512-6
LOW 510-4
0.618 507-0
1.000 504-6
1.618 501-2
2.618 495-4
4.250 486-0
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 513-3 524-2
PP 512-3 519-5
S1 511-4 515-1

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

View Archives - Comment on this page... - Back to Index of Symbols