CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 514-6 518-0 3-2 0.6% 521-0
High 516-2 518-4 2-2 0.4% 544-2
Low 510-4 514-0 3-4 0.7% 507-6
Close 510-4 516-0 5-4 1.1% 544-0
Range 5-6 4-4 -1-2 -21.7% 36-4
ATR 11-5 11-3 -0-2 -2.2% 0-0
Volume 114,553 109,064 -5,489 -4.8% 429,032
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 529-5 527-3 518-4
R3 525-1 522-7 517-2
R2 520-5 520-5 516-7
R1 518-3 518-3 516-3 517-2
PP 516-1 516-1 516-1 515-5
S1 513-7 513-7 515-5 512-6
S2 511-5 511-5 515-1
S3 507-1 509-3 514-6
S4 502-5 504-7 513-4
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
5 544-2 510-4 33-6 6.5% 6-2 1.2% 16% False False 102,885
10 544-2 507-6 36-4 7.1% 8-1 1.6% 23% False False 92,309
20 548-2 507-6 40-4 7.8% 8-3 1.6% 20% False False 84,167
40 549-0 502-0 47-0 9.1% 8-2 1.6% 30% False False 74,378
60 562-2 502-0 60-2 11.7% 7-6 1.5% 23% False False 64,757
80 575-0 502-0 73-0 14.1% 7-3 1.4% 19% False False 57,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 537-5
2.618 530-2
1.618 525-6
1.000 523-0
0.618 521-2
HIGH 518-4
0.618 516-6
0.500 516-2
0.382 515-6
LOW 514-0
0.618 511-2
1.000 509-4
1.618 506-6
2.618 502-2
4.250 494-7
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 516-2 518-4
PP 516-1 517-5
S1 516-1 516-7

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

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