CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 518-0 520-0 2-0 0.4% 537-0
High 518-4 520-0 1-4 0.3% 538-0
Low 514-0 506-0 -8-0 -1.6% 506-0
Close 516-0 506-0 -10-0 -1.9% 506-0
Range 4-4 14-0 9-4 211.1% 32-0
ATR 11-3 11-4 0-2 1.7% 0-0
Volume 109,064 92,334 -16,730 -15.3% 494,985
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 552-5 543-3 513-6
R3 538-5 529-3 509-7
R2 524-5 524-5 508-5
R1 515-3 515-3 507-2 513-0
PP 510-5 510-5 510-5 509-4
S1 501-3 501-3 504-6 499-0
S2 496-5 496-5 503-3
S3 482-5 487-3 502-1
S4 468-5 473-3 498-2
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 612-5 591-3 523-5
R3 580-5 559-3 514-6
R2 548-5 548-5 511-7
R1 527-3 527-3 508-7 522-0
PP 516-5 516-5 516-5 514-0
S1 495-3 495-3 503-1 490-0
S2 484-5 484-5 500-1
S3 452-5 463-3 497-2
S4 420-5 431-3 488-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538-0 506-0 32-0 6.3% 7-7 1.6% 0% False True 98,997
10 544-2 506-0 38-2 7.6% 7-6 1.5% 0% False True 92,401
20 548-2 506-0 42-2 8.3% 8-7 1.7% 0% False True 84,865
40 549-0 502-0 47-0 9.3% 8-4 1.7% 9% False False 74,977
60 561-4 502-0 59-4 11.8% 7-7 1.6% 7% False False 65,577
80 575-0 502-0 73-0 14.4% 7-4 1.5% 5% False False 58,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 579-4
2.618 556-5
1.618 542-5
1.000 534-0
0.618 528-5
HIGH 520-0
0.618 514-5
0.500 513-0
0.382 511-3
LOW 506-0
0.618 497-3
1.000 492-0
1.618 483-3
2.618 469-3
4.250 446-4
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 513-0 513-0
PP 510-5 510-5
S1 508-3 508-3

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

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