CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 554-0 554-4 0-4 0.1% 537-0
High 564-0 567-2 3-2 0.6% 538-0
Low 552-6 552-4 -0-2 0.0% 506-0
Close 563-4 566-4 3-0 0.5% 506-0
Range 11-2 14-6 3-4 31.1% 32-0
ATR 14-2 14-2 0-0 0.3% 0-0
Volume 146,846 186,646 39,800 27.1% 494,985
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 606-3 601-1 574-5
R3 591-5 586-3 570-4
R2 576-7 576-7 569-2
R1 571-5 571-5 567-7 574-2
PP 562-1 562-1 562-1 563-3
S1 556-7 556-7 565-1 559-4
S2 547-3 547-3 563-6
S3 532-5 542-1 562-4
S4 517-7 527-3 558-3
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
5 567-2 506-0 61-2 10.8% 12-4 2.2% 99% True False 124,764
10 567-2 506-0 61-2 10.8% 10-0 1.8% 99% True False 110,212
20 567-2 506-0 61-2 10.8% 9-2 1.6% 99% True False 94,739
40 567-2 502-0 65-2 11.5% 8-7 1.6% 99% True False 80,508
60 567-2 502-0 65-2 11.5% 8-3 1.5% 99% True False 71,149
80 575-0 502-0 73-0 12.9% 7-7 1.4% 88% False False 62,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 630-0
2.618 605-7
1.618 591-1
1.000 582-0
0.618 576-3
HIGH 567-2
0.618 561-5
0.500 559-7
0.382 558-1
LOW 552-4
0.618 543-3
1.000 537-6
1.618 528-5
2.618 513-7
4.250 489-6
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 564-2 558-7
PP 562-1 551-3
S1 559-7 543-6

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

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