CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 554-4 565-2 10-6 1.9% 537-0
High 567-2 568-0 0-6 0.1% 538-0
Low 552-4 548-2 -4-2 -0.8% 506-0
Close 566-4 550-0 -16-4 -2.9% 506-0
Range 14-6 19-6 5-0 33.9% 32-0
ATR 14-2 14-5 0-3 2.7% 0-0
Volume 186,646 128,599 -58,047 -31.1% 494,985
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 614-5 602-1 560-7
R3 594-7 582-3 555-3
R2 575-1 575-1 553-5
R1 562-5 562-5 551-6 559-0
PP 555-3 555-3 555-3 553-5
S1 542-7 542-7 548-2 539-2
S2 535-5 535-5 546-3
S3 515-7 523-1 544-5
S4 496-1 503-3 539-1
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
5 568-0 506-0 62-0 11.3% 15-5 2.8% 71% True False 128,671
10 568-0 506-0 62-0 11.3% 10-7 2.0% 71% True False 115,778
20 568-0 506-0 62-0 11.3% 9-6 1.8% 71% True False 96,254
40 568-0 502-0 66-0 12.0% 9-1 1.7% 73% True False 82,087
60 568-0 502-0 66-0 12.0% 8-5 1.6% 73% True False 72,614
80 575-0 502-0 73-0 13.3% 8-0 1.5% 66% False False 63,503
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 1-2
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 652-0
2.618 619-6
1.618 600-0
1.000 587-6
0.618 580-2
HIGH 568-0
0.618 560-4
0.500 558-1
0.382 555-6
LOW 548-2
0.618 536-0
1.000 528-4
1.618 516-2
2.618 496-4
4.250 464-2
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 558-1 558-1
PP 555-3 555-3
S1 552-6 552-6

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

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