CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 565-2 565-6 0-4 0.1% 520-2
High 568-0 567-4 -0-4 -0.1% 568-0
Low 548-2 554-0 5-6 1.0% 520-2
Close 550-0 554-0 4-0 0.7% 554-0
Range 19-6 13-4 -6-2 -31.6% 47-6
ATR 14-5 14-7 0-2 1.4% 0-0
Volume 128,599 150,408 21,809 17.0% 701,431
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 599-0 590-0 561-3
R3 585-4 576-4 557-6
R2 572-0 572-0 556-4
R1 563-0 563-0 555-2 560-6
PP 558-4 558-4 558-4 557-3
S1 549-4 549-4 552-6 547-2
S2 545-0 545-0 551-4
S3 531-4 536-0 550-2
S4 518-0 522-4 546-5
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 690-5 670-1 580-2
R3 642-7 622-3 567-1
R2 595-1 595-1 562-6
R1 574-5 574-5 558-3 584-7
PP 547-3 547-3 547-3 552-4
S1 526-7 526-7 549-5 537-1
S2 499-5 499-5 545-2
S3 451-7 479-1 540-7
S4 404-1 431-3 527-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 568-0 520-2 47-6 8.6% 15-4 2.8% 71% False False 140,286
10 568-0 506-0 62-0 11.2% 11-5 2.1% 77% False False 119,641
20 568-0 506-0 62-0 11.2% 9-6 1.7% 77% False False 100,460
40 568-0 502-0 66-0 11.9% 9-2 1.7% 79% False False 84,684
60 568-0 502-0 66-0 11.9% 8-4 1.5% 79% False False 74,424
80 575-0 502-0 73-0 13.2% 8-1 1.5% 71% False False 64,949
100 581-4 502-0 79-4 14.4% 7-6 1.4% 65% False False 57,889
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 624-7
2.618 602-7
1.618 589-3
1.000 581-0
0.618 575-7
HIGH 567-4
0.618 562-3
0.500 560-6
0.382 559-1
LOW 554-0
0.618 545-5
1.000 540-4
1.618 532-1
2.618 518-5
4.250 496-5
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 560-6 558-1
PP 558-4 556-6
S1 556-2 555-3

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

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