CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 649-0 642-4 -6-4 -1.0% 520-2
High 649-4 648-6 -0-6 -0.1% 568-0
Low 630-2 630-0 -0-2 0.0% 520-2
Close 633-0 632-2 -0-6 -0.1% 554-0
Range 19-2 18-6 -0-4 -2.6% 47-6
ATR 18-1 18-2 0-0 0.2% 0-0
Volume 257,873 270,348 12,475 4.8% 701,431
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 693-2 681-4 642-4
R3 674-4 662-6 637-3
R2 655-6 655-6 635-6
R1 644-0 644-0 634-0 640-4
PP 637-0 637-0 637-0 635-2
S1 625-2 625-2 630-4 621-6
S2 618-2 618-2 628-6
S3 599-4 606-4 627-1
S4 580-6 587-6 622-0
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
5 649-4 554-0 95-4 15.1% 14-7 2.4% 82% False False 189,790
10 649-4 506-0 143-4 22.7% 15-2 2.4% 88% False False 159,230
20 649-4 506-0 143-4 22.7% 11-5 1.8% 88% False False 125,770
40 649-4 502-0 147-4 23.3% 10-0 1.6% 88% False False 98,806
60 649-4 502-0 147-4 23.3% 8-7 1.4% 88% False False 82,857
80 649-4 502-0 147-4 23.3% 8-5 1.4% 88% False False 73,196
100 649-4 502-0 147-4 23.3% 8-1 1.3% 88% False False 64,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 728-4
2.618 697-7
1.618 679-1
1.000 667-4
0.618 660-3
HIGH 648-6
0.618 641-5
0.500 639-3
0.382 637-1
LOW 630-0
0.618 618-3
1.000 611-2
1.618 599-5
2.618 580-7
4.250 550-2
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 639-3 630-6
PP 637-0 629-2
S1 634-5 627-6

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

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