CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 525-4 520-0 -5-4 -1.0% 554-0
High 525-4 527-4 2-0 0.4% 555-0
Low 515-4 520-0 4-4 0.9% 516-4
Close 522-4 526-6 4-2 0.8% 526-4
Range 10-0 7-4 -2-4 -25.0% 38-4
ATR 11-0 10-6 -0-2 -2.3% 0-0
Volume 42,636 46,044 3,408 8.0% 168,969
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 547-2 544-4 530-7
R3 539-6 537-0 528-6
R2 532-2 532-2 528-1
R1 529-4 529-4 527-4 530-7
PP 524-6 524-6 524-6 525-4
S1 522-0 522-0 526-0 523-3
S2 517-2 517-2 525-3
S3 509-6 514-4 524-6
S4 502-2 507-0 522-5
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 648-1 625-7 547-5
R3 609-5 587-3 537-1
R2 571-1 571-1 533-4
R1 548-7 548-7 530-0 540-6
PP 532-5 532-5 532-5 528-5
S1 510-3 510-3 523-0 502-2
S2 494-1 494-1 519-4
S3 455-5 471-7 515-7
S4 417-1 433-3 505-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 532-2 515-4 16-6 3.2% 9-7 1.9% 67% False False 40,435
10 555-0 515-4 39-4 7.5% 10-2 2.0% 28% False False 34,380
20 555-0 507-0 48-0 9.1% 9-1 1.7% 41% False False 35,564
40 574-2 507-0 67-2 12.8% 8-0 1.5% 29% False False 32,720
60 609-0 507-0 102-0 19.4% 7-7 1.5% 19% False False 28,921
80 609-0 507-0 102-0 19.4% 7-4 1.4% 19% False False 24,481
100 615-4 507-0 108-4 20.6% 6-6 1.3% 18% False False 21,094
120 618-0 507-0 111-0 21.1% 6-0 1.1% 18% False False 18,042
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 559-3
2.618 547-1
1.618 539-5
1.000 535-0
0.618 532-1
HIGH 527-4
0.618 524-5
0.500 523-6
0.382 522-7
LOW 520-0
0.618 515-3
1.000 512-4
1.618 507-7
2.618 500-3
4.250 488-1
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 525-6 525-0
PP 524-6 523-2
S1 523-6 521-4

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

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