CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 520-0 526-4 6-4 1.3% 554-0
High 527-4 529-2 1-6 0.3% 555-0
Low 520-0 525-0 5-0 1.0% 516-4
Close 526-6 525-4 -1-2 -0.2% 526-4
Range 7-4 4-2 -3-2 -43.3% 38-4
ATR 10-6 10-2 -0-4 -4.3% 0-0
Volume 46,044 56,203 10,159 22.1% 168,969
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 539-3 536-5 527-7
R3 535-1 532-3 526-5
R2 530-7 530-7 526-2
R1 528-1 528-1 525-7 527-3
PP 526-5 526-5 526-5 526-2
S1 523-7 523-7 525-1 523-1
S2 522-3 522-3 524-6
S3 518-1 519-5 524-3
S4 513-7 515-3 523-1
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% 8-6 1.7% 60% False False 42,974
10 555-0 515-4 39-4 7.5% 9-2 1.8% 25% False False 37,310
20 555-0 507-0 48-0 9.1% 8-6 1.7% 39% False False 36,580
40 574-2 507-0 67-2 12.8% 7-6 1.5% 28% False False 33,128
60 607-0 507-0 100-0 19.0% 7-7 1.5% 19% False False 29,457
80 609-0 507-0 102-0 19.4% 7-3 1.4% 18% False False 25,074
100 615-4 507-0 108-4 20.6% 6-6 1.3% 17% False False 21,615
120 618-0 507-0 111-0 21.1% 6-1 1.2% 17% False False 18,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 547-2
2.618 540-3
1.618 536-1
1.000 533-4
0.618 531-7
HIGH 529-2
0.618 527-5
0.500 527-1
0.382 526-5
LOW 525-0
0.618 522-3
1.000 520-6
1.618 518-1
2.618 513-7
4.250 507-0
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 527-1 524-4
PP 526-5 523-3
S1 526-0 522-3

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

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