CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 538-0 545-0 7-0 1.3% 525-4
High 544-0 551-4 7-4 1.4% 551-4
Low 534-0 545-0 11-0 2.1% 516-0
Close 543-0 551-0 8-0 1.5% 551-0
Range 10-0 6-4 -3-4 -35.0% 35-4
ATR 11-5 11-3 -0-2 -1.9% 0-0
Volume 71,394 77,233 5,839 8.2% 290,332
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 568-5 566-3 554-5
R3 562-1 559-7 552-6
R2 555-5 555-5 552-2
R1 553-3 553-3 551-5 554-4
PP 549-1 549-1 549-1 549-6
S1 546-7 546-7 550-3 548-0
S2 542-5 542-5 549-6
S3 536-1 540-3 549-2
S4 529-5 533-7 547-3
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 646-0 634-0 570-4
R3 610-4 598-4 560-6
R2 575-0 575-0 557-4
R1 563-0 563-0 554-2 569-0
PP 539-4 539-4 539-4 542-4
S1 527-4 527-4 547-6 533-4
S2 504-0 504-0 544-4
S3 468-4 492-0 541-2
S4 433-0 456-4 531-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551-4 516-0 35-4 6.4% 7-7 1.4% 99% True False 58,066
10 551-4 514-6 36-6 6.7% 8-4 1.5% 99% True False 54,519
20 555-0 507-0 48-0 8.7% 9-2 1.7% 92% False False 44,034
40 560-6 507-0 53-6 9.8% 8-2 1.5% 82% False False 37,832
60 607-0 507-0 100-0 18.1% 8-0 1.4% 44% False False 33,217
80 609-0 507-0 102-0 18.5% 7-5 1.4% 43% False False 28,665
100 609-0 507-0 102-0 18.5% 7-1 1.3% 43% False False 24,775
120 618-0 507-0 111-0 20.1% 6-3 1.2% 40% False False 21,334
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579-1
2.618 568-4
1.618 562-0
1.000 558-0
0.618 555-4
HIGH 551-4
0.618 549-0
0.500 548-2
0.382 547-4
LOW 545-0
0.618 541-0
1.000 538-4
1.618 534-4
2.618 528-0
4.250 517-3
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 550-1 546-4
PP 549-1 542-0
S1 548-2 537-4

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

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