CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 557-6 568-2 10-4 1.9% 549-4
High 569-4 569-0 -0-4 -0.1% 549-4
Low 557-4 550-2 -7-2 -1.3% 509-4
Close 568-6 550-2 -18-4 -3.3% 509-4
Range 12-0 18-6 6-6 56.3% 40-0
ATR 14-4 14-6 0-2 2.1% 0-0
Volume 56,833 94,039 37,206 65.5% 389,759
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 612-6 600-2 560-4
R3 594-0 581-4 555-3
R2 575-2 575-2 553-6
R1 562-6 562-6 552-0 559-5
PP 556-4 556-4 556-4 555-0
S1 544-0 544-0 548-4 540-7
S2 537-6 537-6 546-6
S3 519-0 525-2 545-1
S4 500-2 506-4 540-0
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 642-7 616-1 531-4
R3 602-7 576-1 520-4
R2 562-7 562-7 516-7
R1 536-1 536-1 513-1 529-4
PP 522-7 522-7 522-7 519-4
S1 496-1 496-1 505-7 489-4
S2 482-7 482-7 502-1
S3 442-7 456-1 498-4
S4 402-7 416-1 487-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-4 509-4 60-0 10.9% 15-4 2.8% 68% False False 74,403
10 569-4 509-4 60-0 10.9% 12-2 2.2% 68% False False 76,788
20 569-4 509-4 60-0 10.9% 10-6 2.0% 68% False False 63,224
40 569-4 507-0 62-4 11.4% 9-4 1.7% 69% False False 48,674
60 578-6 507-0 71-6 13.0% 9-0 1.6% 60% False False 41,581
80 609-0 507-0 102-0 18.5% 8-3 1.5% 42% False False 36,088
100 609-0 507-0 102-0 18.5% 7-7 1.4% 42% False False 30,925
120 618-0 507-0 111-0 20.2% 7-1 1.3% 39% False False 26,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 164 trading days
Fibonacci Retracements and Extensions
4.250 648-6
2.618 618-1
1.618 599-3
1.000 587-6
0.618 580-5
HIGH 569-0
0.618 561-7
0.500 559-5
0.382 557-3
LOW 550-2
0.618 538-5
1.000 531-4
1.618 519-7
2.618 501-1
4.250 470-4
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 559-5 559-7
PP 556-4 556-5
S1 553-3 553-4

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

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