CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 568-2 563-4 -4-6 -0.8% 523-0
High 569-0 563-4 -5-4 -1.0% 569-4
Low 550-2 551-2 1-0 0.2% 522-4
Close 550-2 551-2 1-0 0.2% 551-2
Range 18-6 12-2 -6-4 -34.7% 47-0
ATR 14-6 14-5 -0-1 -0.7% 0-0
Volume 94,039 67,968 -26,071 -27.7% 368,863
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 592-1 583-7 558-0
R3 579-7 571-5 554-5
R2 567-5 567-5 553-4
R1 559-3 559-3 552-3 557-3
PP 555-3 555-3 555-3 554-2
S1 547-1 547-1 550-1 545-1
S2 543-1 543-1 549-0
S3 530-7 534-7 547-7
S4 518-5 522-5 544-4
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 688-6 667-0 577-1
R3 641-6 620-0 564-1
R2 594-6 594-6 559-7
R1 573-0 573-0 555-4 583-7
PP 547-6 547-6 547-6 553-2
S1 526-0 526-0 547-0 536-7
S2 500-6 500-6 542-5
S3 453-6 479-0 538-3
S4 406-6 432-0 525-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-4 522-4 47-0 8.5% 14-6 2.7% 61% False False 73,772
10 569-4 509-4 60-0 10.9% 12-6 2.3% 70% False False 75,862
20 569-4 509-4 60-0 10.9% 10-5 1.9% 70% False False 65,190
40 569-4 507-0 62-4 11.3% 9-6 1.8% 71% False False 49,720
60 574-2 507-0 67-2 12.2% 9-1 1.7% 66% False False 42,449
80 609-0 507-0 102-0 18.5% 8-4 1.5% 43% False False 36,813
100 609-0 507-0 102-0 18.5% 8-0 1.4% 43% False False 31,536
120 618-0 507-0 111-0 20.1% 7-2 1.3% 40% False False 27,467
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 615-4
2.618 595-5
1.618 583-3
1.000 575-6
0.618 571-1
HIGH 563-4
0.618 558-7
0.500 557-3
0.382 555-7
LOW 551-2
0.618 543-5
1.000 539-0
1.618 531-3
2.618 519-1
4.250 499-2
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 557-3 559-7
PP 555-3 557-0
S1 553-2 554-1

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

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