CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 618-6 642-0 23-2 3.8% 523-0
High 620-0 642-4 22-4 3.6% 569-4
Low 604-6 623-0 18-2 3.0% 522-4
Close 619-4 627-4 8-0 1.3% 551-2
Range 15-2 19-4 4-2 27.9% 47-0
ATR 17-3 17-6 0-3 2.3% 0-0
Volume 133,517 144,867 11,350 8.5% 368,863
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 689-4 678-0 638-2
R3 670-0 658-4 632-7
R2 650-4 650-4 631-1
R1 639-0 639-0 629-2 635-0
PP 631-0 631-0 631-0 629-0
S1 619-4 619-4 625-6 615-4
S2 611-4 611-4 623-7
S3 592-0 600-0 622-1
S4 572-4 580-4 616-6
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
5 642-4 550-2 92-2 14.7% 13-6 2.2% 84% True False 104,059
10 642-4 509-4 133-0 21.2% 13-1 2.1% 89% True False 86,064
20 642-4 509-4 133-0 21.2% 11-2 1.8% 89% True False 76,603
40 642-4 507-0 135-4 21.6% 10-2 1.6% 89% True False 56,084
60 642-4 507-0 135-4 21.6% 9-0 1.4% 89% True False 47,348
80 642-4 507-0 135-4 21.6% 8-6 1.4% 89% True False 40,842
100 642-4 507-0 135-4 21.6% 8-2 1.3% 89% True False 34,905
120 642-4 507-0 135-4 21.6% 7-4 1.2% 89% True False 30,345
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 0-5
Widest range in 168 trading days
Fibonacci Retracements and Extensions
4.250 725-3
2.618 693-4
1.618 674-0
1.000 662-0
0.618 654-4
HIGH 642-4
0.618 635-0
0.500 632-6
0.382 630-4
LOW 623-0
0.618 611-0
1.000 603-4
1.618 591-4
2.618 572-0
4.250 540-1
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 632-6 623-4
PP 631-0 619-4
S1 629-2 615-4

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

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