CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 525-2 521-0 -4-2 -0.8% 514-4
High 527-0 522-0 -5-0 -0.9% 527-0
Low 510-0 519-4 9-4 1.9% 510-0
Close 510-0 523-6 13-6 2.7% 510-0
Range 17-0 2-4 -14-4 -85.3% 17-0
ATR 10-2 10-3 0-1 1.2% 0-0
Volume 91,414 87,259 -4,155 -4.5% 300,447
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 529-2 529-0 525-1
R3 526-6 526-4 524-4
R2 524-2 524-2 524-2
R1 524-0 524-0 524-0 524-1
PP 521-6 521-6 521-6 521-6
S1 521-4 521-4 523-4 521-5
S2 519-2 519-2 523-2
S3 516-6 519-0 523-0
S4 514-2 516-4 522-3
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 566-5 555-3 519-3
R3 549-5 538-3 514-5
R2 532-5 532-5 513-1
R1 521-3 521-3 511-4 518-4
PP 515-5 515-5 515-5 514-2
S1 504-3 504-3 508-4 501-4
S2 498-5 498-5 506-7
S3 481-5 487-3 505-3
S4 464-5 470-3 500-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527-0 510-0 17-0 3.2% 7-4 1.4% 81% False False 77,541
10 548-2 510-0 38-2 7.3% 9-1 1.7% 36% False False 80,276
20 548-2 502-0 46-2 8.8% 8-5 1.7% 47% False False 75,197
40 551-2 502-0 49-2 9.4% 7-6 1.5% 44% False False 63,717
60 575-0 502-0 73-0 13.9% 7-5 1.5% 30% False False 57,429
80 577-0 502-0 75-0 14.3% 7-3 1.4% 29% False False 51,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 532-5
2.618 528-4
1.618 526-0
1.000 524-4
0.618 523-4
HIGH 522-0
0.618 521-0
0.500 520-6
0.382 520-4
LOW 519-4
0.618 518-0
1.000 517-0
1.618 515-4
2.618 513-0
4.250 508-7
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 522-6 522-0
PP 521-6 520-2
S1 520-6 518-4

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

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