CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 517-0 528-0 11-0 2.1% 514-4
High 520-0 537-4 17-4 3.4% 527-0
Low 515-0 527-0 12-0 2.3% 510-0
Close 519-4 536-4 17-0 3.3% 510-0
Range 5-0 10-4 5-4 110.0% 17-0
ATR 10-7 11-3 0-4 4.7% 0-0
Volume 105,412 72,940 -32,472 -30.8% 300,447
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 565-1 561-3 542-2
R3 554-5 550-7 539-3
R2 544-1 544-1 538-3
R1 540-3 540-3 537-4 542-2
PP 533-5 533-5 533-5 534-5
S1 529-7 529-7 535-4 531-6
S2 523-1 523-1 534-5
S3 512-5 519-3 533-5
S4 502-1 508-7 530-6
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
5 537-4 507-6 29-6 5.5% 10-0 1.9% 97% True False 81,734
10 537-4 507-6 29-6 5.5% 8-4 1.6% 97% True False 76,730
20 548-2 502-0 46-2 8.6% 9-1 1.7% 75% False False 76,560
40 549-0 502-0 47-0 8.8% 8-0 1.5% 73% False False 66,821
60 575-0 502-0 73-0 13.6% 7-6 1.4% 47% False False 59,238
80 575-0 502-0 73-0 13.6% 7-3 1.4% 47% False False 52,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582-1
2.618 565-0
1.618 554-4
1.000 548-0
0.618 544-0
HIGH 537-4
0.618 533-4
0.500 532-2
0.382 531-0
LOW 527-0
0.618 520-4
1.000 516-4
1.618 510-0
2.618 499-4
4.250 482-3
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 535-1 531-7
PP 533-5 527-2
S1 532-2 522-5

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

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