CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 598-0 597-4 -0-4 -0.1% 600-0
High 598-0 601-0 3-0 0.5% 613-0
Low 594-2 596-4 2-2 0.4% 594-2
Close 594-2 598-4 4-2 0.7% 598-4
Range 3-6 4-4 0-6 20.0% 18-6
ATR 10-2 10-0 -0-2 -2.5% 0-0
Volume 17,214 28,387 11,173 64.9% 106,547
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 612-1 609-7 601-0
R3 607-5 605-3 599-6
R2 603-1 603-1 599-3
R1 600-7 600-7 598-7 602-0
PP 598-5 598-5 598-5 599-2
S1 596-3 596-3 598-1 597-4
S2 594-1 594-1 597-5
S3 589-5 591-7 597-2
S4 585-1 587-3 596-0
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 658-1 647-1 608-6
R3 639-3 628-3 603-5
R2 620-5 620-5 602-0
R1 609-5 609-5 600-2 605-6
PP 601-7 601-7 601-7 600-0
S1 590-7 590-7 596-6 587-0
S2 583-1 583-1 595-0
S3 564-3 572-1 593-3
S4 545-5 553-3 588-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 613-0 594-2 18-6 3.1% 7-0 1.2% 23% False False 21,309
10 615-0 594-2 20-6 3.5% 8-0 1.3% 20% False False 25,213
20 633-0 594-2 38-6 6.5% 7-6 1.3% 11% False False 24,899
40 683-0 594-2 88-6 14.8% 8-5 1.4% 5% False False 22,553
60 689-6 594-2 95-4 16.0% 9-0 1.5% 4% False False 21,764
80 794-4 594-2 200-2 33.5% 9-3 1.6% 2% False False 19,229
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 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 620-1
2.618 612-6
1.618 608-2
1.000 605-4
0.618 603-6
HIGH 601-0
0.618 599-2
0.500 598-6
0.382 598-2
LOW 596-4
0.618 593-6
1.000 592-0
1.618 589-2
2.618 584-6
4.250 577-3
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 598-6 599-6
PP 598-5 599-3
S1 598-5 598-7

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

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