CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 654-4 658-0 3-4 0.5% 640-4
High 659-0 661-4 2-4 0.4% 661-4
Low 650-2 655-4 5-2 0.8% 640-0
Close 652-4 661-2 8-6 1.3% 661-2
Range 8-6 6-0 -2-6 -31.4% 21-4
ATR 10-2 10-1 -0-1 -0.9% 0-0
Volume 24,894 26,225 1,331 5.3% 85,923
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 677-3 675-3 664-4
R3 671-3 669-3 662-7
R2 665-3 665-3 662-3
R1 663-3 663-3 661-6 664-3
PP 659-3 659-3 659-3 660-0
S1 657-3 657-3 660-6 658-3
S2 653-3 653-3 660-1
S3 647-3 651-3 659-5
S4 641-3 645-3 658-0
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 718-6 711-4 673-1
R3 697-2 690-0 667-1
R2 675-6 675-6 665-2
R1 668-4 668-4 663-2 672-1
PP 654-2 654-2 654-2 656-0
S1 647-0 647-0 659-2 650-5
S2 632-6 632-6 657-2
S3 611-2 625-4 655-3
S4 589-6 604-0 649-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-4 630-0 31-4 4.8% 7-4 1.1% 99% True False 22,105
10 661-4 596-4 65-0 9.8% 7-6 1.2% 100% True False 23,215
20 661-4 594-2 67-2 10.2% 8-0 1.2% 100% True False 24,633
40 683-0 594-2 88-6 13.4% 8-1 1.2% 75% False False 24,022
60 683-0 594-2 88-6 13.4% 8-6 1.3% 75% False False 22,304
80 768-6 594-2 174-4 26.4% 9-1 1.4% 38% False False 20,490
100 794-4 594-2 200-2 30.3% 8-6 1.3% 33% False False 18,199
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 687-0
2.618 677-2
1.618 671-2
1.000 667-4
0.618 665-2
HIGH 661-4
0.618 659-2
0.500 658-4
0.382 657-6
LOW 655-4
0.618 651-6
1.000 649-4
1.618 645-6
2.618 639-6
4.250 630-0
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 660-3 659-1
PP 659-3 657-1
S1 658-4 655-0

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

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