CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 659-0 625-0 -34-0 -5.2% 675-0
High 665-0 625-0 -40-0 -6.0% 677-0
Low 659-0 623-2 -35-6 -5.4% 655-0
Close 663-2 623-2 -40-0 -6.0% 655-6
Range 6-0 1-6 -4-2 -70.8% 22-0
ATR 10-0 12-1 2-1 21.4% 0-0
Volume 41,211 53,258 12,047 29.2% 157,577
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 629-1 627-7 624-2
R3 627-3 626-1 623-6
R2 625-5 625-5 623-5
R1 624-3 624-3 623-3 624-1
PP 623-7 623-7 623-7 623-6
S1 622-5 622-5 623-1 622-3
S2 622-1 622-1 622-7
S3 620-3 620-7 622-6
S4 618-5 619-1 622-2
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 728-5 714-1 667-7
R3 706-5 692-1 661-6
R2 684-5 684-5 659-6
R1 670-1 670-1 657-6 666-3
PP 662-5 662-5 662-5 660-6
S1 648-1 648-1 653-6 644-3
S2 640-5 640-5 651-6
S3 618-5 626-1 649-6
S4 596-5 604-1 643-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672-0 623-2 48-6 7.8% 5-4 0.9% 0% False True 42,651
10 677-0 623-2 53-6 8.6% 6-2 1.0% 0% False True 37,207
20 677-0 594-2 82-6 13.3% 7-0 1.1% 35% False False 29,343
40 677-0 594-2 82-6 13.3% 7-4 1.2% 35% False False 27,192
60 683-0 594-2 88-6 14.2% 8-2 1.3% 33% False False 24,879
80 725-4 594-2 131-2 21.1% 8-6 1.4% 22% False False 23,232
100 794-4 594-2 200-2 32.1% 8-7 1.4% 14% False False 20,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-3
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 632-4
2.618 629-5
1.618 627-7
1.000 626-6
0.618 626-1
HIGH 625-0
0.618 624-3
0.500 624-1
0.382 623-7
LOW 623-2
0.618 622-1
1.000 621-4
1.618 620-3
2.618 618-5
4.250 615-6
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 624-1 645-1
PP 623-7 637-7
S1 623-4 630-4

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

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