CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 625-0 619-6 -5-2 -0.8% 665-0
High 625-0 623-0 -2-0 -0.3% 672-0
Low 623-2 611-4 -11-6 -1.9% 611-4
Close 623-2 612-0 -11-2 -1.8% 612-0
Range 1-6 11-4 9-6 557.1% 60-4
ATR 12-1 12-1 0-0 -0.2% 0-0
Volume 53,258 67,228 13,970 26.2% 230,610
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 650-0 642-4 618-3
R3 638-4 631-0 615-1
R2 627-0 627-0 614-1
R1 619-4 619-4 613-0 617-4
PP 615-4 615-4 615-4 614-4
S1 608-0 608-0 611-0 606-0
S2 604-0 604-0 609-7
S3 592-4 596-4 608-7
S4 581-0 585-0 605-5
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 813-3 773-1 645-2
R3 752-7 712-5 628-5
R2 692-3 692-3 623-1
R1 652-1 652-1 617-4 642-0
PP 631-7 631-7 631-7 626-6
S1 591-5 591-5 606-4 581-4
S2 571-3 571-3 600-7
S3 510-7 531-1 595-3
S4 450-3 470-5 578-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672-0 611-4 60-4 9.9% 6-4 1.1% 1% False True 46,122
10 677-0 611-4 65-4 10.7% 6-4 1.1% 1% False True 41,441
20 677-0 594-2 82-6 13.5% 7-0 1.1% 21% False False 31,878
40 677-0 594-2 82-6 13.5% 7-6 1.3% 21% False False 28,262
60 683-0 594-2 88-6 14.5% 8-2 1.4% 20% False False 25,726
80 713-0 594-2 118-6 19.4% 8-6 1.4% 15% False False 23,935
100 794-4 594-2 200-2 32.7% 8-7 1.5% 9% False False 21,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 671-7
2.618 653-1
1.618 641-5
1.000 634-4
0.618 630-1
HIGH 623-0
0.618 618-5
0.500 617-2
0.382 615-7
LOW 611-4
0.618 604-3
1.000 600-0
1.618 592-7
2.618 581-3
4.250 562-5
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 617-2 638-2
PP 615-4 629-4
S1 613-6 620-6

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

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