CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 651-0 636-4 -14-4 -2.2% 647-0
High 652-0 640-4 -11-4 -1.8% 658-4
Low 640-4 625-4 -15-0 -2.3% 644-0
Close 641-2 625-6 -15-4 -2.4% 652-2
Range 11-4 15-0 3-4 30.4% 14-4
ATR 11-7 12-1 0-2 2.3% 0-0
Volume 100,943 155,602 54,659 54.1% 275,292
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 675-5 665-5 634-0
R3 660-5 650-5 629-7
R2 645-5 645-5 628-4
R1 635-5 635-5 627-1 633-1
PP 630-5 630-5 630-5 629-2
S1 620-5 620-5 624-3 618-1
S2 615-5 615-5 623-0
S3 600-5 605-5 621-5
S4 585-5 590-5 617-4
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 695-1 688-1 660-2
R3 680-5 673-5 656-2
R2 666-1 666-1 654-7
R1 659-1 659-1 653-5 662-5
PP 651-5 651-5 651-5 653-2
S1 644-5 644-5 650-7 648-1
S2 637-1 637-1 649-5
S3 622-5 630-1 648-2
S4 608-1 615-5 644-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-4 625-4 33-0 5.3% 10-2 1.6% 1% False True 106,367
10 658-4 603-0 55-4 8.9% 12-3 2.0% 41% False False 90,245
20 671-0 603-0 68-0 10.9% 10-3 1.7% 33% False False 73,553
40 671-0 603-0 68-0 10.9% 9-3 1.5% 33% False False 65,914
60 671-0 603-0 68-0 10.9% 8-7 1.4% 33% False False 61,967
80 677-0 594-2 82-6 13.2% 8-3 1.3% 38% False False 53,811
100 677-0 594-2 82-6 13.2% 8-3 1.3% 38% False False 48,057
120 683-0 594-2 88-6 14.2% 8-4 1.4% 35% False False 43,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 704-2
2.618 679-6
1.618 664-6
1.000 655-4
0.618 649-6
HIGH 640-4
0.618 634-6
0.500 633-0
0.382 631-2
LOW 625-4
0.618 616-2
1.000 610-4
1.618 601-2
2.618 586-2
4.250 561-6
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 633-0 641-2
PP 630-5 636-1
S1 628-1 630-7

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

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