CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 593-4 608-0 14-4 2.4% 580-2
High 610-0 608-2 -1-6 -0.3% 638-2
Low 592-6 577-4 -15-2 -2.6% 579-4
Close 603-4 578-4 -25-0 -4.1% 635-4
Range 17-2 30-6 13-4 78.3% 58-6
ATR 15-6 16-7 1-1 6.8% 0-0
Volume 163,407 181,775 18,368 11.2% 668,948
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 680-3 660-1 595-3
R3 649-5 629-3 587-0
R2 618-7 618-7 584-1
R1 598-5 598-5 581-3 593-3
PP 588-1 588-1 588-1 585-4
S1 567-7 567-7 575-5 562-5
S2 557-3 557-3 572-7
S3 526-5 537-1 570-0
S4 495-7 506-3 561-5
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 794-0 773-4 667-6
R3 735-2 714-6 651-5
R2 676-4 676-4 646-2
R1 656-0 656-0 640-7 666-2
PP 617-6 617-6 617-6 622-7
S1 597-2 597-2 630-1 607-4
S2 559-0 559-0 624-6
S3 500-2 538-4 619-3
S4 441-4 479-6 603-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 639-2 577-4 61-6 10.7% 19-6 3.4% 2% False True 165,253
10 639-2 573-0 66-2 11.5% 17-1 3.0% 8% False False 151,040
20 639-2 573-0 66-2 11.5% 15-2 2.6% 8% False False 152,982
40 658-4 573-0 85-4 14.8% 13-3 2.3% 6% False False 141,650
60 671-0 573-0 98-0 16.9% 12-1 2.1% 6% False False 114,856
80 671-0 573-0 98-0 16.9% 10-7 1.9% 6% False False 100,112
100 677-0 573-0 104-0 18.0% 10-1 1.8% 5% False False 89,433
120 677-0 573-0 104-0 18.0% 9-6 1.7% 5% False False 78,633
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 739-0
2.618 688-6
1.618 658-0
1.000 639-0
0.618 627-2
HIGH 608-2
0.618 596-4
0.500 592-7
0.382 589-2
LOW 577-4
0.618 558-4
1.000 546-6
1.618 527-6
2.618 497-0
4.250 446-6
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 592-7 603-2
PP 588-1 595-0
S1 583-2 586-6

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

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