CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 608-0 597-4 -10-4 -1.7% 588-4
High 609-0 600-2 -8-6 -1.4% 616-0
Low 586-4 590-4 4-0 0.7% 586-4
Close 586-4 591-0 4-4 0.8% 591-0
Range 22-4 9-6 -12-6 -56.7% 29-4
ATR 17-2 17-0 -0-2 -1.5% 0-0
Volume 139,797 84,556 -55,241 -39.5% 577,144
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 623-1 616-7 596-3
R3 613-3 607-1 593-5
R2 603-5 603-5 592-6
R1 597-3 597-3 591-7 595-5
PP 593-7 593-7 593-7 593-0
S1 587-5 587-5 590-1 585-7
S2 584-1 584-1 589-2
S3 574-3 577-7 588-3
S4 564-5 568-1 585-5
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 686-3 668-1 607-2
R3 656-7 638-5 599-1
R2 627-3 627-3 596-3
R1 609-1 609-1 593-6 618-2
PP 597-7 597-7 597-7 602-3
S1 579-5 579-5 588-2 588-6
S2 568-3 568-3 585-5
S3 538-7 550-1 582-7
S4 509-3 520-5 574-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616-0 586-4 29-4 5.0% 12-7 2.2% 15% False False 115,428
10 616-0 577-0 39-0 6.6% 14-5 2.5% 36% False False 134,160
20 616-0 551-0 65-0 11.0% 14-4 2.5% 62% False False 140,481
40 639-2 551-0 88-2 14.9% 14-7 2.5% 45% False False 146,732
60 658-4 551-0 107-4 18.2% 13-6 2.3% 37% False False 141,260
80 671-0 551-0 120-0 20.3% 12-6 2.1% 33% False False 121,263
100 671-0 551-0 120-0 20.3% 11-5 2.0% 33% False False 108,186
120 677-0 551-0 126-0 21.3% 10-7 1.8% 32% False False 97,941
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641-6
2.618 625-6
1.618 616-0
1.000 610-0
0.618 606-2
HIGH 600-2
0.618 596-4
0.500 595-3
0.382 594-2
LOW 590-4
0.618 584-4
1.000 580-6
1.618 574-6
2.618 565-0
4.250 549-0
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 595-3 601-0
PP 593-7 597-5
S1 592-4 594-3

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

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