CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 692-4 706-2 13-6 2.0% 621-4
High 693-0 720-0 27-0 3.9% 676-0
Low 686-0 706-2 20-2 3.0% 618-0
Close 692-4 718-6 26-2 3.8% 672-4
Range 7-0 13-6 6-6 96.4% 58-0
ATR 19-2 19-6 0-5 3.1% 0-0
Volume 8,501 2,434 -6,067 -71.4% 409,359
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 756-2 751-2 726-2
R3 742-4 737-4 722-4
R2 728-6 728-6 721-2
R1 723-6 723-6 720-0 726-2
PP 715-0 715-0 715-0 716-2
S1 710-0 710-0 717-4 712-4
S2 701-2 701-2 716-2
S3 687-4 696-2 715-0
S4 673-6 682-4 711-2
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 829-4 809-0 704-3
R3 771-4 751-0 688-4
R2 713-4 713-4 683-1
R1 693-0 693-0 677-7 703-2
PP 655-4 655-4 655-4 660-5
S1 635-0 635-0 667-1 645-2
S2 597-4 597-4 661-7
S3 539-4 577-0 656-4
S4 481-4 519-0 640-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-0 646-0 74-0 10.3% 15-0 2.1% 98% True False 40,624
10 720-0 586-4 133-4 18.6% 14-1 2.0% 99% True False 73,803
20 720-0 577-0 143-0 19.9% 14-3 2.0% 99% True False 110,251
40 720-0 551-0 169-0 23.5% 15-1 2.1% 99% True False 131,372
60 720-0 551-0 169-0 23.5% 14-1 2.0% 99% True False 138,164
80 720-0 551-0 169-0 23.5% 13-1 1.8% 99% True False 120,930
100 720-0 551-0 169-0 23.5% 12-1 1.7% 99% True False 108,419
120 720-0 551-0 169-0 23.5% 11-3 1.6% 99% True False 99,212
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 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 778-4
2.618 756-0
1.618 742-2
1.000 733-6
0.618 728-4
HIGH 720-0
0.618 714-6
0.500 713-1
0.382 711-4
LOW 706-2
0.618 697-6
1.000 692-4
1.618 684-0
2.618 670-2
4.250 647-6
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 716-7 708-5
PP 715-0 698-5
S1 713-1 688-4

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

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