CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 758-0 767-0 9-0 1.2% 692-4
High 758-0 781-0 23-0 3.0% 770-0
Low 736-0 767-0 31-0 4.2% 686-0
Close 750-6 771-2 20-4 2.7% 743-2
Range 22-0 14-0 -8-0 -36.4% 84-0
ATR 22-6 23-2 0-4 2.4% 0-0
Volume 4,596 3,173 -1,423 -31.0% 27,143
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 815-1 807-1 779-0
R3 801-1 793-1 775-1
R2 787-1 787-1 773-7
R1 779-1 779-1 772-4 783-1
PP 773-1 773-1 773-1 775-0
S1 765-1 765-1 770-0 769-1
S2 759-1 759-1 768-5
S3 745-1 751-1 767-3
S4 731-1 737-1 763-4
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 985-1 948-1 789-4
R3 901-1 864-1 766-3
R2 817-1 817-1 758-5
R1 780-1 780-1 751-0 798-5
PP 733-1 733-1 733-1 742-2
S1 696-1 696-1 735-4 714-5
S2 649-1 649-1 727-7
S3 565-1 612-1 720-1
S4 481-1 528-1 697-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 781-0 736-0 45-0 5.8% 11-1 1.4% 78% True False 4,305
10 781-0 646-4 134-4 17.4% 14-2 1.8% 93% True False 15,253
20 781-0 579-4 201-4 26.1% 14-4 1.9% 95% True False 65,147
40 781-0 551-0 230-0 29.8% 15-2 2.0% 96% True False 109,343
60 781-0 551-0 230-0 29.8% 14-5 1.9% 96% True False 126,042
80 781-0 551-0 230-0 29.8% 13-5 1.8% 96% True False 116,755
100 781-0 551-0 230-0 29.8% 12-4 1.6% 96% True False 105,423
120 781-0 551-0 230-0 29.8% 11-6 1.5% 96% True False 96,786
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 840-4
2.618 817-5
1.618 803-5
1.000 795-0
0.618 789-5
HIGH 781-0
0.618 775-5
0.500 774-0
0.382 772-3
LOW 767-0
0.618 758-3
1.000 753-0
1.618 744-3
2.618 730-3
4.250 707-4
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 774-0 767-0
PP 773-1 762-6
S1 772-1 758-4

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

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