CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 717-0 736-6 19-6 2.8% 656-4
High 725-4 746-0 20-4 2.8% 712-4
Low 715-4 685-4 -30-0 -4.2% 650-6
Close 717-4 704-0 -13-4 -1.9% 693-0
Range 10-0 60-4 50-4 505.0% 61-6
ATR 21-1 23-7 2-7 13.4% 0-0
Volume 185,241 172,221 -13,020 -7.0% 779,889
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 893-3 859-1 737-2
R3 832-7 798-5 720-5
R2 772-3 772-3 715-1
R1 738-1 738-1 709-4 725-0
PP 711-7 711-7 711-7 705-2
S1 677-5 677-5 698-4 664-4
S2 651-3 651-3 692-7
S3 590-7 617-1 687-3
S4 530-3 556-5 670-6
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 870-5 843-5 727-0
R3 808-7 781-7 710-0
R2 747-1 747-1 704-3
R1 720-1 720-1 698-5 733-5
PP 685-3 685-3 685-3 692-2
S1 658-3 658-3 687-3 671-7
S2 623-5 623-5 681-5
S3 561-7 596-5 676-0
S4 500-1 534-7 659-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 746-0 685-4 60-4 8.6% 22-4 3.2% 31% True True 176,595
10 746-0 630-0 116-0 16.5% 18-7 2.7% 64% True False 200,480
20 746-0 506-0 240-0 34.1% 15-5 2.2% 83% True False 164,625
40 746-0 506-0 240-0 34.1% 12-2 1.7% 83% True False 121,703
60 746-0 502-0 244-0 34.7% 10-5 1.5% 83% True False 102,242
80 746-0 502-0 244-0 34.7% 9-6 1.4% 83% True False 87,691
100 746-0 502-0 244-0 34.7% 9-1 1.3% 83% True False 77,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1003-1
2.618 904-3
1.618 843-7
1.000 806-4
0.618 783-3
HIGH 746-0
0.618 722-7
0.500 715-6
0.382 708-5
LOW 685-4
0.618 648-1
1.000 625-0
1.618 587-5
2.618 527-1
4.250 428-3
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 715-6 715-6
PP 711-7 711-7
S1 707-7 707-7

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

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