CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 771-6 793-4 21-6 2.8% 733-0
High 784-6 794-0 9-2 1.2% 747-4
Low 763-0 777-0 14-0 1.8% 685-4
Close 784-2 778-4 -5-6 -0.7% 740-2
Range 21-6 17-0 -4-6 -21.8% 62-0
ATR 24-5 24-1 -0-4 -2.2% 0-0
Volume 192,815 187,556 -5,259 -2.7% 1,018,794
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 834-1 823-3 787-7
R3 817-1 806-3 783-1
R2 800-1 800-1 781-5
R1 789-3 789-3 780-0 786-2
PP 783-1 783-1 783-1 781-5
S1 772-3 772-3 777-0 769-2
S2 766-1 766-1 775-3
S3 749-1 755-3 773-7
S4 732-1 738-3 769-1
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 910-3 887-3 774-3
R3 848-3 825-3 757-2
R2 786-3 786-3 751-5
R1 763-3 763-3 745-7 774-7
PP 724-3 724-3 724-3 730-2
S1 701-3 701-3 734-5 712-7
S2 662-3 662-3 728-7
S3 600-3 639-3 723-2
S4 538-3 577-3 706-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794-0 729-0 65-0 8.3% 18-2 2.3% 76% True False 191,952
10 794-0 685-4 108-4 13.9% 20-1 2.6% 86% True False 201,904
20 794-0 548-2 245-6 31.6% 17-7 2.3% 94% True False 192,261
40 794-0 506-0 288-0 37.0% 13-4 1.7% 95% True False 143,500
60 794-0 502-0 292-0 37.5% 11-7 1.5% 95% True False 117,759
80 794-0 502-0 292-0 37.5% 10-6 1.4% 95% True False 101,427
100 794-0 502-0 292-0 37.5% 9-7 1.3% 95% True False 88,316
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 True
Stretch 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 866-2
2.618 838-4
1.618 821-4
1.000 811-0
0.618 804-4
HIGH 794-0
0.618 787-4
0.500 785-4
0.382 783-4
LOW 777-0
0.618 766-4
1.000 760-0
1.618 749-4
2.618 732-4
4.250 704-6
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 785-4 778-4
PP 783-1 778-4
S1 780-7 778-4

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

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