CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 789-0 779-0 -10-0 -1.3% 777-6
High 796-4 795-4 -1-0 -0.1% 796-4
Low 782-0 772-6 -9-2 -1.2% 763-0
Close 795-6 785-4 -10-2 -1.3% 795-6
Range 14-4 22-6 8-2 56.9% 33-4
ATR 23-5 23-5 0-0 -0.2% 0-0
Volume 216,492 189,213 -27,279 -12.6% 986,398
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 852-7 841-7 798-0
R3 830-1 819-1 791-6
R2 807-3 807-3 789-5
R1 796-3 796-3 787-5 801-7
PP 784-5 784-5 784-5 787-2
S1 773-5 773-5 783-3 779-1
S2 761-7 761-7 781-3
S3 739-1 750-7 779-2
S4 716-3 728-1 773-0
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 885-5 874-1 814-1
R3 852-1 840-5 805-0
R2 818-5 818-5 801-7
R1 807-1 807-1 798-7 812-7
PP 785-1 785-1 785-1 788-0
S1 773-5 773-5 792-5 779-3
S2 751-5 751-5 789-5
S3 718-1 740-1 786-4
S4 684-5 706-5 777-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796-4 763-0 33-4 4.3% 19-2 2.4% 67% False False 197,718
10 796-4 685-4 111-0 14.1% 22-0 2.8% 90% False False 205,426
20 796-4 589-0 207-4 26.4% 18-0 2.3% 95% False False 198,596
40 796-4 506-0 290-4 37.0% 13-7 1.8% 96% False False 149,528
60 796-4 502-0 294-4 37.5% 12-2 1.6% 96% False False 122,655
80 796-4 502-0 294-4 37.5% 10-7 1.4% 96% False False 105,467
100 796-4 502-0 294-4 37.5% 10-1 1.3% 96% False False 91,678
120 796-4 502-0 294-4 37.5% 9-4 1.2% 96% False False 81,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 892-2
2.618 855-0
1.618 832-2
1.000 818-2
0.618 809-4
HIGH 795-4
0.618 786-6
0.500 784-1
0.382 781-4
LOW 772-6
0.618 758-6
1.000 750-0
1.618 736-0
2.618 713-2
4.250 676-0
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 785-0 785-2
PP 784-5 784-7
S1 784-1 784-5

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

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