CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 599-2 608-6 9-4 1.6% 614-0
High 615-0 609-0 -6-0 -1.0% 615-0
Low 599-2 606-0 6-6 1.1% 596-2
Close 614-4 609-0 -5-4 -0.9% 609-0
Range 15-6 3-0 -12-6 -81.0% 18-6
ATR 11-1 10-7 -0-1 -1.7% 0-0
Volume 19,885 23,134 3,249 16.3% 145,586
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 617-0 616-0 610-5
R3 614-0 613-0 609-7
R2 611-0 611-0 609-4
R1 610-0 610-0 609-2 610-4
PP 608-0 608-0 608-0 608-2
S1 607-0 607-0 608-6 607-4
S2 605-0 605-0 608-4
S3 602-0 604-0 608-1
S4 599-0 601-0 607-3
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 663-0 654-6 619-2
R3 644-2 636-0 614-1
R2 625-4 625-4 612-4
R1 617-2 617-2 610-6 612-0
PP 606-6 606-6 606-6 604-1
S1 598-4 598-4 607-2 593-2
S2 588-0 588-0 605-4
S3 569-2 579-6 603-7
S4 550-4 561-0 598-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-0 596-2 18-6 3.1% 9-1 1.5% 68% False False 29,117
10 624-4 596-2 28-2 4.6% 8-1 1.3% 45% False False 26,911
20 666-0 596-2 69-6 11.5% 8-2 1.4% 18% False False 25,490
40 683-0 596-2 86-6 14.2% 8-5 1.4% 15% False False 22,803
60 728-6 596-2 132-4 21.8% 9-3 1.5% 10% False False 20,795
80 794-4 596-2 198-2 32.6% 9-1 1.5% 6% False False 18,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 621-6
2.618 616-7
1.618 613-7
1.000 612-0
0.618 610-7
HIGH 609-0
0.618 607-7
0.500 607-4
0.382 607-1
LOW 606-0
0.618 604-1
1.000 603-0
1.618 601-1
2.618 598-1
4.250 593-2
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 608-4 608-3
PP 608-0 607-6
S1 607-4 607-1

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

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