CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 608-6 600-0 -8-6 -1.4% 614-0
High 609-0 610-0 1-0 0.2% 615-0
Low 606-0 600-0 -6-0 -1.0% 596-2
Close 609-0 608-4 -0-4 -0.1% 609-0
Range 3-0 10-0 7-0 233.3% 18-6
ATR 10-7 10-7 -0-1 -0.6% 0-0
Volume 23,134 26,207 3,073 13.3% 145,586
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 636-1 632-3 614-0
R3 626-1 622-3 611-2
R2 616-1 616-1 610-3
R1 612-3 612-3 609-3 614-2
PP 606-1 606-1 606-1 607-1
S1 602-3 602-3 607-5 604-2
S2 596-1 596-1 606-5
S3 586-1 592-3 605-6
S4 576-1 582-3 603-0
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% 9-6 1.6% 65% False False 27,776
10 624-4 596-2 28-2 4.6% 8-6 1.4% 43% False False 28,214
20 661-6 596-2 65-4 10.8% 8-1 1.3% 19% False False 25,235
40 683-0 596-2 86-6 14.3% 8-7 1.5% 14% False False 22,966
60 725-4 596-2 129-2 21.2% 9-3 1.5% 9% False False 21,018
80 794-4 596-2 198-2 32.6% 9-2 1.5% 6% False False 18,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652-4
2.618 636-1
1.618 626-1
1.000 620-0
0.618 616-1
HIGH 610-0
0.618 606-1
0.500 605-0
0.382 603-7
LOW 600-0
0.618 593-7
1.000 590-0
1.618 583-7
2.618 573-7
4.250 557-4
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 607-3 608-0
PP 606-1 607-5
S1 605-0 607-1

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

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