CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 605-0 598-0 -7-0 -1.2% 614-0
High 605-2 598-0 -7-2 -1.2% 615-0
Low 595-0 594-2 -0-6 -0.1% 596-2
Close 595-6 594-2 -1-4 -0.3% 609-0
Range 10-2 3-6 -6-4 -63.4% 18-6
ATR 10-6 10-2 -0-4 -4.7% 0-0
Volume 16,538 17,214 676 4.1% 145,586
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 606-6 604-2 596-2
R3 603-0 600-4 595-2
R2 599-2 599-2 595-0
R1 596-6 596-6 594-5 596-1
PP 595-4 595-4 595-4 595-2
S1 593-0 593-0 593-7 592-3
S2 591-6 591-6 593-4
S3 588-0 589-2 593-2
S4 584-2 585-4 592-2
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
5 613-0 594-2 18-6 3.2% 6-5 1.1% 0% False True 20,258
10 615-4 594-2 21-2 3.6% 8-3 1.4% 0% False True 26,050
20 654-6 594-2 60-4 10.2% 8-6 1.5% 0% False True 24,384
40 683-0 594-2 88-6 14.9% 8-6 1.5% 0% False True 22,229
60 695-0 594-2 100-6 17.0% 9-2 1.6% 0% False True 21,433
80 794-4 594-2 200-2 33.7% 9-3 1.6% 0% False True 18,999
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 614-0
2.618 607-7
1.618 604-1
1.000 601-6
0.618 600-3
HIGH 598-0
0.618 596-5
0.500 596-1
0.382 595-5
LOW 594-2
0.618 591-7
1.000 590-4
1.618 588-1
2.618 584-3
4.250 578-2
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 596-1 603-5
PP 595-4 600-4
S1 594-7 597-3

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

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