CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 597-4 611-0 13-4 2.3% 600-0
High 601-0 616-2 15-2 2.5% 613-0
Low 596-4 608-6 12-2 2.1% 594-2
Close 598-4 616-2 17-6 3.0% 598-4
Range 4-4 7-4 3-0 66.7% 18-6
ATR 10-0 10-5 0-4 5.5% 0-0
Volume 28,387 24,737 -3,650 -12.9% 106,547
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 636-2 633-6 620-3
R3 628-6 626-2 618-2
R2 621-2 621-2 617-5
R1 618-6 618-6 617-0 620-0
PP 613-6 613-6 613-6 614-3
S1 611-2 611-2 615-4 612-4
S2 606-2 606-2 614-7
S3 598-6 603-6 614-2
S4 591-2 596-2 612-1
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 658-1 647-1 608-6
R3 639-3 628-3 603-5
R2 620-5 620-5 602-0
R1 609-5 609-5 600-2 605-6
PP 601-7 601-7 601-7 600-0
S1 590-7 590-7 596-6 587-0
S2 583-1 583-1 595-0
S3 564-3 572-1 593-3
S4 545-5 553-3 588-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616-2 594-2 22-0 3.6% 6-4 1.0% 100% True False 21,015
10 616-2 594-2 22-0 3.6% 8-1 1.3% 100% True False 24,396
20 624-4 594-2 30-2 4.9% 7-4 1.2% 73% False False 24,822
40 683-0 594-2 88-6 14.4% 8-4 1.4% 25% False False 22,771
60 689-6 594-2 95-4 15.5% 8-7 1.4% 23% False False 21,893
80 794-4 594-2 200-2 32.5% 9-3 1.5% 11% False False 19,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 648-1
2.618 635-7
1.618 628-3
1.000 623-6
0.618 620-7
HIGH 616-2
0.618 613-3
0.500 612-4
0.382 611-5
LOW 608-6
0.618 604-1
1.000 601-2
1.618 596-5
2.618 589-1
4.250 576-7
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 615-0 612-5
PP 613-6 608-7
S1 612-4 605-2

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

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