CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 620-0 617-0 -3-0 -0.5% 600-0
High 622-2 632-4 10-2 1.6% 613-0
Low 618-0 617-0 -1-0 -0.2% 594-2
Close 622-2 631-6 9-4 1.5% 598-4
Range 4-2 15-4 11-2 264.7% 18-6
ATR 10-2 10-5 0-3 3.6% 0-0
Volume 23,481 15,616 -7,865 -33.5% 106,547
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 673-5 668-1 640-2
R3 658-1 652-5 636-0
R2 642-5 642-5 634-5
R1 637-1 637-1 633-1 639-7
PP 627-1 627-1 627-1 628-4
S1 621-5 621-5 630-3 624-3
S2 611-5 611-5 628-7
S3 596-1 606-1 627-4
S4 580-5 590-5 623-2
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
5 632-4 594-2 38-2 6.1% 7-1 1.1% 98% True False 21,887
10 632-4 594-2 38-2 6.1% 8-1 1.3% 98% True False 21,340
20 632-4 594-2 38-2 6.1% 8-0 1.3% 98% True False 24,228
40 683-0 594-2 88-6 14.0% 8-6 1.4% 42% False False 22,817
60 683-0 594-2 88-6 14.0% 8-7 1.4% 42% False False 22,212
80 794-4 594-2 200-2 31.7% 9-2 1.5% 19% False False 19,585
100 794-4 594-2 200-2 31.7% 8-6 1.4% 19% False False 17,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 698-3
2.618 673-1
1.618 657-5
1.000 648-0
0.618 642-1
HIGH 632-4
0.618 626-5
0.500 624-6
0.382 622-7
LOW 617-0
0.618 607-3
1.000 601-4
1.618 591-7
2.618 576-3
4.250 551-1
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 629-3 628-0
PP 627-1 624-3
S1 624-6 620-5

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

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