CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 633-2 634-0 0-6 0.1% 611-0
High 638-6 635-6 -3-0 -0.5% 638-6
Low 631-2 630-0 -1-2 -0.2% 608-6
Close 632-2 634-0 1-6 0.3% 634-0
Range 7-4 5-6 -1-6 -23.3% 30-0
ATR 10-3 10-1 -0-3 -3.2% 0-0
Volume 29,410 24,605 -4,805 -16.3% 117,849
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 650-4 648-0 637-1
R3 644-6 642-2 635-5
R2 639-0 639-0 635-0
R1 636-4 636-4 634-4 636-7
PP 633-2 633-2 633-2 633-4
S1 630-6 630-6 633-4 631-1
S2 627-4 627-4 633-0
S3 621-6 625-0 632-3
S4 616-0 619-2 630-7
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 717-1 705-5 650-4
R3 687-1 675-5 642-2
R2 657-1 657-1 639-4
R1 645-5 645-5 636-6 651-3
PP 627-1 627-1 627-1 630-0
S1 615-5 615-5 631-2 621-3
S2 597-1 597-1 628-4
S3 567-1 585-5 625-6
S4 537-1 555-5 617-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638-6 608-6 30-0 4.7% 8-1 1.3% 84% False False 23,569
10 638-6 594-2 44-4 7.0% 7-4 1.2% 89% False False 22,439
20 638-6 594-2 44-4 7.0% 7-7 1.2% 89% False False 24,675
40 683-0 594-2 88-6 14.0% 8-3 1.3% 45% False False 23,468
60 683-0 594-2 88-6 14.0% 8-7 1.4% 45% False False 22,379
80 784-0 594-2 189-6 29.9% 9-1 1.4% 21% False False 20,023
100 794-4 594-2 200-2 31.6% 8-5 1.4% 20% False False 17,614
Crabel Price Patterns
NR True
NR4 False
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 660-2
2.618 650-6
1.618 645-0
1.000 641-4
0.618 639-2
HIGH 635-6
0.618 633-4
0.500 632-7
0.382 632-2
LOW 630-0
0.618 626-4
1.000 624-2
1.618 620-6
2.618 615-0
4.250 605-4
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 633-5 632-0
PP 633-2 629-7
S1 632-7 627-7

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

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