CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 640-4 649-4 9-0 1.4% 611-0
High 647-4 658-2 10-6 1.7% 638-6
Low 640-0 648-4 8-4 1.3% 608-6
Close 647-2 656-0 8-6 1.4% 634-0
Range 7-4 9-6 2-2 30.0% 30-0
ATR 10-3 10-3 0-0 0.5% 0-0
Volume 15,089 19,715 4,626 30.7% 117,849
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 683-4 679-4 661-3
R3 673-6 669-6 658-5
R2 664-0 664-0 657-6
R1 660-0 660-0 656-7 662-0
PP 654-2 654-2 654-2 655-2
S1 650-2 650-2 655-1 652-2
S2 644-4 644-4 654-2
S3 634-6 640-4 653-3
S4 625-0 630-6 650-5
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
5 658-2 617-0 41-2 6.3% 9-2 1.4% 95% True False 20,887
10 658-2 594-2 64-0 9.8% 7-5 1.2% 96% True False 21,479
20 658-2 594-2 64-0 9.8% 8-0 1.2% 96% True False 24,397
40 683-0 594-2 88-6 13.5% 8-3 1.3% 70% False False 23,563
60 683-0 594-2 88-6 13.5% 8-6 1.3% 70% False False 22,179
80 780-0 594-2 185-6 28.3% 9-0 1.4% 33% False False 20,137
100 794-4 594-2 200-2 30.5% 8-5 1.3% 31% False False 17,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 699-6
2.618 683-6
1.618 674-0
1.000 668-0
0.618 664-2
HIGH 658-2
0.618 654-4
0.500 653-3
0.382 652-2
LOW 648-4
0.618 642-4
1.000 638-6
1.618 632-6
2.618 623-0
4.250 607-0
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 655-1 652-0
PP 654-2 648-1
S1 653-3 644-1

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

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