CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 675-0 673-0 -2-0 -0.3% 640-4
High 677-0 674-0 -3-0 -0.4% 661-4
Low 670-0 670-0 0-0 0.0% 640-0
Close 673-6 673-0 -0-6 -0.1% 661-2
Range 7-0 4-0 -3-0 -42.9% 21-4
ATR 10-5 10-1 -0-4 -4.4% 0-0
Volume 24,682 45,232 20,550 83.3% 85,923
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 684-3 682-5 675-2
R3 680-3 678-5 674-1
R2 676-3 676-3 673-6
R1 674-5 674-5 673-3 675-0
PP 672-3 672-3 672-3 672-4
S1 670-5 670-5 672-5 671-0
S2 668-3 668-3 672-2
S3 664-3 666-5 671-7
S4 660-3 662-5 670-6
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 718-6 711-4 673-1
R3 697-2 690-0 667-1
R2 675-6 675-6 665-2
R1 668-4 668-4 663-2 672-1
PP 654-2 654-2 654-2 656-0
S1 647-0 647-0 659-2 650-5
S2 632-6 632-6 657-2
S3 611-2 625-4 655-3
S4 589-6 604-0 649-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-0 648-4 28-4 4.2% 7-1 1.1% 86% False False 28,149
10 677-0 617-0 60-0 8.9% 7-5 1.1% 93% False False 24,894
20 677-0 594-2 82-6 12.3% 7-7 1.2% 95% False False 24,645
40 683-0 594-2 88-6 13.2% 7-7 1.2% 89% False False 24,768
60 683-0 594-2 88-6 13.2% 8-6 1.3% 89% False False 22,897
80 768-6 594-2 174-4 25.9% 9-0 1.3% 45% False False 20,958
100 794-4 594-2 200-2 29.8% 8-6 1.3% 39% False False 18,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 691-0
2.618 684-4
1.618 680-4
1.000 678-0
0.618 676-4
HIGH 674-0
0.618 672-4
0.500 672-0
0.382 671-4
LOW 670-0
0.618 667-4
1.000 666-0
1.618 663-4
2.618 659-4
4.250 653-0
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 672-5 670-6
PP 672-3 668-4
S1 672-0 666-2

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

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