CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 673-0 664-4 -8-4 -1.3% 640-4
High 674-0 665-0 -9-0 -1.3% 661-4
Low 670-0 655-4 -14-4 -2.2% 640-0
Close 673-0 657-2 -15-6 -2.3% 661-2
Range 4-0 9-4 5-4 137.5% 21-4
ATR 10-1 10-5 0-4 5.2% 0-0
Volume 45,232 37,787 -7,445 -16.5% 85,923
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 687-6 682-0 662-4
R3 678-2 672-4 659-7
R2 668-6 668-6 659-0
R1 663-0 663-0 658-1 661-1
PP 659-2 659-2 659-2 658-2
S1 653-4 653-4 656-3 651-5
S2 649-6 649-6 655-4
S3 640-2 644-0 654-5
S4 630-6 634-4 652-0
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
5 677-0 650-2 26-6 4.1% 7-0 1.1% 26% False False 31,764
10 677-0 617-0 60-0 9.1% 8-1 1.2% 67% False False 26,325
20 677-0 594-2 82-6 12.6% 7-5 1.2% 76% False False 24,899
40 683-0 594-2 88-6 13.5% 8-1 1.2% 71% False False 25,281
60 683-0 594-2 88-6 13.5% 8-6 1.3% 71% False False 23,391
80 766-4 594-2 172-2 26.2% 9-1 1.4% 37% False False 21,282
100 794-4 594-2 200-2 30.5% 8-6 1.3% 31% False False 19,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 705-3
2.618 689-7
1.618 680-3
1.000 674-4
0.618 670-7
HIGH 665-0
0.618 661-3
0.500 660-2
0.382 659-1
LOW 655-4
0.618 649-5
1.000 646-0
1.618 640-1
2.618 630-5
4.250 615-1
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 660-2 666-2
PP 659-2 663-2
S1 658-2 660-2

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

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