CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 664-4 660-4 -4-0 -0.6% 675-0
High 665-0 661-0 -4-0 -0.6% 677-0
Low 655-4 655-0 -0-4 -0.1% 655-0
Close 657-2 655-6 -1-4 -0.2% 655-6
Range 9-4 6-0 -3-4 -36.8% 22-0
ATR 10-5 10-2 -0-3 -3.1% 0-0
Volume 37,787 49,876 12,089 32.0% 157,577
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 675-2 671-4 659-0
R3 669-2 665-4 657-3
R2 663-2 663-2 656-7
R1 659-4 659-4 656-2 658-3
PP 657-2 657-2 657-2 656-6
S1 653-4 653-4 655-2 652-3
S2 651-2 651-2 654-5
S3 645-2 647-4 654-1
S4 639-2 641-4 652-4
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 728-5 714-1 667-7
R3 706-5 692-1 661-6
R2 684-5 684-5 659-6
R1 670-1 670-1 657-6 666-3
PP 662-5 662-5 662-5 660-6
S1 648-1 648-1 653-6 644-3
S2 640-5 640-5 651-6
S3 618-5 626-1 649-6
S4 596-5 604-1 643-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-0 655-0 22-0 3.4% 6-4 1.0% 3% False True 36,760
10 677-0 630-0 47-0 7.2% 7-1 1.1% 55% False False 29,751
20 677-0 594-2 82-6 12.6% 7-5 1.2% 74% False False 25,545
40 682-0 594-2 87-6 13.4% 8-1 1.2% 70% False False 26,082
60 683-0 594-2 88-6 13.5% 8-1 1.2% 69% False False 23,938
80 749-0 594-2 154-6 23.6% 8-7 1.4% 40% False False 21,750
100 794-4 594-2 200-2 30.5% 8-7 1.3% 31% False False 19,427
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 686-4
2.618 676-6
1.618 670-6
1.000 667-0
0.618 664-6
HIGH 661-0
0.618 658-6
0.500 658-0
0.382 657-2
LOW 655-0
0.618 651-2
1.000 649-0
1.618 645-2
2.618 639-2
4.250 629-4
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 658-0 664-4
PP 657-2 661-5
S1 656-4 658-5

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

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