CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 660-4 665-0 4-4 0.7% 675-0
High 661-0 672-0 11-0 1.7% 677-0
Low 655-0 663-6 8-6 1.3% 655-0
Close 655-6 664-4 8-6 1.3% 655-6
Range 6-0 8-2 2-2 37.5% 22-0
ATR 10-2 10-6 0-3 4.1% 0-0
Volume 49,876 30,315 -19,561 -39.2% 157,577
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 691-4 686-2 669-0
R3 683-2 678-0 666-6
R2 675-0 675-0 666-0
R1 669-6 669-6 665-2 668-2
PP 666-6 666-6 666-6 666-0
S1 661-4 661-4 663-6 660-0
S2 658-4 658-4 663-0
S3 650-2 653-2 662-2
S4 642-0 645-0 660-0
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 3.3% 7-0 1.0% 43% False False 37,578
10 677-0 630-0 47-0 7.1% 7-2 1.1% 73% False False 29,842
20 677-0 594-2 82-6 12.5% 7-2 1.1% 85% False False 26,067
40 677-6 594-2 83-4 12.6% 8-0 1.2% 84% False False 26,278
60 683-0 594-2 88-6 13.4% 8-1 1.2% 79% False False 23,921
80 737-0 594-2 142-6 21.5% 8-7 1.3% 49% False False 21,980
100 794-4 594-2 200-2 30.1% 8-7 1.3% 35% False False 19,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 707-0
2.618 693-5
1.618 685-3
1.000 680-2
0.618 677-1
HIGH 672-0
0.618 668-7
0.500 667-7
0.382 666-7
LOW 663-6
0.618 658-5
1.000 655-4
1.618 650-3
2.618 642-1
4.250 628-6
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 667-7 664-1
PP 666-6 663-7
S1 665-5 663-4

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

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