CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 619-6 621-0 1-2 0.2% 665-0
High 623-0 621-0 -2-0 -0.3% 672-0
Low 611-4 615-0 3-4 0.6% 611-4
Close 612-0 615-6 3-6 0.6% 612-0
Range 11-4 6-0 -5-4 -47.8% 60-4
ATR 12-1 11-7 -0-2 -1.8% 0-0
Volume 67,228 46,343 -20,885 -31.1% 230,610
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 635-2 631-4 619-0
R3 629-2 625-4 617-3
R2 623-2 623-2 616-7
R1 619-4 619-4 616-2 618-3
PP 617-2 617-2 617-2 616-6
S1 613-4 613-4 615-2 612-3
S2 611-2 611-2 614-5
S3 605-2 607-4 614-1
S4 599-2 601-4 612-4
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 813-3 773-1 645-2
R3 752-7 712-5 628-5
R2 692-3 692-3 623-1
R1 652-1 652-1 617-4 642-0
PP 631-7 631-7 631-7 626-6
S1 591-5 591-5 606-4 581-4
S2 571-3 571-3 600-7
S3 510-7 531-1 595-3
S4 450-3 470-5 578-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667-0 611-4 55-4 9.0% 6-1 1.0% 8% False False 49,327
10 677-0 611-4 65-4 10.6% 6-4 1.1% 6% False False 43,453
20 677-0 596-4 80-4 13.1% 7-1 1.2% 24% False False 33,334
40 677-0 594-2 82-6 13.4% 7-7 1.3% 26% False False 28,859
60 683-0 594-2 88-6 14.4% 8-2 1.3% 24% False False 25,931
80 695-0 594-2 100-6 16.4% 8-6 1.4% 21% False False 24,408
100 794-4 594-2 200-2 32.5% 9-0 1.5% 11% False False 21,866
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 646-4
2.618 636-6
1.618 630-6
1.000 627-0
0.618 624-6
HIGH 621-0
0.618 618-6
0.500 618-0
0.382 617-2
LOW 615-0
0.618 611-2
1.000 609-0
1.618 605-2
2.618 599-2
4.250 589-4
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 618-0 618-2
PP 617-2 617-3
S1 616-4 616-5

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

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