CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 610-0 615-6 5-6 0.9% 621-0
High 617-0 622-0 5-0 0.8% 622-0
Low 609-4 614-2 4-6 0.8% 604-0
Close 616-0 620-2 4-2 0.7% 620-2
Range 7-4 7-6 0-2 3.3% 18-0
ATR 11-7 11-5 -0-2 -2.5% 0-0
Volume 48,697 63,895 15,198 31.2% 202,944
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 642-1 638-7 624-4
R3 634-3 631-1 622-3
R2 626-5 626-5 621-5
R1 623-3 623-3 621-0 625-0
PP 618-7 618-7 618-7 619-5
S1 615-5 615-5 619-4 617-2
S2 611-1 611-1 618-7
S3 603-3 607-7 618-1
S4 595-5 600-1 616-0
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 669-3 662-7 630-1
R3 651-3 644-7 625-2
R2 633-3 633-3 623-4
R1 626-7 626-7 621-7 621-1
PP 615-3 615-3 615-3 612-4
S1 608-7 608-7 618-5 603-1
S2 597-3 597-3 617-0
S3 579-3 590-7 615-2
S4 561-3 572-7 610-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 623-0 604-0 19-0 3.1% 7-4 1.2% 86% False False 54,034
10 672-0 604-0 68-0 11.0% 6-4 1.0% 24% False False 48,343
20 677-0 604-0 73-0 11.8% 7-2 1.2% 22% False False 37,334
40 677-0 594-2 82-6 13.3% 7-3 1.2% 31% False False 31,004
60 683-0 594-2 88-6 14.3% 8-0 1.3% 29% False False 27,565
80 689-6 594-2 95-4 15.4% 8-3 1.4% 27% False False 25,920
100 794-4 594-2 200-2 32.3% 8-6 1.4% 13% False False 23,116
120 794-4 594-2 200-2 32.3% 8-3 1.3% 13% False False 20,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 655-0
2.618 642-2
1.618 634-4
1.000 629-6
0.618 626-6
HIGH 622-0
0.618 619-0
0.500 618-1
0.382 617-2
LOW 614-2
0.618 609-4
1.000 606-4
1.618 601-6
2.618 594-0
4.250 581-2
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 619-4 617-7
PP 618-7 615-3
S1 618-1 613-0

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

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