CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 653-0 649-4 -3-4 -0.5% 627-4
High 653-0 652-0 -1-0 -0.2% 653-0
Low 643-0 646-0 3-0 0.5% 623-0
Close 643-6 651-0 7-2 1.1% 651-0
Range 10-0 6-0 -4-0 -40.0% 30-0
ATR 11-2 11-1 -0-2 -1.9% 0-0
Volume 56,416 56,364 -52 -0.1% 273,599
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 667-5 665-3 654-2
R3 661-5 659-3 652-5
R2 655-5 655-5 652-1
R1 653-3 653-3 651-4 654-4
PP 649-5 649-5 649-5 650-2
S1 647-3 647-3 650-4 648-4
S2 643-5 643-5 649-7
S3 637-5 641-3 649-3
S4 631-5 635-3 647-6
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 732-3 721-5 667-4
R3 702-3 691-5 659-2
R2 672-3 672-3 656-4
R1 661-5 661-5 653-6 667-0
PP 642-3 642-3 642-3 645-0
S1 631-5 631-5 648-2 637-0
S2 612-3 612-3 645-4
S3 582-3 601-5 642-6
S4 552-3 571-5 634-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-0 623-0 30-0 4.6% 9-0 1.4% 93% False False 54,719
10 653-0 604-0 49-0 7.5% 8-2 1.3% 96% False False 54,377
20 677-0 604-0 73-0 11.2% 7-2 1.1% 64% False False 45,792
40 677-0 594-2 82-6 12.7% 7-5 1.2% 69% False False 35,095
60 683-0 594-2 88-6 13.6% 8-0 1.2% 64% False False 30,973
80 683-0 594-2 88-6 13.6% 8-3 1.3% 64% False False 28,082
100 780-0 594-2 185-6 28.5% 8-5 1.3% 31% False False 25,268
120 794-4 594-2 200-2 30.8% 8-4 1.3% 28% False False 22,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 677-4
2.618 667-6
1.618 661-6
1.000 658-0
0.618 655-6
HIGH 652-0
0.618 649-6
0.500 649-0
0.382 648-2
LOW 646-0
0.618 642-2
1.000 640-0
1.618 636-2
2.618 630-2
4.250 620-4
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 650-3 649-1
PP 649-5 647-1
S1 649-0 645-2

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

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