CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 636-4 628-0 -8-4 -1.3% 647-0
High 640-4 629-0 -11-4 -1.8% 658-4
Low 625-4 623-4 -2-0 -0.3% 644-0
Close 625-6 627-0 1-2 0.2% 652-2
Range 15-0 5-4 -9-4 -63.3% 14-4
ATR 12-1 11-5 -0-4 -3.9% 0-0
Volume 155,602 139,247 -16,355 -10.5% 275,292
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 643-0 640-4 630-0
R3 637-4 635-0 628-4
R2 632-0 632-0 628-0
R1 629-4 629-4 627-4 628-0
PP 626-4 626-4 626-4 625-6
S1 624-0 624-0 626-4 622-4
S2 621-0 621-0 626-0
S3 615-4 618-4 625-4
S4 610-0 613-0 624-0
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 695-1 688-1 660-2
R3 680-5 673-5 656-2
R2 666-1 666-1 654-7
R1 659-1 659-1 653-5 662-5
PP 651-5 651-5 651-5 653-2
S1 644-5 644-5 650-7 648-1
S2 637-1 637-1 649-5
S3 622-5 630-1 648-2
S4 608-1 615-5 644-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-0 623-4 33-4 5.3% 9-7 1.6% 10% False True 112,992
10 658-4 603-0 55-4 8.9% 11-7 1.9% 43% False False 98,563
20 671-0 603-0 68-0 10.8% 10-3 1.7% 35% False False 77,088
40 671-0 603-0 68-0 10.8% 9-3 1.5% 35% False False 68,322
60 671-0 603-0 68-0 10.8% 8-6 1.4% 35% False False 63,167
80 677-0 594-2 82-6 13.2% 8-3 1.3% 40% False False 55,345
100 677-0 594-2 82-6 13.2% 8-3 1.3% 40% False False 49,205
120 683-0 594-2 88-6 14.2% 8-4 1.4% 37% False False 44,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-7
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 652-3
2.618 643-3
1.618 637-7
1.000 634-4
0.618 632-3
HIGH 629-0
0.618 626-7
0.500 626-2
0.382 625-5
LOW 623-4
0.618 620-1
1.000 618-0
1.618 614-5
2.618 609-1
4.250 600-1
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 626-6 637-6
PP 626-4 634-1
S1 626-2 630-5

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

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