CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 607-0 617-0 10-0 1.6% 613-0
High 614-0 618-6 4-6 0.8% 618-6
Low 607-0 599-6 -7-2 -1.2% 591-6
Close 612-0 603-0 -9-0 -1.5% 603-0
Range 7-0 19-0 12-0 171.4% 27-0
ATR 12-1 12-5 0-4 4.0% 0-0
Volume 170,609 170,917 308 0.2% 771,776
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 664-1 652-5 613-4
R3 645-1 633-5 608-2
R2 626-1 626-1 606-4
R1 614-5 614-5 604-6 610-7
PP 607-1 607-1 607-1 605-2
S1 595-5 595-5 601-2 591-7
S2 588-1 588-1 599-4
S3 569-1 576-5 597-6
S4 550-1 557-5 592-4
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 685-4 671-2 617-7
R3 658-4 644-2 610-3
R2 631-4 631-4 608-0
R1 617-2 617-2 605-4 610-7
PP 604-4 604-4 604-4 601-2
S1 590-2 590-2 600-4 583-7
S2 577-4 577-4 598-0
S3 550-4 563-2 595-5
S4 523-4 536-2 588-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-6 591-6 27-0 4.5% 11-5 1.9% 42% True False 154,355
10 652-0 591-6 60-2 10.0% 10-5 1.8% 19% False False 142,608
20 658-4 591-6 66-6 11.1% 11-2 1.9% 17% False False 109,117
40 671-0 591-6 79-2 13.1% 9-7 1.6% 14% False False 84,765
60 671-0 591-6 79-2 13.1% 9-1 1.5% 14% False False 74,276
80 677-0 591-6 85-2 14.1% 8-5 1.4% 13% False False 66,180
100 677-0 591-6 85-2 14.1% 8-4 1.4% 13% False False 57,879
120 683-0 591-6 91-2 15.1% 8-4 1.4% 12% False False 51,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 699-4
2.618 668-4
1.618 649-4
1.000 637-6
0.618 630-4
HIGH 618-6
0.618 611-4
0.500 609-2
0.382 607-0
LOW 599-6
0.618 588-0
1.000 580-6
1.618 569-0
2.618 550-0
4.250 519-0
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 609-2 605-2
PP 607-1 604-4
S1 605-1 603-6

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

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