CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 616-2 604-4 -11-6 -1.9% 613-0
High 616-4 609-4 -7-0 -1.1% 618-6
Low 601-0 599-2 -1-6 -0.3% 591-6
Close 601-0 607-4 6-4 1.1% 603-0
Range 15-4 10-2 -5-2 -33.9% 27-0
ATR 13-0 12-6 -0-2 -1.5% 0-0
Volume 185,064 183,514 -1,550 -0.8% 771,776
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 636-1 632-1 613-1
R3 625-7 621-7 610-3
R2 615-5 615-5 609-3
R1 611-5 611-5 608-4 613-5
PP 605-3 605-3 605-3 606-4
S1 601-3 601-3 606-4 603-3
S2 595-1 595-1 605-5
S3 584-7 591-1 604-5
S4 574-5 580-7 601-7
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
5 621-6 599-2 22-4 3.7% 14-2 2.3% 37% False True 169,209
10 627-0 591-6 35-2 5.8% 12-0 2.0% 45% False False 156,605
20 658-4 591-6 66-6 11.0% 11-4 1.9% 24% False False 130,318
40 671-0 591-6 79-2 13.0% 10-4 1.7% 20% False False 95,794
60 671-0 591-6 79-2 13.0% 9-4 1.6% 20% False False 82,489
80 677-0 591-6 85-2 14.0% 8-7 1.5% 18% False False 73,545
100 677-0 591-6 85-2 14.0% 8-6 1.4% 18% False False 63,763
120 683-0 591-6 91-2 15.0% 8-5 1.4% 17% False False 57,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 653-0
2.618 636-3
1.618 626-1
1.000 619-6
0.618 615-7
HIGH 609-4
0.618 605-5
0.500 604-3
0.382 603-1
LOW 599-2
0.618 592-7
1.000 589-0
1.618 582-5
2.618 572-3
4.250 555-6
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 606-4 610-4
PP 605-3 609-4
S1 604-3 608-4

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

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