CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 777-0 763-4 -13-4 -1.7% 692-4
High 777-0 765-0 -12-0 -1.5% 770-0
Low 775-2 761-0 -14-2 -1.8% 686-0
Close 775-2 761-0 -14-2 -1.8% 743-2
Range 1-6 4-0 2-2 128.6% 84-0
ATR 23-2 22-4 -0-5 -2.8% 0-0
Volume 4,351 3,895 -456 -10.5% 27,143
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 774-3 771-5 763-2
R3 770-3 767-5 762-1
R2 766-3 766-3 761-6
R1 763-5 763-5 761-3 763-0
PP 762-3 762-3 762-3 762-0
S1 759-5 759-5 760-5 759-0
S2 758-3 758-3 760-2
S3 754-3 755-5 759-7
S4 750-3 751-5 758-6
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 985-1 948-1 789-4
R3 901-1 864-1 766-3
R2 817-1 817-1 758-5
R1 780-1 780-1 751-0 798-5
PP 733-1 733-1 733-1 742-2
S1 696-1 696-1 735-4 714-5
S2 649-1 649-1 727-7
S3 565-1 612-1 720-1
S4 481-1 528-1 697-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777-0 706-2 70-6 9.3% 12-7 1.7% 77% False False 5,377
10 777-0 636-4 140-4 18.5% 14-2 1.9% 89% False False 33,619
20 777-0 577-0 200-0 26.3% 14-4 1.9% 92% False False 82,620
40 777-0 551-0 226-0 29.7% 14-7 2.0% 93% False False 114,565
60 777-0 551-0 226-0 29.7% 14-3 1.9% 93% False False 129,349
80 777-0 551-0 226-0 29.7% 13-3 1.8% 93% False False 117,851
100 777-0 551-0 226-0 29.7% 12-3 1.6% 93% False False 106,274
120 777-0 551-0 226-0 29.7% 11-5 1.5% 93% False False 97,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782-0
2.618 775-4
1.618 771-4
1.000 769-0
0.618 767-4
HIGH 765-0
0.618 763-4
0.500 763-0
0.382 762-4
LOW 761-0
0.618 758-4
1.000 757-0
1.618 754-4
2.618 750-4
4.250 744-0
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 763-0 760-3
PP 762-3 759-5
S1 761-5 759-0

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

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