CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 693-6 735-2 41-4 6.0% 653-2
High 699-0 735-2 36-2 5.2% 713-6
Low 693-0 732-0 39-0 5.6% 648-2
Close 695-2 732-0 36-6 5.3% 695-2
Range 6-0 3-2 -2-6 -45.8% 65-4
ATR 19-6 21-2 1-4 7.3% 0-0
Volume 69,450 82,949 13,499 19.4% 306,160
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 742-7 740-5 733-6
R3 739-5 737-3 732-7
R2 736-3 736-3 732-5
R1 734-1 734-1 732-2 733-5
PP 733-1 733-1 733-1 732-6
S1 730-7 730-7 731-6 730-3
S2 729-7 729-7 731-3
S3 726-5 727-5 731-1
S4 723-3 724-3 730-2
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 882-2 854-2 731-2
R3 816-6 788-6 713-2
R2 751-2 751-2 707-2
R1 723-2 723-2 701-2 737-2
PP 685-6 685-6 685-6 692-6
S1 657-6 657-6 689-2 671-6
S2 620-2 620-2 683-2
S3 554-6 592-2 677-2
S4 489-2 526-6 659-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735-2 648-2 87-0 11.9% 11-6 1.6% 96% True False 77,821
10 735-2 588-4 146-6 20.0% 13-1 1.8% 98% True False 98,654
20 735-2 509-4 225-6 30.8% 13-0 1.8% 99% True False 87,258
40 735-2 507-0 228-2 31.2% 11-1 1.5% 99% True False 65,646
60 735-2 507-0 228-2 31.2% 9-7 1.3% 99% True False 54,307
80 735-2 507-0 228-2 31.2% 9-2 1.3% 99% True False 46,727
100 735-2 507-0 228-2 31.2% 8-5 1.2% 99% True False 40,384
120 735-2 507-0 228-2 31.2% 8-1 1.1% 99% True False 35,189
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 1-3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 749-0
2.618 743-6
1.618 740-4
1.000 738-4
0.618 737-2
HIGH 735-2
0.618 734-0
0.500 733-5
0.382 733-2
LOW 732-0
0.618 730-0
1.000 728-6
1.618 726-6
2.618 723-4
4.250 718-2
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 733-5 725-3
PP 733-1 718-6
S1 732-4 712-1

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

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