CME Pit-Traded Corn Future September 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 735-2 718-2 -17-0 -2.3% 653-2
High 735-2 725-4 -9-6 -1.3% 713-6
Low 732-0 718-0 -14-0 -1.9% 648-2
Close 732-0 718-4 -13-4 -1.8% 695-2
Range 3-2 7-4 4-2 130.8% 65-4
ATR 21-2 20-6 -0-4 -2.4% 0-0
Volume 82,949 87,245 4,296 5.2% 306,160
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 743-1 738-3 722-5
R3 735-5 730-7 720-4
R2 728-1 728-1 719-7
R1 723-3 723-3 719-2 725-6
PP 720-5 720-5 720-5 721-7
S1 715-7 715-7 717-6 718-2
S2 713-1 713-1 717-1
S3 705-5 708-3 716-4
S4 698-1 700-7 714-3
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
5 735-2 655-4 79-6 11.1% 12-2 1.7% 79% False False 77,582
10 735-2 604-6 130-4 18.2% 13-5 1.9% 87% False False 99,388
20 735-2 509-4 225-6 31.4% 12-6 1.8% 93% False False 88,362
40 735-2 509-4 225-6 31.4% 11-1 1.5% 93% False False 66,433
60 735-2 507-0 228-2 31.8% 9-7 1.4% 93% False False 55,347
80 735-2 507-0 228-2 31.8% 9-2 1.3% 93% False False 47,488
100 735-2 507-0 228-2 31.8% 8-6 1.2% 93% False False 41,151
120 735-2 507-0 228-2 31.8% 8-1 1.1% 93% False False 35,827
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 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 757-3
2.618 745-1
1.618 737-5
1.000 733-0
0.618 730-1
HIGH 725-4
0.618 722-5
0.500 721-6
0.382 720-7
LOW 718-0
0.618 713-3
1.000 710-4
1.618 705-7
2.618 698-3
4.250 686-1
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 721-6 717-0
PP 720-5 715-5
S1 719-5 714-1

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

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