CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 726-6 718-2 -8-4 -1.2% 653-2
High 740-4 739-4 -1-0 -0.1% 713-6
Low 686-6 717-6 31-0 4.5% 648-2
Close 704-0 731-2 27-2 3.9% 695-2
Range 53-6 21-6 -32-0 -59.5% 65-4
ATR 23-0 24-0 0-7 3.9% 0-0
Volume 143,367 77,108 -66,259 -46.2% 306,160
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 794-6 784-6 743-2
R3 773-0 763-0 737-2
R2 751-2 751-2 735-2
R1 741-2 741-2 733-2 746-2
PP 729-4 729-4 729-4 732-0
S1 719-4 719-4 729-2 724-4
S2 707-6 707-6 727-2
S3 686-0 697-6 725-2
S4 664-2 676-0 719-2
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
5 740-4 686-6 53-6 7.4% 18-4 2.5% 83% False False 92,023
10 740-4 625-0 115-4 15.8% 17-5 2.4% 92% False False 93,597
20 740-4 509-4 231-0 31.6% 15-3 2.1% 96% False False 89,831
40 740-4 509-4 231-0 31.6% 12-5 1.7% 96% False False 70,296
60 740-4 507-0 233-4 31.9% 10-7 1.5% 96% False False 58,287
80 740-4 507-0 233-4 31.9% 10-1 1.4% 96% False False 49,665
100 740-4 507-0 233-4 31.9% 9-2 1.3% 96% False False 43,171
120 740-4 507-0 233-4 31.9% 8-5 1.2% 96% False False 37,540
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 832-0
2.618 796-4
1.618 774-6
1.000 761-2
0.618 753-0
HIGH 739-4
0.618 731-2
0.500 728-5
0.382 726-0
LOW 717-6
0.618 704-2
1.000 696-0
1.618 682-4
2.618 660-6
4.250 625-2
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 730-3 725-3
PP 729-4 719-4
S1 728-5 713-5

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

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