CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 669-0 689-0 20-0 3.0% 592-4
High 676-0 712-4 36-4 5.4% 654-4
Low 668-0 689-0 21-0 3.1% 589-0
Close 674-4 708-4 34-0 5.0% 634-6
Range 8-0 23-4 15-4 193.8% 65-4
ATR 19-0 20-3 1-3 7.1% 0-0
Volume 174,616 155,036 -19,580 -11.2% 997,636
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 773-7 764-5 721-3
R3 750-3 741-1 715-0
R2 726-7 726-7 712-6
R1 717-5 717-5 710-5 722-2
PP 703-3 703-3 703-3 705-5
S1 694-1 694-1 706-3 698-6
S2 679-7 679-7 704-2
S3 656-3 670-5 702-0
S4 632-7 647-1 695-5
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 822-5 794-1 670-6
R3 757-1 728-5 652-6
R2 691-5 691-5 646-6
R1 663-1 663-1 640-6 677-3
PP 626-1 626-1 626-1 633-2
S1 597-5 597-5 628-6 611-7
S2 560-5 560-5 622-6
S3 495-1 532-1 616-6
S4 429-5 466-5 598-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 712-4 630-0 82-4 11.6% 16-1 2.3% 95% True False 203,797
10 712-4 548-2 164-2 23.2% 15-5 2.2% 98% True False 182,619
20 712-4 506-0 206-4 29.1% 12-6 1.8% 98% True False 146,415
40 712-4 502-0 210-4 29.7% 10-7 1.5% 98% True False 111,681
60 712-4 502-0 210-4 29.7% 9-4 1.3% 98% True False 93,168
80 712-4 502-0 210-4 29.7% 8-7 1.3% 98% True False 80,529
100 712-4 502-0 210-4 29.7% 8-3 1.2% 98% True False 71,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 812-3
2.618 774-0
1.618 750-4
1.000 736-0
0.618 727-0
HIGH 712-4
0.618 703-4
0.500 700-6
0.382 698-0
LOW 689-0
0.618 674-4
1.000 665-4
1.618 651-0
2.618 627-4
4.250 589-1
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 705-7 699-4
PP 703-3 690-5
S1 700-6 681-5

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

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