CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 689-0 692-6 3-6 0.5% 656-4
High 712-4 700-4 -12-0 -1.7% 712-4
Low 689-0 690-6 1-6 0.3% 650-6
Close 708-4 693-0 -15-4 -2.2% 693-0
Range 23-4 9-6 -13-6 -58.5% 61-6
ATR 20-3 20-1 -0-1 -0.9% 0-0
Volume 155,036 230,341 75,305 48.6% 779,889
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 724-0 718-2 698-3
R3 714-2 708-4 695-5
R2 704-4 704-4 694-6
R1 698-6 698-6 693-7 701-5
PP 694-6 694-6 694-6 696-2
S1 689-0 689-0 692-1 691-7
S2 685-0 685-0 691-2
S3 675-2 679-2 690-3
S4 665-4 669-4 687-5
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 870-5 843-5 727-0
R3 808-7 781-7 710-0
R2 747-1 747-1 704-3
R1 720-1 720-1 698-5 733-5
PP 685-3 685-3 685-3 692-2
S1 658-3 658-3 687-3 671-7
S2 623-5 623-5 681-5
S3 561-7 596-5 676-0
S4 500-1 534-7 659-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 712-4 631-4 81-0 11.7% 14-2 2.1% 76% False False 195,796
10 712-4 554-0 158-4 22.9% 14-5 2.1% 88% False False 192,793
20 712-4 506-0 206-4 29.8% 12-6 1.8% 91% False False 154,285
40 712-4 502-0 210-4 30.4% 10-7 1.6% 91% False False 115,423
60 712-4 502-0 210-4 30.4% 9-5 1.4% 91% False False 95,976
80 712-4 502-0 210-4 30.4% 9-0 1.3% 91% False False 82,999
100 712-4 502-0 210-4 30.4% 8-4 1.2% 91% False False 73,067
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
4.250 742-0
2.618 726-0
1.618 716-2
1.000 710-2
0.618 706-4
HIGH 700-4
0.618 696-6
0.500 695-5
0.382 694-4
LOW 690-6
0.618 684-6
1.000 681-0
1.618 675-0
2.618 665-2
4.250 649-2
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 695-5 692-1
PP 694-6 691-1
S1 693-7 690-2

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

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