CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 747-4 777-6 30-2 4.0% 733-0
High 747-4 778-0 30-4 4.1% 747-4
Low 729-0 764-0 35-0 4.8% 685-4
Close 740-2 772-4 32-2 4.4% 740-2
Range 18-4 14-0 -4-4 -24.3% 62-0
ATR 24-2 25-2 1-0 4.0% 0-0
Volume 189,854 187,020 -2,834 -1.5% 1,018,794
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 813-4 807-0 780-2
R3 799-4 793-0 776-3
R2 785-4 785-4 775-1
R1 779-0 779-0 773-6 775-2
PP 771-4 771-4 771-4 769-5
S1 765-0 765-0 771-2 761-2
S2 757-4 757-4 769-7
S3 743-4 751-0 768-5
S4 729-4 737-0 764-6
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 910-3 887-3 774-3
R3 848-3 825-3 757-2
R2 786-3 786-3 751-5
R1 763-3 763-3 745-7 774-7
PP 724-3 724-3 724-3 730-2
S1 701-3 701-3 734-5 712-7
S2 662-3 662-3 728-7
S3 600-3 639-3 723-2
S4 538-3 577-3 706-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778-0 685-4 92-4 12.0% 24-6 3.2% 94% True False 213,135
10 778-0 650-6 127-2 16.5% 18-1 2.3% 96% True False 198,570
20 778-0 520-2 257-6 33.4% 17-1 2.2% 98% True False 184,238
40 778-0 506-0 272-0 35.2% 13-0 1.7% 98% True False 134,552
60 778-0 502-0 276-0 35.7% 11-3 1.5% 98% True False 111,397
80 778-0 502-0 276-0 35.7% 10-2 1.3% 98% True False 95,242
100 778-0 502-0 276-0 35.7% 9-4 1.2% 98% True False 83,601
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 837-4
2.618 814-5
1.618 800-5
1.000 792-0
0.618 786-5
HIGH 778-0
0.618 772-5
0.500 771-0
0.382 769-3
LOW 764-0
0.618 755-3
1.000 750-0
1.618 741-3
2.618 727-3
4.250 704-4
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 772-0 764-4
PP 771-4 756-3
S1 771-0 748-3

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

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