CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 793-4 789-0 -4-4 -0.6% 777-6
High 794-0 796-4 2-4 0.3% 796-4
Low 777-0 782-0 5-0 0.6% 763-0
Close 778-4 795-6 17-2 2.2% 795-6
Range 17-0 14-4 -2-4 -14.7% 33-4
ATR 24-1 23-5 -0-3 -1.8% 0-0
Volume 187,556 216,492 28,936 15.4% 986,398
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 834-7 829-7 803-6
R3 820-3 815-3 799-6
R2 805-7 805-7 798-3
R1 800-7 800-7 797-1 803-3
PP 791-3 791-3 791-3 792-6
S1 786-3 786-3 794-3 788-7
S2 776-7 776-7 793-1
S3 762-3 771-7 791-6
S4 747-7 757-3 787-6
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 885-5 874-1 814-1
R3 852-1 840-5 805-0
R2 818-5 818-5 801-7
R1 807-1 807-1 798-7 812-7
PP 785-1 785-1 785-1 788-0
S1 773-5 773-5 792-5 779-3
S2 751-5 751-5 789-5
S3 718-1 740-1 786-4
S4 684-5 706-5 777-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796-4 763-0 33-4 4.2% 17-4 2.2% 98% True False 197,279
10 796-4 685-4 111-0 13.9% 20-4 2.6% 99% True False 200,519
20 796-4 554-0 242-4 30.5% 17-5 2.2% 100% True False 196,656
40 796-4 506-0 290-4 36.5% 13-5 1.7% 100% True False 146,455
60 796-4 502-0 294-4 37.0% 12-0 1.5% 100% True False 120,277
80 796-4 502-0 294-4 37.0% 10-7 1.4% 100% True False 103,624
100 796-4 502-0 294-4 37.0% 10-0 1.2% 100% True False 90,134
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 3-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 858-1
2.618 834-4
1.618 820-0
1.000 811-0
0.618 805-4
HIGH 796-4
0.618 791-0
0.500 789-2
0.382 787-4
LOW 782-0
0.618 773-0
1.000 767-4
1.618 758-4
2.618 744-0
4.250 720-3
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 793-5 790-3
PP 791-3 785-1
S1 789-2 779-6

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

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