CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 779-0 760-0 -19-0 -2.4% 777-6
High 795-4 778-2 -17-2 -2.2% 796-4
Low 772-6 745-4 -27-2 -3.5% 763-0
Close 785-4 778-2 -7-2 -0.9% 795-6
Range 22-6 32-6 10-0 44.0% 33-4
ATR 23-5 24-6 1-1 5.0% 0-0
Volume 189,213 177,781 -11,432 -6.0% 986,398
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 865-5 854-5 796-2
R3 832-7 821-7 787-2
R2 800-1 800-1 784-2
R1 789-1 789-1 781-2 794-5
PP 767-3 767-3 767-3 770-0
S1 756-3 756-3 775-2 761-7
S2 734-5 734-5 772-2
S3 701-7 723-5 769-2
S4 669-1 690-7 760-2
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
5 796-4 745-4 51-0 6.6% 21-6 2.8% 64% False True 192,771
10 796-4 685-4 111-0 14.3% 24-2 3.1% 84% False False 204,680
20 796-4 606-0 190-4 24.5% 19-3 2.5% 90% False False 201,267
40 796-4 506-0 290-4 37.3% 14-5 1.9% 94% False False 151,890
60 796-4 502-0 294-4 37.8% 12-5 1.6% 94% False False 124,670
80 796-4 502-0 294-4 37.8% 11-1 1.4% 94% False False 106,908
100 796-4 502-0 294-4 37.8% 10-3 1.3% 94% False False 93,083
120 796-4 502-0 294-4 37.8% 9-6 1.3% 94% False False 82,599
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 5-2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 917-4
2.618 864-0
1.618 831-2
1.000 811-0
0.618 798-4
HIGH 778-2
0.618 765-6
0.500 761-7
0.382 758-0
LOW 745-4
0.618 725-2
1.000 712-6
1.618 692-4
2.618 659-6
4.250 606-2
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 772-6 775-7
PP 767-3 773-3
S1 761-7 771-0

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

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