CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 784-4 789-2 4-6 0.6% 779-0
High 788-4 795-0 6-4 0.8% 795-4
Low 771-0 787-4 16-4 2.1% 745-4
Close 776-2 793-2 17-0 2.2% 793-2
Range 17-4 7-4 -10-0 -57.1% 50-0
ATR 23-5 23-2 -0-3 -1.5% 0-0
Volume 160,699 143,940 -16,759 -10.4% 887,890
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 814-3 811-3 797-3
R3 806-7 803-7 795-2
R2 799-3 799-3 794-5
R1 796-3 796-3 794-0 797-7
PP 791-7 791-7 791-7 792-6
S1 788-7 788-7 792-4 790-3
S2 784-3 784-3 791-7
S3 776-7 781-3 791-2
S4 769-3 773-7 789-1
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 928-1 910-5 820-6
R3 878-1 860-5 807-0
R2 828-1 828-1 802-3
R1 810-5 810-5 797-7 819-3
PP 778-1 778-1 778-1 782-4
S1 760-5 760-5 788-5 769-3
S2 728-1 728-1 784-1
S3 678-1 710-5 779-4
S4 628-1 660-5 765-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 795-4 745-4 50-0 6.3% 17-4 2.2% 96% False False 177,578
10 796-4 745-4 51-0 6.4% 17-4 2.2% 94% False False 187,428
20 796-4 631-4 165-0 20.8% 18-2 2.3% 98% False False 193,603
40 796-4 506-0 290-4 36.6% 15-0 1.9% 99% False False 159,686
60 796-4 502-0 294-4 37.1% 12-6 1.6% 99% False False 130,405
80 796-4 502-0 294-4 37.1% 11-2 1.4% 99% False False 110,543
100 796-4 502-0 294-4 37.1% 10-5 1.3% 99% False False 97,277
120 796-4 502-0 294-4 37.1% 9-7 1.2% 99% False False 86,214
Crabel Price Patterns
NR True
NR4 False
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 5-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 826-7
2.618 814-5
1.618 807-1
1.000 802-4
0.618 799-5
HIGH 795-0
0.618 792-1
0.500 791-2
0.382 790-3
LOW 787-4
0.618 782-7
1.000 780-0
1.618 775-3
2.618 767-7
4.250 755-5
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 792-5 789-7
PP 791-7 786-3
S1 791-2 783-0

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

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