CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 789-2 811-4 22-2 2.8% 779-0
High 795-0 817-4 22-4 2.8% 795-4
Low 787-4 810-4 23-0 2.9% 745-4
Close 793-2 814-0 20-6 2.6% 793-2
Range 7-4 7-0 -0-4 -6.7% 50-0
ATR 23-2 23-3 0-1 0.3% 0-0
Volume 143,940 128,051 -15,889 -11.0% 887,890
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 835-0 831-4 817-7
R3 828-0 824-4 815-7
R2 821-0 821-0 815-2
R1 817-4 817-4 814-5 819-2
PP 814-0 814-0 814-0 814-7
S1 810-4 810-4 813-3 812-2
S2 807-0 807-0 812-6
S3 800-0 803-4 812-1
S4 793-0 796-4 810-1
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
5 817-4 745-4 72-0 8.8% 14-3 1.8% 95% True False 165,345
10 817-4 745-4 72-0 8.8% 16-6 2.1% 95% True False 181,531
20 817-4 650-6 166-6 20.5% 17-4 2.1% 98% True False 190,051
40 817-4 506-0 311-4 38.3% 14-6 1.8% 99% True False 160,602
60 817-4 502-0 315-4 38.8% 12-6 1.6% 99% True False 131,477
80 817-4 502-0 315-4 38.8% 11-2 1.4% 99% True False 111,599
100 817-4 502-0 315-4 38.8% 10-4 1.3% 99% True False 98,238
120 817-4 502-0 315-4 38.8% 9-7 1.2% 99% True False 87,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 847-2
2.618 835-7
1.618 828-7
1.000 824-4
0.618 821-7
HIGH 817-4
0.618 814-7
0.500 814-0
0.382 813-1
LOW 810-4
0.618 806-1
1.000 803-4
1.618 799-1
2.618 792-1
4.250 780-6
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 814-0 807-3
PP 814-0 800-7
S1 814-0 794-2

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

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