CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 740-2 735-0 -5-2 -0.7% 707-4
High 740-2 744-0 3-6 0.5% 740-0
Low 740-2 735-0 -5-2 -0.7% 707-4
Close 740-2 747-4 7-2 1.0% 734-4
Range 0-0 9-0 9-0 32-4
ATR
Volume 8,018 3,650 -4,368 -54.5% 40,911
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 769-1 767-3 752-4
R3 760-1 758-3 750-0
R2 751-1 751-1 749-1
R1 749-3 749-3 748-3 750-2
PP 742-1 742-1 742-1 742-5
S1 740-3 740-3 746-5 741-2
S2 733-1 733-1 745-7
S3 724-1 731-3 745-0
S4 715-1 722-3 742-4
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 824-7 812-1 752-3
R3 792-3 779-5 743-4
R2 759-7 759-7 740-4
R1 747-1 747-1 737-4 753-4
PP 727-3 727-3 727-3 730-4
S1 714-5 714-5 731-4 721-0
S2 694-7 694-7 728-4
S3 662-3 682-1 725-4
S4 629-7 649-5 716-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744-0 710-4 33-4 4.5% 5-5 0.7% 110% True False 7,677
10 744-0 707-4 36-4 4.9% 4-5 0.6% 110% True False 7,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 782-2
2.618 767-4
1.618 758-4
1.000 753-0
0.618 749-4
HIGH 744-0
0.618 740-4
0.500 739-4
0.382 738-4
LOW 735-0
0.618 729-4
1.000 726-0
1.618 720-4
2.618 711-4
4.250 696-6
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 744-7 744-2
PP 742-1 741-0
S1 739-4 737-6

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

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