CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 745-4 752-6 7-2 1.0% 740-2
High 745-4 753-0 7-4 1.0% 749-6
Low 743-4 747-4 4-0 0.5% 731-0
Close 744-0 751-6 7-6 1.0% 744-0
Range 2-0 5-4 3-4 175.0% 18-6
ATR 12-0 11-7 -0-2 -1.8% 0-0
Volume 3,783 4,388 605 16.0% 29,449
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 767-2 765-0 754-6
R3 761-6 759-4 753-2
R2 756-2 756-2 752-6
R1 754-0 754-0 752-2 752-3
PP 750-6 750-6 750-6 750-0
S1 748-4 748-4 751-2 746-7
S2 745-2 745-2 750-6
S3 739-6 743-0 750-2
S4 734-2 737-4 748-6
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 797-7 789-5 754-2
R3 779-1 770-7 749-1
R2 760-3 760-3 747-4
R1 752-1 752-1 745-6 756-2
PP 741-5 741-5 741-5 743-5
S1 733-3 733-3 742-2 737-4
S2 722-7 722-7 740-4
S3 704-1 714-5 738-7
S4 685-3 695-7 733-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753-0 731-0 22-0 2.9% 5-0 0.7% 94% True False 5,163
10 753-0 710-0 43-0 5.7% 5-0 0.7% 97% True False 6,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 776-3
2.618 767-3
1.618 761-7
1.000 758-4
0.618 756-3
HIGH 753-0
0.618 750-7
0.500 750-2
0.382 749-5
LOW 747-4
0.618 744-1
1.000 742-0
1.618 738-5
2.618 733-1
4.250 724-1
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 751-2 748-4
PP 750-6 745-2
S1 750-2 742-0

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

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