CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	737-0	728-6	-8-2	-1.1%	768-2
High	737-0	728-6	-8-2	-1.1%	768-6
Low	726-0	717-4	-8-4	-1.2%	717-4
Close	726-0	717-0	-9-0	-1.2%	717-0
Range	11-0	11-2	0-2	2.3%	51-2
ATR	13-2	13-1	-0-1	-1.1%	0-0
Volume	12,453	12,862	409	3.3%	61,546

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	754-7	747-1	723-2
R3	743-5	735-7	720-1
R2	732-3	732-3	719-0
R1	724-5	724-5	718-0	722-7
PP	721-1	721-1	721-1	720-2
S1	713-3	713-3	716-0	711-5
S2	709-7	709-7	715-0
S3	698-5	702-1	713-7
S4	687-3	690-7	710-6

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	888-1	853-7	745-2
R3	836-7	802-5	731-1
R2	785-5	785-5	726-3
R1	751-3	751-3	721-6	742-7
PP	734-3	734-3	734-3	730-2
S1	700-1	700-1	712-2	691-5
S2	683-1	683-1	707-5
S3	631-7	648-7	702-7
S4	580-5	597-5	688-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	768-6	717-4	51-2	7.1%	10-5	1.5%	-1%	False	True	12,309
10	784-0	717-4	66-4	9.3%	9-5	1.3%	-1%	False	True	13,446
20	794-4	717-4	77-0	10.7%	9-1	1.3%	-1%	False	True	11,117

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	0-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	776-4
2.618	758-2
1.618	747-0
1.000	740-0
0.618	735-6
HIGH	728-6
0.618	724-4
0.500	723-1
0.382	721-6
LOW	717-4
0.618	710-4
1.000	706-2
1.618	699-2
2.618	688-0
4.250	669-6

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	723-1	733-2
PP	721-1	727-7
S1	719-0	722-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols