CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 687-4 673-0 -14-4 -2.1% 708-4
High 695-0 677-0 -18-0 -2.6% 725-4
Low 672-4 664-2 -8-2 -1.2% 664-2
Close 674-2 663-4 -10-6 -1.6% 663-4
Range 22-4 12-6 -9-6 -43.3% 61-2
ATR 14-1 14-0 -0-1 -0.7% 0-0
Volume 8,538 17,000 8,462 99.1% 52,591
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 706-4 697-6 670-4
R3 693-6 685-0 667-0
R2 681-0 681-0 665-7
R1 672-2 672-2 664-5 670-2
PP 668-2 668-2 668-2 667-2
S1 659-4 659-4 662-3 657-4
S2 655-4 655-4 661-1
S3 642-6 646-6 660-0
S4 630-0 634-0 656-4
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 868-1 827-1 697-2
R3 806-7 765-7 680-3
R2 745-5 745-5 674-6
R1 704-5 704-5 669-1 694-4
PP 684-3 684-3 684-3 679-3
S1 643-3 643-3 657-7 633-2
S2 623-1 623-1 652-2
S3 561-7 582-1 646-5
S4 500-5 520-7 629-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725-4 664-2 61-2 9.2% 11-6 1.8% -1% False True 10,518
10 768-6 664-2 104-4 15.7% 11-1 1.7% -1% False True 11,413
20 794-4 664-2 130-2 19.6% 10-6 1.6% -1% False True 11,885
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 731-2
2.618 710-3
1.618 697-5
1.000 689-6
0.618 684-7
HIGH 677-0
0.618 672-1
0.500 670-5
0.382 669-1
LOW 664-2
0.618 656-3
1.000 651-4
1.618 643-5
2.618 630-7
4.250 610-0
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 670-5 688-5
PP 668-2 680-2
S1 665-7 671-7

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

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