CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	673-0	666-2	-6-6	-1.0%	708-4
High	677-0	676-6	-0-2	0.0%	725-4
Low	664-2	666-2	2-0	0.3%	664-2
Close	663-4	672-6	9-2	1.4%	663-4
Range	12-6	10-4	-2-2	-17.6%	61-2
ATR	14-0	14-0	0-0	-0.4%	0-0
Volume	17,000	10,103	-6,897	-40.6%	52,591

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	703-3	698-5	678-4
R3	692-7	688-1	675-5
R2	682-3	682-3	674-5
R1	677-5	677-5	673-6	680-0
PP	671-7	671-7	671-7	673-1
S1	667-1	667-1	671-6	669-4
S2	661-3	661-3	670-7
S3	650-7	656-5	669-7
S4	640-3	646-1	667-0

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	9.1%	12-0	1.8%	14%	False	False	11,024
10	766-4	664-2	102-2	15.2%	12-1	1.8%	8%	False	False	11,240
20	794-4	664-2	130-2	19.4%	10-1	1.5%	7%	False	False	11,900
40	794-4	664-2	130-2	19.4%	8-2	1.2%	7%	False	False	9,772

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	721-3
2.618	704-2
1.618	693-6
1.000	687-2
0.618	683-2
HIGH	676-6
0.618	672-6
0.500	671-4
0.382	670-2
LOW	666-2
0.618	659-6
1.000	655-6
1.618	649-2
2.618	638-6
4.250	621-5

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	672-3	679-5
PP	671-7	677-3
S1	671-4	675-0

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