CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 666-2 689-4 23-2 3.5% 708-4
High 676-6 689-6 13-0 1.9% 725-4
Low 666-2 676-2 10-0 1.5% 664-2
Close 672-6 678-0 5-2 0.8% 663-4
Range 10-4 13-4 3-0 28.6% 61-2
ATR 14-0 14-1 0-2 1.6% 0-0
Volume 10,103 9,847 -256 -2.5% 52,591
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 721-7 713-3 685-3
R3 708-3 699-7 681-6
R2 694-7 694-7 680-4
R1 686-3 686-3 679-2 683-7
PP 681-3 681-3 681-3 680-0
S1 672-7 672-7 676-6 670-3
S2 667-7 667-7 675-4
S3 654-3 659-3 674-2
S4 640-7 645-7 670-5
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
5 713-0 664-2 48-6 7.2% 12-4 1.8% 28% False False 10,796
10 749-0 664-2 84-6 12.5% 11-1 1.6% 16% False False 10,979
20 794-4 664-2 130-2 19.2% 10-4 1.6% 11% False False 11,706
40 794-4 664-2 130-2 19.2% 8-5 1.3% 11% False False 9,761
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 747-1
2.618 725-1
1.618 711-5
1.000 703-2
0.618 698-1
HIGH 689-6
0.618 684-5
0.500 683-0
0.382 681-3
LOW 676-2
0.618 667-7
1.000 662-6
1.618 654-3
2.618 640-7
4.250 618-7
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 683-0 677-5
PP 681-3 677-3
S1 679-5 677-0

Download as Excel Spreadsheet

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

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