CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	689-4	655-2	-34-2	-5.0%	708-4
High	689-6	656-0	-33-6	-4.9%	725-4
Low	676-2	655-2	-21-0	-3.1%	664-2
Close	678-0	656-4	-21-4	-3.2%	663-4
Range	13-4	0-6	-12-6	-94.4%	61-2
ATR	14-1	14-6	0-5	4.3%	0-0
Volume	9,847	22,218	12,371	125.6%	52,591

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	658-1	658-1	656-7
R3	657-3	657-3	656-6
R2	656-5	656-5	656-5
R1	656-5	656-5	656-5	656-5
PP	655-7	655-7	655-7	656-0
S1	655-7	655-7	656-3	655-7
S2	655-1	655-1	656-3
S3	654-3	655-1	656-2
S4	653-5	654-3	656-1

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	695-0	655-2	39-6	6.1%	12-0	1.8%	3%	False	True	13,541
10	737-0	655-2	81-6	12.5%	10-5	1.6%	2%	False	True	12,007
20	792-0	655-2	136-6	20.8%	10-0	1.5%	1%	False	True	12,378
40	794-4	655-2	139-2	21.2%	8-0	1.2%	1%	False	True	10,227

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	659-2
2.618	658-0
1.618	657-2
1.000	656-6
0.618	656-4
HIGH	656-0
0.618	655-6
0.500	655-5
0.382	655-4
LOW	655-2
0.618	654-6
1.000	654-4
1.618	654-0
2.618	653-2
4.250	652-0

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	656-2	672-4
PP	655-7	667-1
S1	655-5	661-7

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