CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 655-2 659-2 4-0 0.6% 708-4
High 656-0 660-4 4-4 0.7% 725-4
Low 655-2 654-2 -1-0 -0.2% 664-2
Close 656-4 658-4 2-0 0.3% 663-4
Range 0-6 6-2 5-4 733.3% 61-2
ATR 14-6 14-1 -0-5 -4.1% 0-0
Volume 22,218 21,736 -482 -2.2% 52,591
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 676-4 673-6 662-0
R3 670-2 667-4 660-2
R2 664-0 664-0 659-5
R1 661-2 661-2 659-1 659-4
PP 657-6 657-6 657-6 656-7
S1 655-0 655-0 657-7 653-2
S2 651-4 651-4 657-3
S3 645-2 648-6 656-6
S4 639-0 642-4 655-0
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
5 689-6 654-2 35-4 5.4% 8-6 1.3% 12% False True 16,180
10 728-6 654-2 74-4 11.3% 10-1 1.5% 6% False True 12,935
20 784-0 654-2 129-6 19.7% 10-0 1.5% 3% False True 12,956
40 794-4 654-2 140-2 21.3% 8-1 1.2% 3% False True 10,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687-0
2.618 676-7
1.618 670-5
1.000 666-6
0.618 664-3
HIGH 660-4
0.618 658-1
0.500 657-3
0.382 656-5
LOW 654-2
0.618 650-3
1.000 648-0
1.618 644-1
2.618 637-7
4.250 627-6
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 658-1 672-0
PP 657-6 667-4
S1 657-3 663-0

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

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