CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 608-2 599-2 -9-0 -1.5% 610-4
High 608-2 615-0 6-6 1.1% 624-4
Low 603-0 599-2 -3-6 -0.6% 606-6
Close 606-6 614-4 7-6 1.3% 608-6
Range 5-2 15-6 10-4 200.0% 17-6
ATR 10-6 11-1 0-3 3.3% 0-0
Volume 36,952 19,885 -17,067 -46.2% 123,526
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 656-7 651-3 623-1
R3 641-1 635-5 618-7
R2 625-3 625-3 617-3
R1 619-7 619-7 616-0 622-5
PP 609-5 609-5 609-5 611-0
S1 604-1 604-1 613-0 606-7
S2 593-7 593-7 611-5
S3 578-1 588-3 610-1
S4 562-3 572-5 605-7
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 666-5 655-3 618-4
R3 648-7 637-5 613-5
R2 631-1 631-1 612-0
R1 619-7 619-7 610-3 616-5
PP 613-3 613-3 613-3 611-6
S1 602-1 602-1 607-1 598-7
S2 595-5 595-5 605-4
S3 577-7 584-3 603-7
S4 560-1 566-5 599-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-4 596-2 19-2 3.1% 10-0 1.6% 95% False False 31,841
10 624-4 596-2 28-2 4.6% 8-7 1.4% 65% False False 27,215
20 677-6 596-2 81-4 13.3% 8-7 1.4% 22% False False 26,490
40 683-0 596-2 86-6 14.1% 8-4 1.4% 21% False False 22,847
60 737-0 596-2 140-6 22.9% 9-4 1.5% 13% False False 20,617
80 794-4 596-2 198-2 32.3% 9-2 1.5% 9% False False 18,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 682-0
2.618 656-2
1.618 640-4
1.000 630-6
0.618 624-6
HIGH 615-0
0.618 609-0
0.500 607-1
0.382 605-2
LOW 599-2
0.618 589-4
1.000 583-4
1.618 573-6
2.618 558-0
4.250 532-2
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 612-0 611-4
PP 609-5 608-5
S1 607-1 605-5

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

View Archives - Comment on this page... - Back to Index of Symbols