CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 617-0 604-4 -12-4 -2.0% 613-0
High 618-6 612-4 -6-2 -1.0% 618-6
Low 599-6 603-0 3-2 0.5% 591-6
Close 603-0 612-4 9-4 1.6% 603-0
Range 19-0 9-4 -9-4 -50.0% 27-0
ATR 12-5 12-4 -0-2 -1.8% 0-0
Volume 170,917 128,188 -42,729 -25.0% 771,776
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 637-7 634-5 617-6
R3 628-3 625-1 615-1
R2 618-7 618-7 614-2
R1 615-5 615-5 613-3 617-2
PP 609-3 609-3 609-3 610-1
S1 606-1 606-1 611-5 607-6
S2 599-7 599-7 610-6
S3 590-3 596-5 609-7
S4 580-7 587-1 607-2
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 685-4 671-2 617-7
R3 658-4 644-2 610-3
R2 631-4 631-4 608-0
R1 617-2 617-2 605-4 610-7
PP 604-4 604-4 604-4 601-2
S1 590-2 590-2 600-4 583-7
S2 577-4 577-4 598-0
S3 550-4 563-2 595-5
S4 523-4 536-2 588-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-6 591-6 27-0 4.4% 12-3 2.0% 77% False False 161,447
10 640-4 591-6 48-6 8.0% 10-3 1.7% 43% False False 145,333
20 658-4 591-6 66-6 10.9% 11-3 1.9% 31% False False 113,771
40 671-0 591-6 79-2 12.9% 10-0 1.6% 26% False False 86,291
60 671-0 591-6 79-2 12.9% 9-1 1.5% 26% False False 75,472
80 677-0 591-6 85-2 13.9% 8-5 1.4% 24% False False 67,594
100 677-0 591-6 85-2 13.9% 8-4 1.4% 24% False False 59,029
120 683-0 591-6 91-2 14.9% 8-5 1.4% 23% False False 52,903
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 2 trading days
Fibonacci Retracements and Extensions
4.250 652-7
2.618 637-3
1.618 627-7
1.000 622-0
0.618 618-3
HIGH 612-4
0.618 608-7
0.500 607-6
0.382 606-5
LOW 603-0
0.618 597-1
1.000 593-4
1.618 587-5
2.618 578-1
4.250 562-5
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 610-7 611-3
PP 609-3 610-3
S1 607-6 609-2

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

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