CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 628-6 627-4 -1-2 -0.2% 604-4
High 634-0 628-0 -6-0 -0.9% 629-2
Low 625-0 610-2 -14-6 -2.4% 599-2
Close 629-0 611-4 -17-4 -2.8% 625-4
Range 9-0 17-6 8-6 97.2% 30-0
ATR 13-1 13-4 0-3 3.0% 0-0
Volume 121,232 161,187 39,955 33.0% 911,258
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 669-7 658-3 621-2
R3 652-1 640-5 616-3
R2 634-3 634-3 614-6
R1 622-7 622-7 613-1 619-6
PP 616-5 616-5 616-5 615-0
S1 605-1 605-1 609-7 602-0
S2 598-7 598-7 608-2
S3 581-1 587-3 606-5
S4 563-3 569-5 601-6
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 708-0 696-6 642-0
R3 678-0 666-6 633-6
R2 648-0 648-0 631-0
R1 636-6 636-6 628-2 642-3
PP 618-0 618-0 618-0 620-6
S1 606-6 606-6 622-6 612-3
S2 588-0 588-0 620-0
S3 558-0 576-6 617-2
S4 528-0 546-6 609-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 635-0 599-2 35-6 5.8% 12-7 2.1% 34% False False 166,837
10 635-0 599-2 35-6 5.8% 13-2 2.2% 34% False False 166,733
20 657-0 591-6 65-2 10.7% 11-4 1.9% 30% False False 146,053
40 671-0 591-6 79-2 13.0% 11-2 1.8% 25% False False 106,076
60 671-0 591-6 79-2 13.0% 9-7 1.6% 25% False False 89,905
80 672-0 591-6 80-2 13.1% 9-2 1.5% 25% False False 79,709
100 677-0 591-6 85-2 13.9% 8-7 1.5% 23% False False 68,876
120 682-0 591-6 90-2 14.8% 8-7 1.5% 22% False False 61,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 703-4
2.618 674-4
1.618 656-6
1.000 645-6
0.618 639-0
HIGH 628-0
0.618 621-2
0.500 619-1
0.382 617-0
LOW 610-2
0.618 599-2
1.000 592-4
1.618 581-4
2.618 563-6
4.250 534-6
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 619-1 622-5
PP 616-5 618-7
S1 614-0 615-2

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

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