CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 652-4 665-0 12-4 1.9% 588-4
High 652-4 665-4 13-0 2.0% 616-0
Low 636-4 646-0 9-4 1.5% 586-4
Close 646-0 649-4 3-4 0.5% 591-0
Range 16-0 19-4 3-4 21.9% 29-4
ATR 18-7 18-7 0-0 0.2% 0-0
Volume 108,623 82,812 -25,811 -23.8% 577,144
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 712-1 700-3 660-2
R3 692-5 680-7 654-7
R2 673-1 673-1 653-1
R1 661-3 661-3 651-2 657-4
PP 653-5 653-5 653-5 651-6
S1 641-7 641-7 647-6 638-0
S2 634-1 634-1 645-7
S3 614-5 622-3 644-1
S4 595-1 602-7 638-6
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 686-3 668-1 607-2
R3 656-7 638-5 599-1
R2 627-3 627-3 596-3
R1 609-1 609-1 593-6 618-2
PP 597-7 597-7 597-7 602-3
S1 579-5 579-5 588-2 588-6
S2 568-3 568-3 585-5
S3 538-7 550-1 582-7
S4 509-3 520-5 574-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-4 586-4 79-0 12.2% 16-1 2.5% 80% True False 104,867
10 665-4 579-4 86-0 13.2% 14-6 2.3% 81% True False 115,042
20 665-4 551-0 114-4 17.6% 14-4 2.2% 86% True False 132,317
40 665-4 551-0 114-4 17.6% 15-1 2.3% 86% True False 141,994
60 665-4 551-0 114-4 17.6% 13-6 2.1% 86% True False 142,429
80 671-0 551-0 120-0 18.5% 13-0 2.0% 82% False False 122,753
100 671-0 551-0 120-0 18.5% 11-7 1.8% 82% False False 109,533
120 672-0 551-0 121-0 18.6% 11-1 1.7% 81% False False 99,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 748-3
2.618 716-4
1.618 697-0
1.000 685-0
0.618 677-4
HIGH 665-4
0.618 658-0
0.500 655-6
0.382 653-4
LOW 646-0
0.618 634-0
1.000 626-4
1.618 614-4
2.618 595-0
4.250 563-1
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 655-6 646-7
PP 653-5 644-3
S1 651-5 641-6

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

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