CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 592-6 590-6 -2-0 -0.3% 566-2
High 592-6 591-4 -1-2 -0.2% 578-4
Low 592-6 590-4 -2-2 -0.4% 564-2
Close 592-6 591-4 -1-2 -0.2% 569-2
Range 0-0 1-0 1-0 14-2
ATR 7-2 6-7 -0-3 -4.9% 0-0
Volume 2,390 3,155 765 32.0% 12,536
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 594-1 593-7 592-0
R3 593-1 592-7 591-6
R2 592-1 592-1 591-5
R1 591-7 591-7 591-5 592-0
PP 591-1 591-1 591-1 591-2
S1 590-7 590-7 591-3 591-0
S2 590-1 590-1 591-3
S3 589-1 589-7 591-2
S4 588-1 588-7 591-0
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 613-3 605-5 577-1
R3 599-1 591-3 573-1
R2 584-7 584-7 571-7
R1 577-1 577-1 570-4 581-0
PP 570-5 570-5 570-5 572-5
S1 562-7 562-7 568-0 566-6
S2 556-3 556-3 566-5
S3 542-1 548-5 565-3
S4 527-7 534-3 561-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 592-6 568-0 24-6 4.2% 1-4 0.2% 95% False False 2,221
10 592-6 564-2 28-4 4.8% 2-2 0.4% 96% False False 2,505
20 592-6 557-4 35-2 6.0% 2-6 0.5% 96% False False 2,226
40 636-2 557-4 78-6 13.3% 3-3 0.6% 43% False False 2,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 595-6
2.618 594-1
1.618 593-1
1.000 592-4
0.618 592-1
HIGH 591-4
0.618 591-1
0.500 591-0
0.382 590-7
LOW 590-4
0.618 589-7
1.000 589-4
1.618 588-7
2.618 587-7
4.250 586-2
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 591-3 590-4
PP 591-1 589-5
S1 591-0 588-5

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

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