CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 590-6 589-2 -1-4 -0.3% 576-6
High 591-4 594-0 2-4 0.4% 594-0
Low 590-4 589-2 -1-2 -0.2% 576-0
Close 591-4 593-0 1-4 0.3% 593-0
Range 1-0 4-6 3-6 375.0% 18-0
ATR 6-7 6-6 -0-1 -2.2% 0-0
Volume 3,155 2,816 -339 -10.7% 12,205
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 606-3 604-3 595-5
R3 601-5 599-5 594-2
R2 596-7 596-7 593-7
R1 594-7 594-7 593-3 595-7
PP 592-1 592-1 592-1 592-4
S1 590-1 590-1 592-5 591-1
S2 587-3 587-3 592-1
S3 582-5 585-3 591-6
S4 577-7 580-5 590-3
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 641-5 635-3 602-7
R3 623-5 617-3 598-0
R2 605-5 605-5 596-2
R1 599-3 599-3 594-5 602-4
PP 587-5 587-5 587-5 589-2
S1 581-3 581-3 591-3 584-4
S2 569-5 569-5 589-6
S3 551-5 563-3 588-0
S4 533-5 545-3 583-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 594-0 576-0 18-0 3.0% 2-1 0.4% 94% True False 2,441
10 594-0 564-2 29-6 5.0% 2-0 0.3% 97% True False 2,474
20 594-0 564-0 30-0 5.1% 2-4 0.4% 97% True False 2,286
40 636-2 557-4 78-6 13.3% 3-2 0.5% 45% False False 2,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 614-2
2.618 606-3
1.618 601-5
1.000 598-6
0.618 596-7
HIGH 594-0
0.618 592-1
0.500 591-5
0.382 591-1
LOW 589-2
0.618 586-3
1.000 584-4
1.618 581-5
2.618 576-7
4.250 569-0
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 592-4 592-4
PP 592-1 592-1
S1 591-5 591-5

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

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