CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 600-0 603-4 3-4 0.6% 576-6
High 603-0 610-2 7-2 1.2% 594-0
Low 600-0 603-2 3-2 0.5% 576-0
Close 601-2 608-2 7-0 1.2% 593-0
Range 3-0 7-0 4-0 133.3% 18-0
ATR 7-0 7-1 0-1 2.1% 0-0
Volume 820 3,451 2,631 320.9% 12,205
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 628-2 625-2 612-1
R3 621-2 618-2 610-1
R2 614-2 614-2 609-4
R1 611-2 611-2 608-7 612-6
PP 607-2 607-2 607-2 608-0
S1 604-2 604-2 607-5 605-6
S2 600-2 600-2 607-0
S3 593-2 597-2 606-3
S4 586-2 590-2 604-3
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
5 610-2 589-2 21-0 3.5% 3-1 0.5% 90% True False 2,526
10 610-2 564-2 46-0 7.6% 2-2 0.4% 96% True False 2,249
20 610-2 564-2 46-0 7.6% 2-2 0.4% 96% True False 2,376
40 636-2 557-4 78-6 12.9% 3-4 0.6% 64% False False 2,192
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 0-1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 640-0
2.618 628-5
1.618 621-5
1.000 617-2
0.618 614-5
HIGH 610-2
0.618 607-5
0.500 606-6
0.382 605-7
LOW 603-2
0.618 598-7
1.000 596-2
1.618 591-7
2.618 584-7
4.250 573-4
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 607-6 605-3
PP 607-2 602-5
S1 606-6 599-6

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

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