CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 605-4 609-4 4-0 0.7% 600-0
High 606-0 613-2 7-2 1.2% 613-2
Low 605-4 609-4 4-0 0.7% 600-0
Close 606-0 613-2 7-2 1.2% 613-2
Range 0-4 3-6 3-2 650.0% 13-2
ATR 6-6 6-7 0-0 0.5% 0-0
Volume 2,836 3,234 398 14.0% 10,341
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 623-2 622-0 615-2
R3 619-4 618-2 614-2
R2 615-6 615-6 614-0
R1 614-4 614-4 613-5 615-1
PP 612-0 612-0 612-0 612-2
S1 610-6 610-6 612-7 611-3
S2 608-2 608-2 612-4
S3 604-4 607-0 612-2
S4 600-6 603-2 611-2
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 648-5 644-1 620-4
R3 635-3 630-7 616-7
R2 622-1 622-1 615-5
R1 617-5 617-5 614-4 619-7
PP 608-7 608-7 608-7 610-0
S1 604-3 604-3 612-0 606-5
S2 595-5 595-5 610-7
S3 582-3 591-1 609-5
S4 569-1 577-7 606-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 613-2 589-2 24-0 3.9% 3-6 0.6% 100% True False 2,631
10 613-2 568-0 45-2 7.4% 2-5 0.4% 100% True False 2,426
20 613-2 564-2 49-0 8.0% 2-4 0.4% 100% True False 2,473
40 636-2 557-4 78-6 12.8% 3-4 0.6% 71% False False 2,259
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 2 trading days
Fibonacci Retracements and Extensions
4.250 629-2
2.618 623-1
1.618 619-3
1.000 617-0
0.618 615-5
HIGH 613-2
0.618 611-7
0.500 611-3
0.382 610-7
LOW 609-4
0.618 607-1
1.000 605-6
1.618 603-3
2.618 599-5
4.250 593-4
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 612-5 611-5
PP 612-0 609-7
S1 611-3 608-2

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

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