CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 605-0 601-6 -3-2 -0.5% 605-0
High 605-0 604-4 -0-4 -0.1% 609-0
Low 600-0 599-2 -0-6 -0.1% 585-0
Close 605-0 601-2 -3-6 -0.6% 596-0
Range 5-0 5-2 0-2 5.0% 24-0
ATR 8-0 7-7 -0-1 -2.0% 0-0
Volume 20,742 26,358 5,616 27.1% 111,484
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 617-3 614-5 604-1
R3 612-1 609-3 602-6
R2 606-7 606-7 602-2
R1 604-1 604-1 601-6 602-7
PP 601-5 601-5 601-5 601-0
S1 598-7 598-7 600-6 597-5
S2 596-3 596-3 600-2
S3 591-1 593-5 599-6
S4 585-7 588-3 598-3
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 668-5 656-3 609-2
R3 644-5 632-3 602-5
R2 620-5 620-5 600-3
R1 608-3 608-3 598-2 602-4
PP 596-5 596-5 596-5 593-6
S1 584-3 584-3 593-6 578-4
S2 572-5 572-5 591-5
S3 548-5 560-3 589-3
S4 524-5 536-3 582-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-0 585-0 20-0 3.3% 8-7 1.5% 81% False False 25,293
10 609-0 585-0 24-0 4.0% 7-2 1.2% 68% False False 21,008
20 609-0 580-0 29-0 4.8% 6-4 1.1% 73% False False 15,805
40 609-0 569-6 39-2 6.5% 5-7 1.0% 80% False False 12,505
60 618-0 568-0 50-0 8.3% 4-7 0.8% 67% False False 9,865
80 618-0 557-4 60-4 10.1% 4-5 0.8% 72% False False 7,946
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 626-6
2.618 618-2
1.618 613-0
1.000 609-6
0.618 607-6
HIGH 604-4
0.618 602-4
0.500 601-7
0.382 601-2
LOW 599-2
0.618 596-0
1.000 594-0
1.618 590-6
2.618 585-4
4.250 577-0
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 601-7 600-2
PP 601-5 599-3
S1 601-4 598-3

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

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