CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 599-4 589-2 -10-2 -1.7% 592-0
High 595-0 589-2 -5-6 -1.0% 607-0
Low 587-4 583-6 -3-6 -0.6% 591-6
Close 590-6 585-0 -5-6 -1.0% 605-2
Range 7-4 5-4 -2-0 -26.7% 15-2
ATR 7-6 7-6 0-0 -0.7% 0-0
Volume 18,506 18,818 312 1.7% 118,603
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 602-4 599-2 588-0
R3 597-0 593-6 586-4
R2 591-4 591-4 586-0
R1 588-2 588-2 585-4 587-1
PP 586-0 586-0 586-0 585-4
S1 582-6 582-6 584-4 581-5
S2 580-4 580-4 584-0
S3 575-0 577-2 583-4
S4 569-4 571-6 582-0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 647-1 641-3 613-5
R3 631-7 626-1 609-4
R2 616-5 616-5 608-0
R1 610-7 610-7 606-5 613-6
PP 601-3 601-3 601-3 602-6
S1 595-5 595-5 603-7 598-4
S2 586-1 586-1 602-4
S3 570-7 580-3 601-0
S4 555-5 565-1 596-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 607-0 583-6 23-2 4.0% 5-1 0.9% 5% False True 21,103
10 607-0 583-6 23-2 4.0% 7-0 1.2% 5% False True 23,198
20 609-0 580-0 29-0 5.0% 6-2 1.1% 17% False False 18,642
40 609-0 580-0 29-0 5.0% 5-6 1.0% 17% False False 14,272
60 618-0 569-6 48-2 8.2% 5-2 0.9% 32% False False 11,438
80 618-0 557-4 60-4 10.3% 4-5 0.8% 45% False False 9,135
100 636-2 557-4 78-6 13.5% 4-4 0.8% 35% False False 7,720
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 612-5
2.618 603-5
1.618 598-1
1.000 594-6
0.618 592-5
HIGH 589-2
0.618 587-1
0.500 586-4
0.382 585-7
LOW 583-6
0.618 580-3
1.000 578-2
1.618 574-7
2.618 569-3
4.250 560-3
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 586-4 594-0
PP 586-0 591-0
S1 585-4 588-0

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

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