CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 690-0 693-6 3-6 0.5% 653-2
High 713-6 699-0 -14-6 -2.1% 713-6
Low 689-0 693-0 4-0 0.6% 648-2
Close 708-6 695-2 -13-4 -1.9% 695-2
Range 24-6 6-0 -18-6 -75.8% 65-4
ATR 20-1 19-6 -0-2 -1.5% 0-0
Volume 126,820 69,450 -57,370 -45.2% 306,160
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 713-6 710-4 698-4
R3 707-6 704-4 696-7
R2 701-6 701-6 696-3
R1 698-4 698-4 695-6 700-1
PP 695-6 695-6 695-6 696-4
S1 692-4 692-4 694-6 694-1
S2 689-6 689-6 694-1
S3 683-6 686-4 693-5
S4 677-6 680-4 692-0
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 882-2 854-2 731-2
R3 816-6 788-6 713-2
R2 751-2 751-2 707-2
R1 723-2 723-2 701-2 737-2
PP 685-6 685-6 685-6 692-6
S1 657-6 657-6 689-2 671-6
S2 620-2 620-2 683-2
S3 554-6 592-2 677-2
S4 489-2 526-6 659-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 713-6 626-0 87-6 12.6% 15-2 2.2% 79% False False 85,982
10 713-6 551-2 162-4 23.4% 14-0 2.0% 89% False False 97,156
20 713-6 509-4 204-2 29.4% 13-1 1.9% 91% False False 86,972
40 713-6 507-0 206-6 29.7% 11-1 1.6% 91% False False 64,501
60 713-6 507-0 206-6 29.7% 9-7 1.4% 91% False False 53,356
80 713-6 507-0 206-6 29.7% 9-2 1.3% 91% False False 45,949
100 713-6 507-0 206-6 29.7% 8-5 1.2% 91% False False 39,660
120 713-6 507-0 206-6 29.7% 8-1 1.2% 91% False False 34,611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 724-4
2.618 714-6
1.618 708-6
1.000 705-0
0.618 702-6
HIGH 699-0
0.618 696-6
0.500 696-0
0.382 695-2
LOW 693-0
0.618 689-2
1.000 687-0
1.618 683-2
2.618 677-2
4.250 667-4
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 696-0 691-6
PP 695-6 688-1
S1 695-4 684-5

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

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