CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 718-2 726-6 8-4 1.2% 653-2
High 725-4 740-4 15-0 2.1% 713-6
Low 718-0 686-6 -31-2 -4.4% 648-2
Close 718-4 704-0 -14-4 -2.0% 695-2
Range 7-4 53-6 46-2 616.7% 65-4
ATR 20-6 23-0 2-3 11.4% 0-0
Volume 87,245 143,367 56,122 64.3% 306,160
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 871-5 841-5 733-4
R3 817-7 787-7 718-6
R2 764-1 764-1 713-7
R1 734-1 734-1 708-7 722-2
PP 710-3 710-3 710-3 704-4
S1 680-3 680-3 699-1 668-4
S2 656-5 656-5 694-1
S3 602-7 626-5 689-2
S4 549-1 572-7 674-4
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
5 740-4 686-6 53-6 7.6% 19-0 2.7% 32% True True 101,966
10 740-4 623-0 117-4 16.7% 17-3 2.5% 69% True False 100,373
20 740-4 509-4 231-0 32.8% 14-6 2.1% 84% True False 91,865
40 740-4 509-4 231-0 32.8% 12-2 1.7% 84% True False 69,032
60 740-4 507-0 233-4 33.2% 10-5 1.5% 84% True False 57,409
80 740-4 507-0 233-4 33.2% 9-7 1.4% 84% True False 49,052
100 740-4 507-0 233-4 33.2% 9-1 1.3% 84% True False 42,498
120 740-4 507-0 233-4 33.2% 8-4 1.2% 84% True False 36,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 969-0
2.618 881-2
1.618 827-4
1.000 794-2
0.618 773-6
HIGH 740-4
0.618 720-0
0.500 713-5
0.382 707-2
LOW 686-6
0.618 653-4
1.000 633-0
1.618 599-6
2.618 546-0
4.250 458-2
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 713-5 713-5
PP 710-3 710-3
S1 707-2 707-2

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

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