CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 718-2 747-4 29-2 4.1% 735-2
High 739-4 747-4 8-0 1.1% 747-4
Low 717-6 732-6 15-0 2.1% 686-6
Close 731-2 740-4 9-2 1.3% 740-4
Range 21-6 14-6 -7-0 -32.2% 60-6
ATR 24-0 23-3 -0-4 -2.3% 0-0
Volume 77,108 85,018 7,910 10.3% 475,687
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 784-4 777-2 748-5
R3 769-6 762-4 744-4
R2 755-0 755-0 743-2
R1 747-6 747-6 741-7 744-0
PP 740-2 740-2 740-2 738-3
S1 733-0 733-0 739-1 729-2
S2 725-4 725-4 737-6
S3 710-6 718-2 736-4
S4 696-0 703-4 732-3
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 907-1 884-5 773-7
R3 846-3 823-7 757-2
R2 785-5 785-5 751-5
R1 763-1 763-1 746-1 774-3
PP 724-7 724-7 724-7 730-4
S1 702-3 702-3 734-7 713-5
S2 664-1 664-1 729-3
S3 603-3 641-5 723-6
S4 542-5 580-7 707-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 747-4 686-6 60-6 8.2% 20-2 2.7% 88% True False 95,137
10 747-4 626-0 121-4 16.4% 17-6 2.4% 94% True False 90,560
20 747-4 509-4 238-0 32.1% 15-7 2.1% 97% True False 90,963
40 747-4 509-4 238-0 32.1% 12-5 1.7% 97% True False 71,749
60 747-4 507-0 240-4 32.5% 11-1 1.5% 97% True False 59,286
80 747-4 507-0 240-4 32.5% 10-2 1.4% 97% True False 50,454
100 747-4 507-0 240-4 32.5% 9-3 1.3% 97% True False 43,931
120 747-4 507-0 240-4 32.5% 8-6 1.2% 97% True False 38,211
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 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810-2
2.618 786-1
1.618 771-3
1.000 762-2
0.618 756-5
HIGH 747-4
0.618 741-7
0.500 740-1
0.382 738-3
LOW 732-6
0.618 723-5
1.000 718-0
1.618 708-7
2.618 694-1
4.250 670-0
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 740-3 732-6
PP 740-2 724-7
S1 740-1 717-1

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

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