CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 618-0 657-4 39-4 6.4% 549-0
High 618-0 657-4 39-4 6.4% 577-6
Low 618-0 639-4 21-4 3.5% 542-0
Close 633-4 641-6 8-2 1.3% 565-0
Range 0-0 18-0 18-0 35-6
ATR 14-5 15-2 0-5 4.6% 0-0
Volume 17,706 23,149 5,443 30.7% 72,243
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 700-2 689-0 651-5
R3 682-2 671-0 646-6
R2 664-2 664-2 645-0
R1 653-0 653-0 643-3 649-5
PP 646-2 646-2 646-2 644-4
S1 635-0 635-0 640-1 631-5
S2 628-2 628-2 638-4
S3 610-2 617-0 636-6
S4 592-2 599-0 631-7
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 668-7 652-5 584-5
R3 633-1 616-7 574-7
R2 597-3 597-3 571-4
R1 581-1 581-1 568-2 589-2
PP 561-5 561-5 561-5 565-5
S1 545-3 545-3 561-6 553-4
S2 525-7 525-7 558-4
S3 490-1 509-5 555-1
S4 454-3 473-7 545-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-4 561-0 96-4 15.0% 10-2 1.6% 84% True False 14,371
10 657-4 518-4 139-0 21.7% 6-7 1.1% 89% True False 14,316
20 657-4 518-4 139-0 21.7% 5-3 0.8% 89% True False 13,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 734-0
2.618 704-5
1.618 686-5
1.000 675-4
0.618 668-5
HIGH 657-4
0.618 650-5
0.500 648-4
0.382 646-3
LOW 639-4
0.618 628-3
1.000 621-4
1.618 610-3
2.618 592-3
4.250 563-0
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 648-4 637-5
PP 646-2 633-3
S1 644-0 629-2

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

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