CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	743-0	737-0	-6-0	-0.8%	665-0
High	746-2	737-0	-9-2	-1.2%	717-0
Low	696-0	731-0	35-0	5.0%	664-4
Close	708-2	734-4	26-2	3.7%	700-0
Range	50-2	6-0	-44-2	-88.1%	52-4
ATR	19-5	20-2	0-5	3.3%	0-0
Volume	18,472	29,294	10,822	58.6%	93,487

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	752-1	749-3	737-6
R3	746-1	743-3	736-1
R2	740-1	740-1	735-5
R1	737-3	737-3	735-0	735-6
PP	734-1	734-1	734-1	733-3
S1	731-3	731-3	734-0	729-6
S2	728-1	728-1	733-3
S3	722-1	725-3	732-7
S4	716-1	719-3	731-2

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	851-3	828-1	728-7
R3	798-7	775-5	714-4
R2	746-3	746-3	709-5
R1	723-1	723-1	704-6	734-6
PP	693-7	693-7	693-7	699-5
S1	670-5	670-5	695-2	682-2
S2	641-3	641-3	690-3
S3	588-7	618-1	685-4
S4	536-3	565-5	671-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	746-2	696-0	50-2	6.8%	14-2	1.9%	77%	False	False	30,476
10	746-2	641-2	105-0	14.3%	10-5	1.4%	89%	False	False	25,491
20	746-2	518-4	227-6	31.0%	8-6	1.2%	95%	False	False	19,904
40	746-2	518-4	227-6	31.0%	6-3	0.9%	95%	False	False	15,119

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	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	762-4
2.618	752-6
1.618	746-6
1.000	743-0
0.618	740-6
HIGH	737-0
0.618	734-6
0.500	734-0
0.382	733-2
LOW	731-0
0.618	727-2
1.000	725-0
1.618	721-2
2.618	715-2
4.250	705-4

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	734-3	730-0
PP	734-1	725-5
S1	734-0	721-1

Download as Excel Spreadsheet

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

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