CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	781-0	785-0	4-0	0.5%	776-4
High	781-0	787-4	6-4	0.8%	787-4
Low	772-4	785-0	12-4	1.6%	737-0
Close	773-2	787-4	14-2	1.8%	787-4
Range	8-4	2-4	-6-0	-70.6%	50-4
ATR	18-2	18-0	-0-2	-1.6%	0-0
Volume	16,710	13,646	-3,064	-18.3%	116,943

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	794-1	793-3	788-7
R3	791-5	790-7	788-2
R2	789-1	789-1	788-0
R1	788-3	788-3	787-6	788-6
PP	786-5	786-5	786-5	786-7
S1	785-7	785-7	787-2	786-2
S2	784-1	784-1	787-0
S3	781-5	783-3	786-6
S4	779-1	780-7	786-1

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	922-1	905-3	815-2
R3	871-5	854-7	801-3
R2	821-1	821-1	796-6
R1	804-3	804-3	792-1	812-6
PP	770-5	770-5	770-5	774-7
S1	753-7	753-7	782-7	762-2
S2	720-1	720-1	778-2
S3	669-5	703-3	773-5
S4	619-1	652-7	759-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	787-4	737-0	50-4	6.4%	10-0	1.3%	100%	True	False	23,388
10	787-4	737-0	50-4	6.4%	10-4	1.3%	100%	True	False	26,874
20	787-4	642-6	144-6	18.4%	10-7	1.4%	100%	True	False	26,271
40	787-4	518-4	269-0	34.2%	8-0	1.0%	100%	True	False	20,330

Crabel Price Patterns
NR	True
NR4	True
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	2-6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	798-1
2.618	794-0
1.618	791-4
1.000	790-0
0.618	789-0
HIGH	787-4
0.618	786-4
0.500	786-2
0.382	786-0
LOW	785-0
0.618	783-4
1.000	782-4
1.618	781-0
2.618	778-4
4.250	774-3

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	787-1	785-0
PP	786-5	782-4
S1	786-2	780-0

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