CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 785-0 805-0 20-0 2.5% 776-4
High 787-4 808-4 21-0 2.7% 787-4
Low 785-0 805-0 20-0 2.5% 737-0
Close 787-4 806-4 19-0 2.4% 787-4
Range 2-4 3-4 1-0 40.0% 50-4
ATR 18-0 18-2 0-2 1.2% 0-0
Volume 13,646 17,264 3,618 26.5% 116,943
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 817-1 815-3 808-3
R3 813-5 811-7 807-4
R2 810-1 810-1 807-1
R1 808-3 808-3 806-7 809-2
PP 806-5 806-5 806-5 807-1
S1 804-7 804-7 806-1 805-6
S2 803-1 803-1 805-7
S3 799-5 801-3 805-4
S4 796-1 797-7 804-5
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
5 808-4 737-0 71-4 8.9% 10-6 1.3% 97% True False 18,352
10 808-4 737-0 71-4 8.9% 10-0 1.2% 97% True False 26,095
20 808-4 664-4 144-0 17.9% 10-6 1.3% 99% True False 26,194
40 808-4 518-4 290-0 36.0% 7-7 1.0% 99% True False 20,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 823-3
2.618 817-5
1.618 814-1
1.000 812-0
0.618 810-5
HIGH 808-4
0.618 807-1
0.500 806-6
0.382 806-3
LOW 805-0
0.618 802-7
1.000 801-4
1.618 799-3
2.618 795-7
4.250 790-1
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 806-6 801-1
PP 806-5 795-7
S1 806-5 790-4

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

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