CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 691-2 726-0 34-6 5.0% 691-2
High 702-2 732-2 30-0 4.3% 705-0
Low 691-2 700-2 9-0 1.3% 679-0
Close 704-6 724-2 19-4 2.8% 697-2
Range 11-0 32-0 21-0 190.9% 26-0
ATR 14-0 15-3 1-2 9.1% 0-0
Volume 5,698 9,280 3,582 62.9% 17,981
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 814-7 801-5 741-7
R3 782-7 769-5 733-0
R2 750-7 750-7 730-1
R1 737-5 737-5 727-1 728-2
PP 718-7 718-7 718-7 714-2
S1 705-5 705-5 721-3 696-2
S2 686-7 686-7 718-3
S3 654-7 673-5 715-4
S4 622-7 641-5 706-5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 771-6 760-4 711-4
R3 745-6 734-4 704-3
R2 719-6 719-6 702-0
R1 708-4 708-4 699-5 714-1
PP 693-6 693-6 693-6 696-4
S1 682-4 682-4 694-7 688-1
S2 667-6 667-6 692-4
S3 641-6 656-4 690-1
S4 615-6 630-4 683-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 732-2 678-4 53-6 7.4% 12-6 1.8% 85% True False 6,977
10 732-2 678-4 53-6 7.4% 11-5 1.6% 85% True False 5,559
20 732-2 631-6 100-4 13.9% 12-6 1.8% 92% True False 5,309
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 1-0
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 868-2
2.618 816-0
1.618 784-0
1.000 764-2
0.618 752-0
HIGH 732-2
0.618 720-0
0.500 716-2
0.382 712-4
LOW 700-2
0.618 680-4
1.000 668-2
1.618 648-4
2.618 616-4
4.250 564-2
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 721-5 718-6
PP 718-7 713-2
S1 716-2 707-6

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

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