CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 619-6 626-0 6-2 1.0% 595-6
High 621-4 636-4 15-0 2.4% 625-0
Low 615-0 626-0 11-0 1.8% 593-6
Close 619-4 633-2 13-6 2.2% 619-4
Range 6-4 10-4 4-0 61.5% 31-2
ATR 13-0 13-3 0-2 2.2% 0-0
Volume 69,750 91,491 21,741 31.2% 562,738
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 663-3 658-7 639-0
R3 652-7 648-3 636-1
R2 642-3 642-3 635-1
R1 637-7 637-7 634-2 640-1
PP 631-7 631-7 631-7 633-0
S1 627-3 627-3 632-2 629-5
S2 621-3 621-3 631-3
S3 610-7 616-7 630-3
S4 600-3 606-3 627-4
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 706-4 694-2 636-6
R3 675-2 663-0 628-1
R2 644-0 644-0 625-2
R1 631-6 631-6 622-3 637-7
PP 612-6 612-6 612-6 615-6
S1 600-4 600-4 616-5 606-5
S2 581-4 581-4 613-6
S3 550-2 569-2 610-7
S4 519-0 538-0 602-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 636-4 601-0 35-4 5.6% 9-7 1.6% 91% True False 101,896
10 636-4 576-4 60-0 9.5% 9-4 1.5% 95% True False 113,911
20 636-4 560-0 76-4 12.1% 12-2 1.9% 96% True False 132,067
40 674-0 560-0 114-0 18.0% 12-0 1.9% 64% False False 120,466
60 674-0 560-0 114-0 18.0% 12-2 1.9% 64% False False 96,152
80 776-4 560-0 216-4 34.2% 12-6 2.0% 34% False False 81,045
100 788-0 560-0 228-0 36.0% 12-2 1.9% 32% False False 69,683
120 788-0 560-0 228-0 36.0% 12-2 1.9% 32% False False 60,855
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 681-1
2.618 664-0
1.618 653-4
1.000 647-0
0.618 643-0
HIGH 636-4
0.618 632-4
0.500 631-2
0.382 630-0
LOW 626-0
0.618 619-4
1.000 615-4
1.618 609-0
2.618 598-4
4.250 581-3
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 632-5 630-6
PP 631-7 628-2
S1 631-2 625-6

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.