CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 647-4 614-0 -33-4 -5.2% 661-0
High 654-0 614-4 -39-4 -6.0% 664-0
Low 646-4 611-4 -35-0 -5.4% 640-0
Close 651-4 611-4 -40-0 -6.1% 643-4
Range 7-4 3-0 -4-4 -60.0% 24-0
ATR 12-2 14-2 2-0 16.1% 0-0
Volume 37,622 144,086 106,464 283.0% 621,517
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 621-4 619-4 613-1
R3 618-4 616-4 612-3
R2 615-4 615-4 612-0
R1 613-4 613-4 611-6 613-0
PP 612-4 612-4 612-4 612-2
S1 610-4 610-4 611-2 610-0
S2 609-4 609-4 611-0
S3 606-4 607-4 610-5
S4 603-4 604-4 609-7
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 721-1 706-3 656-6
R3 697-1 682-3 650-1
R2 673-1 673-1 647-7
R1 658-3 658-3 645-6 653-6
PP 649-1 649-1 649-1 646-7
S1 634-3 634-3 641-2 629-6
S2 625-1 625-1 639-1
S3 601-1 610-3 636-7
S4 577-1 586-3 630-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-4 611-4 51-0 8.3% 7-2 1.2% 0% False True 129,413
10 664-0 611-4 52-4 8.6% 8-0 1.3% 0% False True 131,994
20 664-0 576-4 87-4 14.3% 8-7 1.5% 40% False False 123,793
40 664-0 560-0 104-0 17.0% 11-1 1.8% 50% False False 129,574
60 674-0 560-0 114-0 18.6% 11-2 1.8% 45% False False 111,792
80 714-4 560-0 154-4 25.3% 11-7 1.9% 33% False False 94,085
100 788-0 560-0 228-0 37.3% 12-2 2.0% 23% False False 81,174
120 788-0 560-0 228-0 37.3% 11-6 1.9% 23% False False 71,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 627-2
2.618 622-3
1.618 619-3
1.000 617-4
0.618 616-3
HIGH 614-4
0.618 613-3
0.500 613-0
0.382 612-5
LOW 611-4
0.618 609-5
1.000 608-4
1.618 606-5
2.618 603-5
4.250 598-6
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 613-0 633-4
PP 612-4 626-1
S1 612-0 618-7

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

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