CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 606-4 620-0 13-4 2.2% 608-0
High 613-4 620-4 7-0 1.1% 613-4
Low 601-2 612-0 10-6 1.8% 592-4
Close 611-4 620-0 8-4 1.4% 611-4
Range 12-2 8-4 -3-6 -30.6% 21-0
ATR 13-5 13-2 -0-3 -2.4% 0-0
Volume 144,462 163,709 19,247 13.3% 689,832
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 643-0 640-0 624-5
R3 634-4 631-4 622-3
R2 626-0 626-0 621-4
R1 623-0 623-0 620-6 624-2
PP 617-4 617-4 617-4 618-1
S1 614-4 614-4 619-2 615-6
S2 609-0 609-0 618-4
S3 600-4 606-0 617-5
S4 592-0 597-4 615-3
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 668-7 661-1 623-0
R3 647-7 640-1 617-2
R2 626-7 626-7 615-3
R1 619-1 619-1 613-3 623-0
PP 605-7 605-7 605-7 607-6
S1 598-1 598-1 609-5 602-0
S2 584-7 584-7 607-5
S3 563-7 577-1 605-6
S4 542-7 556-1 600-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620-4 592-4 28-0 4.5% 9-4 1.5% 98% True False 170,708
10 662-4 592-4 70-0 11.3% 9-0 1.4% 39% False False 156,165
20 664-0 592-4 71-4 11.5% 9-0 1.4% 38% False False 138,676
40 664-0 560-0 104-0 16.8% 10-6 1.7% 58% False False 137,870
60 674-0 560-0 114-0 18.4% 11-2 1.8% 53% False False 124,310
80 674-0 560-0 114-0 18.4% 11-4 1.9% 53% False False 104,750
100 788-0 560-0 228-0 36.8% 12-1 2.0% 26% False False 90,341
120 788-0 560-0 228-0 36.8% 11-7 1.9% 26% False False 79,376
Crabel Price Patterns
NR True
NR4 False
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 656-5
2.618 642-6
1.618 634-2
1.000 629-0
0.618 625-6
HIGH 620-4
0.618 617-2
0.500 616-2
0.382 615-2
LOW 612-0
0.618 606-6
1.000 603-4
1.618 598-2
2.618 589-6
4.250 575-7
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 618-6 616-1
PP 617-4 612-1
S1 616-2 608-2

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

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