CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 629-4 606-2 -23-2 -3.7% 666-2
High 630-0 621-4 -8-4 -1.3% 689-6
Low 618-4 606-2 -12-2 -2.0% 618-4
Close 619-2 619-2 0-0 0.0% 619-2
Range 11-4 15-2 3-6 32.6% 71-2
ATR 16-0 16-0 0-0 -0.3% 0-0
Volume 13,636 33,173 19,537 143.3% 77,540
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 661-3 655-5 627-5
R3 646-1 640-3 623-4
R2 630-7 630-7 622-0
R1 625-1 625-1 620-5 628-0
PP 615-5 615-5 615-5 617-1
S1 609-7 609-7 617-7 612-6
S2 600-3 600-3 616-4
S3 585-1 594-5 615-0
S4 569-7 579-3 610-7
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 856-2 809-0 658-4
R3 785-0 737-6 638-7
R2 713-6 713-6 632-2
R1 666-4 666-4 625-6 654-4
PP 642-4 642-4 642-4 636-4
S1 595-2 595-2 612-6 583-2
S2 571-2 571-2 606-2
S3 500-0 524-0 599-5
S4 428-6 452-6 580-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 689-6 606-2 83-4 13.5% 9-4 1.5% 16% False True 20,122
10 725-4 606-2 119-2 19.3% 10-6 1.7% 11% False True 15,573
20 780-0 606-2 173-6 28.1% 9-5 1.6% 7% False True 14,009
40 794-4 606-2 188-2 30.4% 8-4 1.4% 7% False True 11,305
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 1-3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 686-2
2.618 661-3
1.618 646-1
1.000 636-6
0.618 630-7
HIGH 621-4
0.618 615-5
0.500 613-7
0.382 612-1
LOW 606-2
0.618 596-7
1.000 591-0
1.618 581-5
2.618 566-3
4.250 541-4
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 617-4 633-3
PP 615-5 628-5
S1 613-7 624-0

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

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