CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 600-0 613-0 13-0 2.2% 614-0
High 610-0 613-0 3-0 0.5% 615-0
Low 600-0 606-6 6-6 1.1% 596-2
Close 608-4 609-2 0-6 0.1% 609-0
Range 10-0 6-2 -3-6 -37.5% 18-6
ATR 10-7 10-4 -0-3 -3.0% 0-0
Volume 26,207 18,201 -8,006 -30.5% 145,586
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 628-3 625-1 612-6
R3 622-1 618-7 611-0
R2 615-7 615-7 610-3
R1 612-5 612-5 609-7 611-1
PP 609-5 609-5 609-5 609-0
S1 606-3 606-3 608-5 604-7
S2 603-3 603-3 608-1
S3 597-1 600-1 607-4
S4 590-7 593-7 605-6
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 663-0 654-6 619-2
R3 644-2 636-0 614-1
R2 625-4 625-4 612-4
R1 617-2 617-2 610-6 612-0
PP 606-6 606-6 606-6 604-1
S1 598-4 598-4 607-2 593-2
S2 588-0 588-0 605-4
S3 569-2 579-6 603-7
S4 550-4 561-0 598-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-0 599-2 15-6 2.6% 8-0 1.3% 63% False False 24,875
10 624-4 596-2 28-2 4.6% 8-3 1.4% 46% False False 27,316
20 661-6 596-2 65-4 10.8% 8-1 1.3% 20% False False 25,040
40 683-0 596-2 86-6 14.2% 8-7 1.5% 15% False False 22,647
60 725-4 596-2 129-2 21.2% 9-2 1.5% 10% False False 21,195
80 794-4 596-2 198-2 32.5% 9-3 1.5% 7% False False 18,723
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 True
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 639-4
2.618 629-3
1.618 623-1
1.000 619-2
0.618 616-7
HIGH 613-0
0.618 610-5
0.500 609-7
0.382 609-1
LOW 606-6
0.618 602-7
1.000 600-4
1.618 596-5
2.618 590-3
4.250 580-2
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 609-7 608-3
PP 609-5 607-3
S1 609-4 606-4

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

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