CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 617-0 632-4 15-4 2.5% 644-2
High 620-0 643-6 23-6 3.8% 651-2
Low 603-0 622-4 19-4 3.2% 603-0
Close 603-6 643-2 39-4 6.5% 643-2
Range 17-0 21-2 4-2 25.0% 48-2
ATR 10-7 13-0 2-1 19.2% 0-0
Volume 93,318 136,534 43,216 46.3% 445,863
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 700-2 693-0 655-0
R3 679-0 671-6 649-1
R2 657-6 657-6 647-1
R1 650-4 650-4 645-2 654-1
PP 636-4 636-4 636-4 638-2
S1 629-2 629-2 641-2 632-7
S2 615-2 615-2 639-3
S3 594-0 608-0 637-3
S4 572-6 586-6 631-4
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 777-2 758-4 669-6
R3 729-0 710-2 656-4
R2 680-6 680-6 652-1
R1 662-0 662-0 647-5 647-2
PP 632-4 632-4 632-4 625-1
S1 613-6 613-6 638-7 599-0
S2 584-2 584-2 634-3
S3 536-0 565-4 630-0
S4 487-6 517-2 616-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651-2 603-0 48-2 7.5% 15-6 2.4% 83% False False 89,172
10 667-4 603-0 64-4 10.0% 11-7 1.8% 62% False False 68,968
20 671-0 603-0 68-0 10.6% 10-7 1.7% 59% False False 66,776
40 671-0 603-0 68-0 10.6% 9-0 1.4% 59% False False 61,561
60 672-0 603-0 69-0 10.7% 8-4 1.3% 58% False False 57,287
80 677-0 594-2 82-6 12.9% 8-3 1.3% 59% False False 49,126
100 683-0 594-2 88-6 13.8% 8-2 1.3% 55% False False 44,279
120 683-0 594-2 88-6 13.8% 8-5 1.3% 55% False False 40,092
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 3-1
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 734-0
2.618 699-3
1.618 678-1
1.000 665-0
0.618 656-7
HIGH 643-6
0.618 635-5
0.500 633-1
0.382 630-5
LOW 622-4
0.618 609-3
1.000 601-2
1.618 588-1
2.618 566-7
4.250 532-2
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 639-7 636-5
PP 636-4 630-0
S1 633-1 623-3

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

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