CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 611-4 611-4 0-0 0.0% 601-0
High 616-0 615-4 -0-4 -0.1% 608-4
Low 607-6 611-0 3-2 0.5% 577-0
Close 612-4 611-6 -0-6 -0.1% 579-4
Range 8-2 4-4 -3-6 -45.5% 31-4
ATR 17-5 16-5 -0-7 -5.3% 0-0
Volume 126,112 93,385 -32,727 -26.0% 764,463
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 626-2 623-4 614-2
R3 621-6 619-0 613-0
R2 617-2 617-2 612-5
R1 614-4 614-4 612-1 615-7
PP 612-6 612-6 612-6 613-4
S1 610-0 610-0 611-3 611-3
S2 608-2 608-2 610-7
S3 603-6 605-4 610-4
S4 599-2 601-0 609-2
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 682-7 662-5 596-7
R3 651-3 631-1 588-1
R2 619-7 619-7 585-2
R1 599-5 599-5 582-3 594-0
PP 588-3 588-3 588-3 585-4
S1 568-1 568-1 576-5 562-4
S2 556-7 556-7 573-6
S3 525-3 536-5 570-7
S4 493-7 505-1 562-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616-0 579-4 36-4 6.0% 13-2 2.2% 88% False False 125,216
10 616-0 577-0 39-0 6.4% 14-1 2.3% 89% False False 143,416
20 616-0 551-0 65-0 10.6% 15-2 2.5% 93% False False 146,523
40 639-2 551-0 88-2 14.4% 14-6 2.4% 69% False False 150,337
60 658-4 551-0 107-4 17.6% 13-5 2.2% 57% False False 139,867
80 671-0 551-0 120-0 19.6% 12-4 2.0% 51% False False 119,885
100 671-0 551-0 120-0 19.6% 11-3 1.9% 51% False False 106,638
120 677-0 551-0 126-0 20.6% 10-6 1.8% 48% False False 96,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 634-5
2.618 627-2
1.618 622-6
1.000 620-0
0.618 618-2
HIGH 615-4
0.618 613-6
0.500 613-2
0.382 612-6
LOW 611-0
0.618 608-2
1.000 606-4
1.618 603-6
2.618 599-2
4.250 591-7
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 613-2 608-3
PP 612-6 605-1
S1 612-2 601-6

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

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