CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 706-2 739-0 32-6 4.6% 621-4
High 720-0 770-0 50-0 6.9% 676-0
Low 706-2 739-0 32-6 4.6% 618-0
Close 718-6 768-0 49-2 6.9% 672-4
Range 13-6 31-0 17-2 125.5% 58-0
ATR 19-6 22-0 2-2 11.4% 0-0
Volume 2,434 10,697 8,263 339.5% 409,359
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 852-0 841-0 785-0
R3 821-0 810-0 776-4
R2 790-0 790-0 773-5
R1 779-0 779-0 770-7 784-4
PP 759-0 759-0 759-0 761-6
S1 748-0 748-0 765-1 753-4
S2 728-0 728-0 762-3
S3 697-0 717-0 759-4
S4 666-0 686-0 751-0
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 829-4 809-0 704-3
R3 771-4 751-0 688-4
R2 713-4 713-4 683-1
R1 693-0 693-0 677-7 703-2
PP 655-4 655-4 655-4 660-5
S1 635-0 635-0 667-1 645-2
S2 597-4 597-4 661-7
S3 539-4 577-0 656-4
S4 481-4 519-0 640-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 646-4 123-4 16.1% 17-3 2.3% 98% True False 26,201
10 770-0 586-4 183-4 23.9% 16-6 2.2% 99% True False 65,534
20 770-0 577-0 193-0 25.1% 15-4 2.0% 99% True False 104,475
40 770-0 551-0 219-0 28.5% 15-5 2.0% 99% True False 127,494
60 770-0 551-0 219-0 28.5% 14-3 1.9% 99% True False 135,749
80 770-0 551-0 219-0 28.5% 13-3 1.7% 99% True False 120,200
100 770-0 551-0 219-0 28.5% 12-3 1.6% 99% True False 107,815
120 770-0 551-0 219-0 28.5% 11-5 1.5% 99% True False 98,858
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 2-3
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 901-6
2.618 851-1
1.618 820-1
1.000 801-0
0.618 789-1
HIGH 770-0
0.618 758-1
0.500 754-4
0.382 750-7
LOW 739-0
0.618 719-7
1.000 708-0
1.618 688-7
2.618 657-7
4.250 607-2
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 763-4 754-5
PP 759-0 741-3
S1 754-4 728-0

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

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