CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 568-0 576-6 8-6 1.5% 566-2
High 569-2 581-0 11-6 2.1% 578-4
Low 568-0 576-0 8-0 1.4% 564-2
Close 569-2 581-0 11-6 2.1% 569-2
Range 1-2 5-0 3-6 300.0% 14-2
ATR 7-1 7-4 0-3 4.6% 0-0
Volume 1,720 2,048 328 19.1% 12,536
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 594-3 592-5 583-6
R3 589-3 587-5 582-3
R2 584-3 584-3 581-7
R1 582-5 582-5 581-4 583-4
PP 579-3 579-3 579-3 579-6
S1 577-5 577-5 580-4 578-4
S2 574-3 574-3 580-1
S3 569-3 572-5 579-5
S4 564-3 567-5 578-2
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 613-3 605-5 577-1
R3 599-1 591-3 573-1
R2 584-7 584-7 571-7
R1 577-1 577-1 570-4 581-0
PP 570-5 570-5 570-5 572-5
S1 562-7 562-7 568-0 566-6
S2 556-3 556-3 566-5
S3 542-1 548-5 565-3
S4 527-7 534-3 561-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 581-0 564-2 16-6 2.9% 1-2 0.2% 100% True False 2,210
10 581-0 564-2 16-6 2.9% 2-3 0.4% 100% True False 2,550
20 581-0 557-4 23-4 4.0% 3-0 0.5% 100% True False 2,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 602-2
2.618 594-1
1.618 589-1
1.000 586-0
0.618 584-1
HIGH 581-0
0.618 579-1
0.500 578-4
0.382 577-7
LOW 576-0
0.618 572-7
1.000 571-0
1.618 567-7
2.618 562-7
4.250 554-6
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 580-1 578-2
PP 579-3 575-3
S1 578-4 572-5

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

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