CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 642-0 636-0 -6-0 -0.9% 523-0
High 642-4 639-0 -3-4 -0.5% 569-4
Low 623-0 625-0 2-0 0.3% 522-4
Close 627-4 626-2 -1-2 -0.2% 551-2
Range 19-4 14-0 -5-4 -28.2% 47-0
ATR 17-6 17-4 -0-2 -1.5% 0-0
Volume 144,867 115,394 -29,473 -20.3% 368,863
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 672-1 663-1 634-0
R3 658-1 649-1 630-1
R2 644-1 644-1 628-7
R1 635-1 635-1 627-4 632-5
PP 630-1 630-1 630-1 628-6
S1 621-1 621-1 625-0 618-5
S2 616-1 616-1 623-5
S3 602-1 607-1 622-3
S4 588-1 593-1 618-4
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 688-6 667-0 577-1
R3 641-6 620-0 564-1
R2 594-6 594-6 559-7
R1 573-0 573-0 555-4 583-7
PP 547-6 547-6 547-6 553-2
S1 526-0 526-0 547-0 536-7
S2 500-6 500-6 542-5
S3 453-6 479-0 538-3
S4 406-6 432-0 525-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 642-4 551-2 91-2 14.6% 12-6 2.0% 82% False False 108,330
10 642-4 509-4 133-0 21.2% 14-1 2.3% 88% False False 91,367
20 642-4 509-4 133-0 21.2% 11-6 1.9% 88% False False 79,563
40 642-4 507-0 135-4 21.6% 10-2 1.6% 88% False False 58,072
60 642-4 507-0 135-4 21.6% 9-1 1.5% 88% False False 48,606
80 642-4 507-0 135-4 21.6% 8-7 1.4% 88% False False 41,984
100 642-4 507-0 135-4 21.6% 8-2 1.3% 88% False False 35,972
120 642-4 507-0 135-4 21.6% 7-5 1.2% 88% False False 31,273
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 698-4
2.618 675-5
1.618 661-5
1.000 653-0
0.618 647-5
HIGH 639-0
0.618 633-5
0.500 632-0
0.382 630-3
LOW 625-0
0.618 616-3
1.000 611-0
1.618 602-3
2.618 588-3
4.250 565-4
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 632-0 625-3
PP 630-1 624-4
S1 628-1 623-5

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

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