CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 632-0 653-2 21-2 3.4% 589-0
High 647-0 653-2 6-2 1.0% 647-0
Low 626-0 648-2 22-2 3.6% 588-4
Close 628-4 652-2 23-6 3.8% 628-4
Range 21-0 5-0 -16-0 -76.2% 58-4
ATR 17-6 18-2 0-4 2.8% 0-0
Volume 123,753 88,441 -35,312 -28.5% 597,437
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 666-2 664-2 655-0
R3 661-2 659-2 653-5
R2 656-2 656-2 653-1
R1 654-2 654-2 652-6 652-6
PP 651-2 651-2 651-2 650-4
S1 649-2 649-2 651-6 647-6
S2 646-2 646-2 651-3
S3 641-2 644-2 650-7
S4 636-2 639-2 649-4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 796-7 771-1 660-5
R3 738-3 712-5 644-5
R2 679-7 679-7 639-2
R1 654-1 654-1 633-7 667-0
PP 621-3 621-3 621-3 627-6
S1 595-5 595-5 623-1 608-4
S2 562-7 562-7 617-6
S3 504-3 537-1 612-3
S4 445-7 478-5 596-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-2 604-6 48-4 7.4% 15-0 2.3% 98% True False 121,194
10 653-2 550-2 103-0 15.8% 13-3 2.0% 99% True False 98,543
20 653-2 509-4 143-6 22.0% 11-7 1.8% 99% True False 85,137
40 653-2 507-0 146-2 22.4% 10-3 1.6% 99% True False 61,817
60 653-2 507-0 146-2 22.4% 9-3 1.4% 99% True False 51,196
80 653-2 507-0 146-2 22.4% 9-0 1.4% 99% True False 44,220
100 653-2 507-0 146-2 22.4% 8-4 1.3% 99% True False 37,925
120 653-2 507-0 146-2 22.4% 7-6 1.2% 99% True False 32,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 674-4
2.618 666-3
1.618 661-3
1.000 658-2
0.618 656-3
HIGH 653-2
0.618 651-3
0.500 650-6
0.382 650-1
LOW 648-2
0.618 645-1
1.000 643-2
1.618 640-1
2.618 635-1
4.250 627-0
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 651-6 647-7
PP 651-2 643-4
S1 650-6 639-1

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

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