CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 642-4 642-4 0-0 0.0% 592-4
High 648-6 654-4 5-6 0.9% 654-4
Low 630-0 631-4 1-4 0.2% 589-0
Close 632-2 634-6 2-4 0.4% 634-6
Range 18-6 23-0 4-2 22.7% 65-4
ATR 18-2 18-4 0-3 1.9% 0-0
Volume 270,348 199,093 -71,255 -26.4% 997,636
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 709-2 695-0 647-3
R3 686-2 672-0 641-1
R2 663-2 663-2 639-0
R1 649-0 649-0 636-7 644-5
PP 640-2 640-2 640-2 638-0
S1 626-0 626-0 632-5 621-5
S2 617-2 617-2 630-4
S3 594-2 603-0 628-3
S4 571-2 580-0 622-1
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 822-5 794-1 670-6
R3 757-1 728-5 652-6
R2 691-5 691-5 646-6
R1 663-1 663-1 640-6 677-3
PP 626-1 626-1 626-1 633-2
S1 597-5 597-5 628-6 611-7
S2 560-5 560-5 622-6
S3 495-1 532-1 616-6
S4 429-5 466-5 598-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 654-4 589-0 65-4 10.3% 16-6 2.6% 70% True False 199,527
10 654-4 520-2 134-2 21.2% 16-1 2.5% 85% True False 169,906
20 654-4 506-0 148-4 23.4% 12-0 1.9% 87% True False 131,154
40 654-4 502-0 152-4 24.0% 10-4 1.7% 87% True False 102,190
60 654-4 502-0 152-4 24.0% 9-2 1.5% 87% True False 85,448
80 654-4 502-0 152-4 24.0% 8-7 1.4% 87% True False 75,285
100 654-4 502-0 152-4 24.0% 8-3 1.3% 87% True False 66,574
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 2-6
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 752-2
2.618 714-6
1.618 691-6
1.000 677-4
0.618 668-6
HIGH 654-4
0.618 645-6
0.500 643-0
0.382 640-2
LOW 631-4
0.618 617-2
1.000 608-4
1.618 594-2
2.618 571-2
4.250 533-6
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 643-0 642-2
PP 640-2 639-6
S1 637-4 637-2

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

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