CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	532-0	534-0	2-0	0.4%	507-6
High	532-0	534-0	2-0	0.4%	532-2
Low	532-0	534-0	2-0	0.4%	502-0
Close	531-0	532-0	1-0	0.2%	531-0
Range
ATR
Volume	1,737	1,013	-724	-41.7%	9,915

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	533-3	532-5	532-0
R3	533-3	532-5	532-0
R2	533-3	533-3	532-0
R1	532-5	532-5	532-0	533-0
PP	533-3	533-3	533-3	533-4
S1	532-5	532-5	532-0	533-0
S2	533-3	533-3	532-0
S3	533-3	532-5	532-0
S4	533-3	532-5	532-0

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	612-4	602-0	547-5
R3	582-2	571-6	539-3
R2	552-0	552-0	536-4
R1	541-4	541-4	533-6	546-6
PP	521-6	521-6	521-6	524-3
S1	511-2	511-2	528-2	516-4
S2	491-4	491-4	525-4
S3	461-2	481-0	522-5
S4	431-0	450-6	514-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	534-0	502-0	32-0	6.0%	4-7	0.9%	94%	True	False	2,185
10	550-6	502-0	48-6	9.2%	7-3	1.4%	62%	False	False	3,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-3

Fibonacci Retracements and Extensions
4.250	534-0
2.618	534-0
1.618	534-0
1.000	534-0
0.618	534-0
HIGH	534-0
0.618	534-0
0.500	534-0
0.382	534-0
LOW	534-0
0.618	534-0
1.000	534-0
1.618	534-0
2.618	534-0
4.250	534-0

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	534-0	533-0
PP	533-3	532-5
S1	532-5	532-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols