CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 543-0 548-2 5-2 1.0% 507-6
High 546-4 548-2 1-6 0.3% 532-2
Low 543-0 542-4 -0-4 -0.1% 502-0
Close 547-2 538-0 -9-2 -1.7% 531-0
Range 3-4 5-6 2-2 64.3% 30-2
ATR 14-5 14-0 -0-5 -4.3% 0-0
Volume 2,632 2,878 246 9.3% 9,915
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 560-1 554-7 541-1
R3 554-3 549-1 539-5
R2 548-5 548-5 539-0
R1 543-3 543-3 538-4 543-1
PP 542-7 542-7 542-7 542-6
S1 537-5 537-5 537-4 537-3
S2 537-1 537-1 537-0
S3 531-3 531-7 536-3
S4 525-5 526-1 534-7
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
5 548-2 524-0 24-2 4.5% 1-7 0.3% 58% True False 1,918
10 548-2 502-0 46-2 8.6% 5-2 1.0% 78% True False 2,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 572-6
2.618 563-2
1.618 557-4
1.000 554-0
0.618 551-6
HIGH 548-2
0.618 546-0
0.500 545-3
0.382 544-6
LOW 542-4
0.618 539-0
1.000 536-6
1.618 533-2
2.618 527-4
4.250 518-0
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 545-3 537-3
PP 542-7 536-6
S1 540-4 536-1

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

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