CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	576-4	582-0	5-4	1.0%	563-4
High	581-0	586-0	5-0	0.9%	577-2
Low	576-4	582-0	5-4	1.0%	562-4
Close	579-4	585-0	5-4	0.9%	578-4
Range	4-4	4-0	-0-4	-11.1%	14-6
ATR	8-3	8-2	-0-1	-1.6%	0-0
Volume	2,145	919	-1,226	-57.2%	10,993

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	596-3	594-5	587-2
R3	592-3	590-5	586-1
R2	588-3	588-3	585-6
R1	586-5	586-5	585-3	587-4
PP	584-3	584-3	584-3	584-6
S1	582-5	582-5	584-5	583-4
S2	580-3	580-3	584-2
S3	576-3	578-5	583-7
S4	572-3	574-5	582-6

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	617-0	612-4	586-5
R3	602-2	597-6	582-4
R2	587-4	587-4	581-2
R1	583-0	583-0	579-7	585-2
PP	572-6	572-6	572-6	573-7
S1	568-2	568-2	577-1	570-4
S2	558-0	558-0	575-6
S3	543-2	553-4	574-4
S4	528-4	538-6	570-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	586-0	562-4	23-4	4.0%	4-3	0.7%	96%	True	False	1,925
10	586-0	547-2	38-6	6.6%	3-4	0.6%	97%	True	False	2,596
20	586-0	524-0	62-0	10.6%	3-6	0.6%	98%	True	False	2,796

Crabel Price Patterns
NR	True
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	0-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	603-0
2.618	596-4
1.618	592-4
1.000	590-0
0.618	588-4
HIGH	586-0
0.618	584-4
0.500	584-0
0.382	583-4
LOW	582-0
0.618	579-4
1.000	578-0
1.618	575-4
2.618	571-4
4.250	565-0

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	584-5	583-0
PP	584-3	580-7
S1	584-0	578-7

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