CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 716-0 724-4 8-4 1.2% 707-0
High 718-4 726-2 7-6 1.1% 717-2
Low 715-4 694-0 -21-4 -3.0% 689-4
Close 715-4 697-2 -18-2 -2.6% 701-4
Range 3-0 32-2 29-2 975.0% 27-6
ATR 14-5 15-7 1-2 8.7% 0-0
Volume 17,961 23,284 5,323 29.6% 136,261
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 802-5 782-1 715-0
R3 770-3 749-7 706-1
R2 738-1 738-1 703-1
R1 717-5 717-5 700-2 711-6
PP 705-7 705-7 705-7 702-7
S1 685-3 685-3 694-2 679-4
S2 673-5 673-5 691-3
S3 641-3 653-1 688-3
S4 609-1 620-7 679-4
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 786-0 771-4 716-6
R3 758-2 743-6 709-1
R2 730-4 730-4 706-5
R1 716-0 716-0 704-0 709-3
PP 702-6 702-6 702-6 699-4
S1 688-2 688-2 699-0 681-5
S2 675-0 675-0 696-3
S3 647-2 660-4 693-7
S4 619-4 632-6 686-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 726-2 694-0 32-2 4.6% 13-4 1.9% 10% True True 22,850
10 726-2 689-4 36-6 5.3% 13-5 2.0% 21% True False 25,122
20 726-2 621-4 104-6 15.0% 13-4 1.9% 72% True False 20,557
40 726-2 583-4 142-6 20.5% 11-7 1.7% 80% True False 17,517
60 726-2 583-4 142-6 20.5% 10-4 1.5% 80% True False 13,477
80 726-2 570-0 156-2 22.4% 9-7 1.4% 81% True False 11,450
100 726-2 524-0 202-2 29.0% 8-5 1.2% 86% True False 9,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 863-2
2.618 810-5
1.618 778-3
1.000 758-4
0.618 746-1
HIGH 726-2
0.618 713-7
0.500 710-1
0.382 706-3
LOW 694-0
0.618 674-1
1.000 661-6
1.618 641-7
2.618 609-5
4.250 557-0
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 710-1 710-1
PP 705-7 705-7
S1 701-4 701-4

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

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