CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 659-6 666-0 6-2 0.9% 673-4
High 661-0 679-0 18-0 2.7% 695-0
Low 655-0 666-0 11-0 1.7% 644-4
Close 653-6 671-4 17-6 2.7% 653-6
Range 6-0 13-0 7-0 116.7% 50-4
ATR 17-6 18-2 0-4 3.0% 0-0
Volume 45,443 27,844 -17,599 -38.7% 195,877
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 711-1 704-3 678-5
R3 698-1 691-3 675-1
R2 685-1 685-1 673-7
R1 678-3 678-3 672-6 681-6
PP 672-1 672-1 672-1 673-7
S1 665-3 665-3 670-2 668-6
S2 659-1 659-1 669-1
S3 646-1 652-3 667-7
S4 633-1 639-3 664-3
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 815-7 785-3 681-4
R3 765-3 734-7 667-5
R2 714-7 714-7 663-0
R1 684-3 684-3 658-3 674-3
PP 664-3 664-3 664-3 659-4
S1 633-7 633-7 649-1 623-7
S2 613-7 613-7 644-4
S3 563-3 583-3 639-7
S4 512-7 532-7 626-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-0 644-4 50-4 7.5% 12-3 1.8% 53% False False 36,817
10 706-0 644-4 61-4 9.2% 13-6 2.0% 44% False False 32,708
20 727-0 644-4 82-4 12.3% 14-6 2.2% 33% False False 26,462
40 727-0 621-4 105-4 15.7% 13-3 2.0% 47% False False 23,090
60 727-0 583-4 143-4 21.4% 12-5 1.9% 61% False False 19,768
80 727-0 583-4 143-4 21.4% 11-2 1.7% 61% False False 16,239
100 727-0 569-6 157-2 23.4% 10-4 1.6% 65% False False 13,931
120 727-0 502-0 225-0 33.5% 9-3 1.4% 75% False False 12,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 734-2
2.618 713-0
1.618 700-0
1.000 692-0
0.618 687-0
HIGH 679-0
0.618 674-0
0.500 672-4
0.382 671-0
LOW 666-0
0.618 658-0
1.000 653-0
1.618 645-0
2.618 632-0
4.250 610-6
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 672-4 668-2
PP 672-1 665-0
S1 671-7 661-6

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

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