CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 666-0 677-4 11-4 1.7% 673-4
High 679-0 693-0 14-0 2.1% 695-0
Low 666-0 676-2 10-2 1.5% 644-4
Close 671-4 692-6 21-2 3.2% 653-6
Range 13-0 16-6 3-6 28.8% 50-4
ATR 18-2 18-4 0-2 1.3% 0-0
Volume 27,844 32,531 4,687 16.8% 195,877
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 737-5 731-7 702-0
R3 720-7 715-1 697-3
R2 704-1 704-1 695-7
R1 698-3 698-3 694-2 701-2
PP 687-3 687-3 687-3 688-6
S1 681-5 681-5 691-2 684-4
S2 670-5 670-5 689-5
S3 653-7 664-7 688-1
S4 637-1 648-1 683-4
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
5 693-0 644-4 48-4 7.0% 12-7 1.9% 99% True False 35,660
10 703-6 644-4 59-2 8.6% 14-4 2.1% 81% False False 33,104
20 727-0 644-4 82-4 11.9% 14-6 2.1% 58% False False 27,183
40 727-0 621-4 105-4 15.2% 13-5 2.0% 68% False False 23,245
60 727-0 583-4 143-4 20.7% 13-0 1.9% 76% False False 20,214
80 727-0 583-4 143-4 20.7% 11-2 1.6% 76% False False 16,552
100 727-0 570-0 157-0 22.7% 10-5 1.5% 78% False False 14,236
120 727-0 524-0 203-0 29.3% 9-3 1.4% 83% False False 12,328
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 3 trading days
Fibonacci Retracements and Extensions
4.250 764-2
2.618 736-7
1.618 720-1
1.000 709-6
0.618 703-3
HIGH 693-0
0.618 686-5
0.500 684-5
0.382 682-5
LOW 676-2
0.618 665-7
1.000 659-4
1.618 649-1
2.618 632-3
4.250 605-0
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 690-0 686-4
PP 687-3 680-2
S1 684-5 674-0

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

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