CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 675-0 680-4 5-4 0.8% 685-4
High 691-0 687-4 -3-4 -0.5% 722-4
Low 673-2 672-0 -1-2 -0.2% 671-0
Close 690-0 678-6 -11-2 -1.6% 690-0
Range 17-6 15-4 -2-2 -12.7% 51-4
ATR 20-5 20-3 -0-1 -0.9% 0-0
Volume 0 42,844 42,844 244,414
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 725-7 717-7 687-2
R3 710-3 702-3 683-0
R2 694-7 694-7 681-5
R1 686-7 686-7 680-1 683-1
PP 679-3 679-3 679-3 677-4
S1 671-3 671-3 677-3 667-5
S2 663-7 663-7 675-7
S3 648-3 655-7 674-4
S4 632-7 640-3 670-2
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 849-0 821-0 718-3
R3 797-4 769-4 704-1
R2 746-0 746-0 699-4
R1 718-0 718-0 694-6 732-0
PP 694-4 694-4 694-4 701-4
S1 666-4 666-4 685-2 680-4
S2 643-0 643-0 680-4
S3 591-4 615-0 675-7
S4 540-0 563-4 661-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722-4 671-0 51-4 7.6% 18-1 2.7% 15% False False 46,801
10 722-4 645-0 77-4 11.4% 17-4 2.6% 44% False False 57,692
20 722-4 603-0 119-4 17.6% 15-6 2.3% 63% False False 73,005
40 764-0 603-0 161-0 23.7% 16-1 2.4% 47% False False 71,418
60 764-0 603-0 161-0 23.7% 15-6 2.3% 47% False False 58,333
80 764-0 603-0 161-0 23.7% 15-1 2.2% 47% False False 49,401
100 764-0 583-4 180-4 26.6% 14-4 2.1% 53% False False 42,607
120 764-0 583-4 180-4 26.6% 13-3 2.0% 53% False False 36,557
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 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753-3
2.618 728-1
1.618 712-5
1.000 703-0
0.618 697-1
HIGH 687-4
0.618 681-5
0.500 679-6
0.382 677-7
LOW 672-0
0.618 662-3
1.000 656-4
1.618 646-7
2.618 631-3
4.250 606-1
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 679-6 681-0
PP 679-3 680-2
S1 679-1 679-4

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

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