CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 690-0 675-0 -15-0 -2.2% 674-0
High 697-4 680-2 -17-2 -2.5% 711-2
Low 680-4 670-4 -10-0 -1.5% 672-0
Close 693-0 675-2 -17-6 -2.6% 693-0
Range 17-0 9-6 -7-2 -42.6% 39-2
ATR 19-2 19-4 0-2 1.2% 0-0
Volume 0 85,296 85,296 258,971
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 704-5 699-5 680-5
R3 694-7 689-7 677-7
R2 685-1 685-1 677-0
R1 680-1 680-1 676-1 682-5
PP 675-3 675-3 675-3 676-4
S1 670-3 670-3 674-3 672-7
S2 665-5 665-5 673-4
S3 655-7 660-5 672-5
S4 646-1 650-7 669-7
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 809-7 790-5 714-5
R3 770-5 751-3 703-6
R2 731-3 731-3 700-2
R1 712-1 712-1 696-5 721-6
PP 692-1 692-1 692-1 696-7
S1 672-7 672-7 689-3 682-4
S2 652-7 652-7 685-6
S3 613-5 633-5 682-2
S4 574-3 594-3 671-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-2 670-4 40-6 6.0% 16-5 2.5% 12% False True 54,830
10 711-2 662-4 48-6 7.2% 14-2 2.1% 26% False False 62,319
20 722-4 645-0 77-4 11.5% 15-7 2.3% 39% False False 60,005
40 754-4 603-0 151-4 22.4% 16-4 2.4% 48% False False 73,117
60 764-0 603-0 161-0 23.8% 15-4 2.3% 45% False False 63,740
80 764-0 603-0 161-0 23.8% 15-2 2.3% 45% False False 54,190
100 764-0 603-0 161-0 23.8% 14-6 2.2% 45% False False 47,244
120 764-0 583-4 180-4 26.7% 14-0 2.1% 51% False False 41,271
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 3-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 721-6
2.618 705-6
1.618 696-0
1.000 690-0
0.618 686-2
HIGH 680-2
0.618 676-4
0.500 675-3
0.382 674-2
LOW 670-4
0.618 664-4
1.000 660-6
1.618 654-6
2.618 645-0
4.250 629-0
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 675-3 684-7
PP 675-3 681-5
S1 675-2 678-4

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

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