CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 654-0 658-0 4-0 0.6% 648-0
High 660-0 669-4 9-4 1.4% 660-0
Low 650-4 657-0 6-4 1.0% 627-2
Close 656-0 668-2 12-2 1.9% 656-0
Range 9-4 12-4 3-0 31.6% 32-6
ATR 14-3 14-2 0-0 -0.4% 0-0
Volume 59,390 56,992 -2,398 -4.0% 270,705
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 702-3 697-7 675-1
R3 689-7 685-3 671-6
R2 677-3 677-3 670-4
R1 672-7 672-7 669-3 675-1
PP 664-7 664-7 664-7 666-0
S1 660-3 660-3 667-1 662-5
S2 652-3 652-3 666-0
S3 639-7 647-7 664-6
S4 627-3 635-3 661-3
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 746-0 733-6 674-0
R3 713-2 701-0 665-0
R2 680-4 680-4 662-0
R1 668-2 668-2 659-0 674-3
PP 647-6 647-6 647-6 650-6
S1 635-4 635-4 653-0 641-5
S2 615-0 615-0 650-0
S3 582-2 602-6 647-0
S4 549-4 570-0 638-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669-4 627-2 42-2 6.3% 15-2 2.3% 97% True False 53,833
10 669-4 627-2 42-2 6.3% 12-0 1.8% 97% True False 54,190
20 669-4 592-0 77-4 11.6% 10-5 1.6% 98% True False 51,695
40 669-4 548-0 121-4 18.2% 12-0 1.8% 99% True False 47,995
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722-5
2.618 702-2
1.618 689-6
1.000 682-0
0.618 677-2
HIGH 669-4
0.618 664-6
0.500 663-2
0.382 661-6
LOW 657-0
0.618 649-2
1.000 644-4
1.618 636-6
2.618 624-2
4.250 603-7
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 666-5 663-5
PP 664-7 658-7
S1 663-2 654-2

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

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