CME Pit-Traded Corn Future December 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 635-4 634-4 -1-0 -0.2% 646-0
High 637-4 644-4 7-0 1.1% 662-6
Low 626-0 633-4 7-4 1.2% 619-2
Close 627-0 635-4 8-4 1.4% 627-0
Range 11-4 11-0 -0-4 -4.3% 43-4
ATR 17-3 17-3 0-0 0.1% 0-0
Volume 86,565 66,098 -20,467 -23.6% 416,077
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 670-7 664-1 641-4
R3 659-7 653-1 638-4
R2 648-7 648-7 637-4
R1 642-1 642-1 636-4 645-4
PP 637-7 637-7 637-7 639-4
S1 631-1 631-1 634-4 634-4
S2 626-7 626-7 633-4
S3 615-7 620-1 632-4
S4 604-7 609-1 629-4
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 766-7 740-3 650-7
R3 723-3 696-7 639-0
R2 679-7 679-7 635-0
R1 653-3 653-3 631-0 644-7
PP 636-3 636-3 636-3 632-0
S1 609-7 609-7 623-0 601-3
S2 592-7 592-7 619-0
S3 549-3 566-3 615-0
S4 505-7 522-7 603-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 619-2 43-4 6.8% 13-1 2.1% 37% False False 78,943
10 668-4 619-2 49-2 7.7% 14-4 2.3% 33% False False 74,389
20 683-0 619-2 63-6 10.0% 14-6 2.3% 25% False False 70,139
40 683-0 592-0 91-0 14.3% 12-5 2.0% 48% False False 61,490
60 683-0 548-0 135-0 21.2% 12-6 2.0% 65% False False 54,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 691-2
2.618 673-2
1.618 662-2
1.000 655-4
0.618 651-2
HIGH 644-4
0.618 640-2
0.500 639-0
0.382 637-6
LOW 633-4
0.618 626-6
1.000 622-4
1.618 615-6
2.618 604-6
4.250 586-6
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 639-0 634-2
PP 637-7 633-1
S1 636-5 631-7

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

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