CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 686-0 667-4 -18-4 -2.7% 625-0
High 695-4 679-0 -16-4 -2.4% 695-4
Low 678-0 666-4 -11-4 -1.7% 625-0
Close 685-0 677-0 -8-0 -1.2% 685-0
Range 17-4 12-4 -5-0 -28.6% 70-4
ATR 20-7 20-6 -0-1 -0.8% 0-0
Volume 145,223 172,760 27,537 19.0% 791,123
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 711-5 706-7 683-7
R3 699-1 694-3 680-4
R2 686-5 686-5 679-2
R1 681-7 681-7 678-1 684-2
PP 674-1 674-1 674-1 675-3
S1 669-3 669-3 675-7 671-6
S2 661-5 661-5 674-6
S3 649-1 656-7 673-4
S4 636-5 644-3 670-1
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 880-0 853-0 723-6
R3 809-4 782-4 704-3
R2 739-0 739-0 697-7
R1 712-0 712-0 691-4 725-4
PP 668-4 668-4 668-4 675-2
S1 641-4 641-4 678-4 655-0
S2 598-0 598-0 672-1
S3 527-4 571-0 665-5
S4 457-0 500-4 646-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-4 636-2 59-2 8.8% 18-0 2.7% 69% False False 164,421
10 695-4 600-4 95-0 14.0% 15-4 2.3% 81% False False 154,885
20 695-4 576-0 119-4 17.7% 16-6 2.5% 85% False False 145,161
40 720-4 576-0 144-4 21.3% 15-3 2.3% 70% False False 111,962
60 720-4 576-0 144-4 21.3% 15-1 2.2% 70% False False 98,421
80 720-4 576-0 144-4 21.3% 14-2 2.1% 70% False False 87,490
100 720-4 548-0 172-4 25.5% 13-7 2.0% 75% False False 78,842
120 720-4 548-0 172-4 25.5% 13-2 2.0% 75% False False 71,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 732-1
2.618 711-6
1.618 699-2
1.000 691-4
0.618 686-6
HIGH 679-0
0.618 674-2
0.500 672-6
0.382 671-2
LOW 666-4
0.618 658-6
1.000 654-0
1.618 646-2
2.618 633-6
4.250 613-3
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 675-5 680-6
PP 674-1 679-4
S1 672-6 678-2

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

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