CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 691-2 674-0 -17-2 -2.5% 625-0
High 692-4 677-0 -15-4 -2.2% 695-4
Low 676-6 663-4 -13-2 -2.0% 625-0
Close 677-6 673-0 -4-6 -0.7% 685-0
Range 15-6 13-4 -2-2 -14.3% 70-4
ATR 20-6 20-2 -0-4 -2.2% 0-0
Volume 173,517 140,384 -33,133 -19.1% 791,123
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 711-5 705-7 680-3
R3 698-1 692-3 676-6
R2 684-5 684-5 675-4
R1 678-7 678-7 674-2 675-0
PP 671-1 671-1 671-1 669-2
S1 665-3 665-3 671-6 661-4
S2 657-5 657-5 670-4
S3 644-1 651-7 669-2
S4 630-5 638-3 665-5
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
5 703-0 663-4 39-4 5.9% 15-3 2.3% 24% False True 151,511
10 703-0 617-0 86-0 12.8% 16-5 2.5% 65% False False 150,905
20 703-0 576-0 127-0 18.9% 16-7 2.5% 76% False False 151,915
40 720-4 576-0 144-4 21.5% 15-1 2.3% 67% False False 118,414
60 720-4 576-0 144-4 21.5% 15-4 2.3% 67% False False 102,808
80 720-4 576-0 144-4 21.5% 14-3 2.1% 67% False False 91,302
100 720-4 548-0 172-4 25.6% 14-0 2.1% 72% False False 82,074
120 720-4 548-0 172-4 25.6% 13-3 2.0% 72% False False 74,181
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 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 734-3
2.618 712-3
1.618 698-7
1.000 690-4
0.618 685-3
HIGH 677-0
0.618 671-7
0.500 670-2
0.382 668-5
LOW 663-4
0.618 655-1
1.000 650-0
1.618 641-5
2.618 628-1
4.250 606-1
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 672-1 683-2
PP 671-1 679-7
S1 670-2 676-3

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

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