CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 669-2 674-0 4-6 0.7% 667-4
High 686-0 676-6 -9-2 -1.3% 703-0
Low 667-4 666-2 -1-2 -0.2% 663-4
Close 685-4 674-4 -11-0 -1.6% 685-4
Range 18-4 10-4 -8-0 -43.2% 39-4
ATR 20-1 20-1 -0-1 -0.3% 0-0
Volume 144,427 123,633 -20,794 -14.4% 756,760
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 704-0 699-6 680-2
R3 693-4 689-2 677-3
R2 683-0 683-0 676-3
R1 678-6 678-6 675-4 680-7
PP 672-4 672-4 672-4 673-4
S1 668-2 668-2 673-4 670-3
S2 662-0 662-0 672-5
S3 651-4 657-6 671-5
S4 641-0 647-2 668-6
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 802-4 783-4 707-2
R3 763-0 744-0 696-3
R2 723-4 723-4 692-6
R1 704-4 704-4 689-1 714-0
PP 684-0 684-0 684-0 688-6
S1 665-0 665-0 681-7 674-4
S2 644-4 644-4 678-2
S3 605-0 625-4 674-5
S4 565-4 586-0 663-6
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% 15-1 2.2% 28% False False 141,526
10 703-0 636-2 66-6 9.9% 16-5 2.5% 57% False False 152,973
20 703-0 576-0 127-0 18.8% 15-6 2.3% 78% False False 145,322
40 720-4 576-0 144-4 21.4% 15-4 2.3% 68% False False 121,685
60 720-4 576-0 144-4 21.4% 15-3 2.3% 68% False False 104,840
80 720-4 576-0 144-4 21.4% 14-4 2.2% 68% False False 93,707
100 720-4 548-0 172-4 25.6% 14-0 2.1% 73% False False 84,297
120 720-4 548-0 172-4 25.6% 13-4 2.0% 73% False False 75,917
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 721-3
2.618 704-2
1.618 693-6
1.000 687-2
0.618 683-2
HIGH 676-6
0.618 672-6
0.500 671-4
0.382 670-2
LOW 666-2
0.618 659-6
1.000 655-6
1.618 649-2
2.618 638-6
4.250 621-5
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 673-4 674-6
PP 672-4 674-5
S1 671-4 674-5

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

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