CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 674-0 677-0 3-0 0.4% 667-4
High 676-6 687-4 10-6 1.6% 703-0
Low 666-2 673-0 6-6 1.0% 663-4
Close 674-4 686-6 12-2 1.8% 685-4
Range 10-4 14-4 4-0 38.1% 39-4
ATR 20-1 19-5 -0-3 -2.0% 0-0
Volume 123,633 123,980 347 0.3% 756,760
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 725-7 720-7 694-6
R3 711-3 706-3 690-6
R2 696-7 696-7 689-3
R1 691-7 691-7 688-1 694-3
PP 682-3 682-3 682-3 683-6
S1 677-3 677-3 685-3 679-7
S2 667-7 667-7 684-1
S3 653-3 662-7 682-6
S4 638-7 648-3 678-6
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
5 692-4 663-4 29-0 4.2% 14-4 2.1% 80% False False 141,188
10 703-0 663-4 39-4 5.8% 15-5 2.3% 59% False False 154,056
20 703-0 576-0 127-0 18.5% 15-7 2.3% 87% False False 145,596
40 720-4 576-0 144-4 21.0% 15-4 2.3% 77% False False 122,954
60 720-4 576-0 144-4 21.0% 15-1 2.2% 77% False False 105,356
80 720-4 576-0 144-4 21.0% 14-5 2.1% 77% False False 94,827
100 720-4 548-0 172-4 25.1% 14-1 2.1% 80% False False 85,074
120 720-4 548-0 172-4 25.1% 13-4 2.0% 80% False False 76,694
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 749-1
2.618 725-4
1.618 711-0
1.000 702-0
0.618 696-4
HIGH 687-4
0.618 682-0
0.500 680-2
0.382 678-4
LOW 673-0
0.618 664-0
1.000 658-4
1.618 649-4
2.618 635-0
4.250 611-3
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 684-5 683-4
PP 682-3 680-1
S1 680-2 676-7

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

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