CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 677-0 676-0 -1-0 -0.1% 667-4
High 687-4 692-4 5-0 0.7% 703-0
Low 673-0 675-0 2-0 0.3% 663-4
Close 686-6 691-4 4-6 0.7% 685-4
Range 14-4 17-4 3-0 20.7% 39-4
ATR 19-5 19-4 -0-1 -0.8% 0-0
Volume 123,980 129,014 5,034 4.1% 756,760
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 738-7 732-5 701-1
R3 721-3 715-1 696-2
R2 703-7 703-7 694-6
R1 697-5 697-5 693-1 700-6
PP 686-3 686-3 686-3 687-7
S1 680-1 680-1 689-7 683-2
S2 668-7 668-7 688-2
S3 651-3 662-5 686-6
S4 633-7 645-1 681-7
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% 14-7 2.2% 97% True False 132,287
10 703-0 663-4 39-4 5.7% 15-4 2.2% 71% False False 147,039
20 703-0 576-0 127-0 18.4% 15-6 2.3% 91% False False 145,642
40 720-4 576-0 144-4 20.9% 15-5 2.3% 80% False False 124,856
60 720-4 576-0 144-4 20.9% 15-2 2.2% 80% False False 106,477
80 720-4 576-0 144-4 20.9% 14-6 2.1% 80% False False 95,458
100 720-4 548-0 172-4 24.9% 14-2 2.1% 83% False False 86,088
120 720-4 548-0 172-4 24.9% 13-5 2.0% 83% False False 77,473
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 766-7
2.618 738-3
1.618 720-7
1.000 710-0
0.618 703-3
HIGH 692-4
0.618 685-7
0.500 683-6
0.382 681-5
LOW 675-0
0.618 664-1
1.000 657-4
1.618 646-5
2.618 629-1
4.250 600-5
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 688-7 687-4
PP 686-3 683-3
S1 683-6 679-3

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

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