CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 676-0 687-4 11-4 1.7% 667-4
High 692-4 692-0 -0-4 -0.1% 703-0
Low 675-0 683-0 8-0 1.2% 663-4
Close 691-4 686-2 -5-2 -0.8% 685-4
Range 17-4 9-0 -8-4 -48.6% 39-4
ATR 19-4 18-6 -0-6 -3.9% 0-0
Volume 129,014 141,507 12,493 9.7% 756,760
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 714-1 709-1 691-2
R3 705-1 700-1 688-6
R2 696-1 696-1 687-7
R1 691-1 691-1 687-1 689-1
PP 687-1 687-1 687-1 686-0
S1 682-1 682-1 685-3 680-1
S2 678-1 678-1 684-5
S3 669-1 673-1 683-6
S4 660-1 664-1 681-2
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
5 692-4 666-2 26-2 3.8% 14-0 2.0% 76% False False 132,512
10 703-0 663-4 39-4 5.8% 14-5 2.1% 58% False False 142,011
20 703-0 576-0 127-0 18.5% 14-7 2.2% 87% False False 145,398
40 720-4 576-0 144-4 21.1% 15-4 2.3% 76% False False 126,980
60 720-4 576-0 144-4 21.1% 15-1 2.2% 76% False False 107,722
80 720-4 576-0 144-4 21.1% 14-6 2.1% 76% False False 95,924
100 720-4 548-0 172-4 25.1% 14-2 2.1% 80% False False 87,233
120 720-4 548-0 172-4 25.1% 13-5 2.0% 80% False False 78,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 730-2
2.618 715-4
1.618 706-4
1.000 701-0
0.618 697-4
HIGH 692-0
0.618 688-4
0.500 687-4
0.382 686-4
LOW 683-0
0.618 677-4
1.000 674-0
1.618 668-4
2.618 659-4
4.250 644-6
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 687-4 685-1
PP 687-1 683-7
S1 686-5 682-6

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

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