CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 687-4 675-4 -12-0 -1.7% 674-0
High 692-0 676-0 -16-0 -2.3% 692-4
Low 683-0 666-0 -17-0 -2.5% 666-0
Close 686-2 668-6 -17-4 -2.6% 668-6
Range 9-0 10-0 1-0 11.1% 26-4
ATR 18-6 18-7 0-1 0.6% 0-0
Volume 141,507 136,057 -5,450 -3.9% 654,191
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 700-2 694-4 674-2
R3 690-2 684-4 671-4
R2 680-2 680-2 670-5
R1 674-4 674-4 669-5 672-3
PP 670-2 670-2 670-2 669-2
S1 664-4 664-4 667-7 662-3
S2 660-2 660-2 666-7
S3 650-2 654-4 666-0
S4 640-2 644-4 663-2
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 755-2 738-4 683-3
R3 728-6 712-0 676-0
R2 702-2 702-2 673-5
R1 685-4 685-4 671-1 680-5
PP 675-6 675-6 675-6 673-2
S1 659-0 659-0 666-3 654-1
S2 649-2 649-2 663-7
S3 622-6 632-4 661-4
S4 596-2 606-0 654-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 692-4 666-0 26-4 4.0% 12-2 1.8% 10% False True 130,838
10 703-0 663-4 39-4 5.9% 13-7 2.1% 13% False False 141,095
20 703-0 576-0 127-0 19.0% 15-3 2.3% 73% False False 143,535
40 720-4 576-0 144-4 21.6% 15-3 2.3% 64% False False 128,617
60 720-4 576-0 144-4 21.6% 15-1 2.3% 64% False False 108,767
80 720-4 576-0 144-4 21.6% 14-6 2.2% 64% False False 96,802
100 720-4 548-0 172-4 25.8% 14-2 2.1% 70% False False 88,279
120 720-4 548-0 172-4 25.8% 13-5 2.0% 70% False False 79,291
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 True
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 718-4
2.618 702-1
1.618 692-1
1.000 686-0
0.618 682-1
HIGH 676-0
0.618 672-1
0.500 671-0
0.382 669-7
LOW 666-0
0.618 659-7
1.000 656-0
1.618 649-7
2.618 639-7
4.250 623-4
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 671-0 679-2
PP 670-2 675-6
S1 669-4 672-2

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

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