CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 675-4 677-0 1-4 0.2% 674-0
High 676-0 687-0 11-0 1.6% 692-4
Low 666-0 675-4 9-4 1.4% 666-0
Close 668-6 685-6 17-0 2.5% 668-6
Range 10-0 11-4 1-4 15.0% 26-4
ATR 18-7 18-7 0-0 -0.2% 0-0
Volume 136,057 157,103 21,046 15.5% 654,191
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 717-2 713-0 692-1
R3 705-6 701-4 688-7
R2 694-2 694-2 687-7
R1 690-0 690-0 686-6 692-1
PP 682-6 682-6 682-6 683-6
S1 678-4 678-4 684-6 680-5
S2 671-2 671-2 683-5
S3 659-6 667-0 682-5
S4 648-2 655-4 679-3
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 3.9% 12-4 1.8% 75% False False 137,532
10 703-0 663-4 39-4 5.8% 13-7 2.0% 56% False False 139,529
20 703-0 600-4 102-4 14.9% 14-5 2.1% 83% False False 147,207
40 720-4 576-0 144-4 21.1% 15-3 2.2% 76% False False 130,532
60 720-4 576-0 144-4 21.1% 15-1 2.2% 76% False False 110,574
80 720-4 576-0 144-4 21.1% 14-7 2.2% 76% False False 98,114
100 720-4 548-0 172-4 25.2% 14-2 2.1% 80% False False 89,370
120 720-4 548-0 172-4 25.2% 13-5 2.0% 80% False False 80,351
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 3 trading days
Fibonacci Retracements and Extensions
4.250 735-7
2.618 717-1
1.618 705-5
1.000 698-4
0.618 694-1
HIGH 687-0
0.618 682-5
0.500 681-2
0.382 679-7
LOW 675-4
0.618 668-3
1.000 664-0
1.618 656-7
2.618 645-3
4.250 626-5
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 684-2 683-4
PP 682-6 681-2
S1 681-2 679-0

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

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