CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 677-0 685-0 8-0 1.2% 674-0
High 687-0 715-6 28-6 4.2% 692-4
Low 675-4 685-0 9-4 1.4% 666-0
Close 685-6 715-6 30-0 4.4% 668-6
Range 11-4 30-6 19-2 167.4% 26-4
ATR 18-7 19-6 0-7 4.5% 0-0
Volume 157,103 146,111 -10,992 -7.0% 654,191
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 797-6 787-4 732-5
R3 767-0 756-6 724-2
R2 736-2 736-2 721-3
R1 726-0 726-0 718-5 731-1
PP 705-4 705-4 705-4 708-0
S1 695-2 695-2 712-7 700-3
S2 674-6 674-6 710-1
S3 644-0 664-4 707-2
S4 613-2 633-6 698-7
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
5 715-6 666-0 49-6 7.0% 15-6 2.2% 100% True False 141,958
10 715-6 663-4 52-2 7.3% 15-1 2.1% 100% True False 141,573
20 715-6 604-0 111-6 15.6% 15-4 2.2% 100% True False 142,968
40 720-4 576-0 144-4 20.2% 15-7 2.2% 97% False False 132,721
60 720-4 576-0 144-4 20.2% 15-1 2.1% 97% False False 111,794
80 720-4 576-0 144-4 20.2% 15-1 2.1% 97% False False 99,390
100 720-4 548-0 172-4 24.1% 14-3 2.0% 97% False False 90,338
120 720-4 548-0 172-4 24.1% 13-7 1.9% 97% False False 81,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 846-4
2.618 796-2
1.618 765-4
1.000 746-4
0.618 734-6
HIGH 715-6
0.618 704-0
0.500 700-3
0.382 696-6
LOW 685-0
0.618 666-0
1.000 654-2
1.618 635-2
2.618 604-4
4.250 554-2
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 710-5 707-4
PP 705-4 699-1
S1 700-3 690-7

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

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