CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 711-0 697-4 -13-4 -1.9% 674-0
High 715-6 707-0 -8-6 -1.2% 692-4
Low 706-0 689-6 -16-2 -2.3% 666-0
Close 713-0 701-4 -11-4 -1.6% 668-6
Range 9-6 17-2 7-4 76.9% 26-4
ATR 19-0 19-2 0-2 1.6% 0-0
Volume 230,863 182,281 -48,582 -21.0% 654,191
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 751-1 743-5 711-0
R3 733-7 726-3 706-2
R2 716-5 716-5 704-5
R1 709-1 709-1 703-1 712-7
PP 699-3 699-3 699-3 701-2
S1 691-7 691-7 699-7 695-5
S2 682-1 682-1 698-3
S3 664-7 674-5 696-6
S4 647-5 657-3 692-0
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 7.1% 15-7 2.3% 71% False False 170,483
10 715-6 666-0 49-6 7.1% 14-7 2.1% 71% False False 151,497
20 715-6 617-0 98-6 14.1% 15-6 2.3% 86% False False 151,201
40 720-4 576-0 144-4 20.6% 16-0 2.3% 87% False False 139,437
60 720-4 576-0 144-4 20.6% 15-2 2.2% 87% False False 116,217
80 720-4 576-0 144-4 20.6% 15-2 2.2% 87% False False 103,170
100 720-4 548-0 172-4 24.6% 14-3 2.1% 89% False False 93,353
120 720-4 548-0 172-4 24.6% 14-0 2.0% 89% False False 84,016
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 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 780-2
2.618 752-1
1.618 734-7
1.000 724-2
0.618 717-5
HIGH 707-0
0.618 700-3
0.500 698-3
0.382 696-3
LOW 689-6
0.618 679-1
1.000 672-4
1.618 661-7
2.618 644-5
4.250 616-4
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 700-4 701-1
PP 699-3 700-6
S1 698-3 700-3

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

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