CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 693-2 717-4 24-2 3.5% 677-0
High 696-0 718-4 22-4 3.2% 715-6
Low 686-2 709-6 23-4 3.4% 675-4
Close 688-4 714-0 25-4 3.7% 703-0
Range 9-6 8-6 -1-0 -10.3% 40-2
ATR 18-3 19-1 0-7 4.6% 0-0
Volume 225,023 185,211 -39,812 -17.7% 932,515
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 740-3 735-7 718-6
R3 731-5 727-1 716-3
R2 722-7 722-7 715-5
R1 718-3 718-3 714-6 716-2
PP 714-1 714-1 714-1 713-0
S1 709-5 709-5 713-2 707-4
S2 705-3 705-3 712-3
S3 696-5 700-7 711-5
S4 687-7 692-1 709-2
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 818-7 801-1 725-1
R3 778-5 760-7 714-1
R2 738-3 738-3 710-3
R1 720-5 720-5 706-6 729-4
PP 698-1 698-1 698-1 702-4
S1 680-3 680-3 699-2 689-2
S2 657-7 657-7 695-5
S3 617-5 640-1 691-7
S4 577-3 599-7 680-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 718-4 680-4 38-0 5.3% 13-7 1.9% 88% True False 207,659
10 718-4 666-0 52-4 7.4% 14-7 2.1% 91% True False 189,071
20 718-4 663-4 55-0 7.7% 14-6 2.1% 92% True False 165,541
40 718-4 576-0 142-4 20.0% 15-7 2.2% 97% True False 153,816
60 720-4 576-0 144-4 20.2% 15-2 2.1% 96% False False 126,878
80 720-4 576-0 144-4 20.2% 15-1 2.1% 96% False False 112,784
100 720-4 576-0 144-4 20.2% 14-2 2.0% 96% False False 100,566
120 720-4 548-0 172-4 24.2% 14-0 2.0% 96% False False 91,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3-4
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 755-6
2.618 741-3
1.618 732-5
1.000 727-2
0.618 723-7
HIGH 718-4
0.618 715-1
0.500 714-1
0.382 713-1
LOW 709-6
0.618 704-3
1.000 701-0
1.618 695-5
2.618 686-7
4.250 672-4
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 714-1 710-1
PP 714-1 706-2
S1 714-0 702-3

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

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