CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 717-4 713-4 -4-0 -0.6% 685-0
High 718-4 720-6 2-2 0.3% 720-6
Low 709-6 710-4 0-6 0.1% 680-4
Close 714-0 714-4 0-4 0.1% 714-4
Range 8-6 10-2 1-4 17.1% 40-2
ATR 19-1 18-4 -0-5 -3.3% 0-0
Volume 185,211 215,474 30,263 16.3% 1,037,616
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 746-0 740-4 720-1
R3 735-6 730-2 717-3
R2 725-4 725-4 716-3
R1 720-0 720-0 715-4 722-6
PP 715-2 715-2 715-2 716-5
S1 709-6 709-6 713-4 712-4
S2 705-0 705-0 712-5
S3 694-6 699-4 711-5
S4 684-4 689-2 708-7
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 826-0 810-4 736-5
R3 785-6 770-2 725-5
R2 745-4 745-4 721-7
R1 730-0 730-0 718-2 737-6
PP 705-2 705-2 705-2 709-1
S1 689-6 689-6 710-6 697-4
S2 665-0 665-0 707-1
S3 624-6 649-4 703-3
S4 584-4 609-2 692-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-6 680-4 40-2 5.6% 11-7 1.7% 84% True False 207,523
10 720-6 675-4 45-2 6.3% 14-7 2.1% 86% True False 197,013
20 720-6 663-4 57-2 8.0% 14-3 2.0% 89% True False 169,054
40 720-6 576-0 144-6 20.3% 15-5 2.2% 96% True False 155,712
60 720-6 576-0 144-6 20.3% 15-1 2.1% 96% True False 129,370
80 720-6 576-0 144-6 20.3% 15-1 2.1% 96% True False 114,733
100 720-6 576-0 144-6 20.3% 14-2 2.0% 96% True False 102,364
120 720-6 548-0 172-6 24.2% 14-0 2.0% 96% True False 92,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 764-2
2.618 747-5
1.618 737-3
1.000 731-0
0.618 727-1
HIGH 720-6
0.618 716-7
0.500 715-5
0.382 714-3
LOW 710-4
0.618 704-1
1.000 700-2
1.618 693-7
2.618 683-5
4.250 667-0
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 715-5 710-7
PP 715-2 707-1
S1 714-7 703-4

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

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