CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 714-4 730-0 15-4 2.2% 685-0
High 728-0 733-0 5-0 0.7% 720-6
Low 714-4 722-6 8-2 1.2% 680-4
Close 727-4 725-4 -2-0 -0.3% 714-4
Range 13-4 10-2 -3-2 -24.1% 40-2
ATR 17-5 17-0 -0-4 -3.0% 0-0
Volume 111,854 163,948 52,094 46.6% 1,037,616
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 757-7 751-7 731-1
R3 747-5 741-5 728-3
R2 737-3 737-3 727-3
R1 731-3 731-3 726-4 729-2
PP 727-1 727-1 727-1 726-0
S1 721-1 721-1 724-4 719-0
S2 716-7 716-7 723-5
S3 706-5 710-7 722-5
S4 696-3 700-5 719-7
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
5 733-0 709-6 23-2 3.2% 10-2 1.4% 68% True False 173,222
10 733-0 680-4 52-4 7.2% 12-7 1.8% 86% True False 190,148
20 733-0 663-4 69-4 9.6% 13-6 1.9% 89% True False 168,728
40 733-0 576-0 157-0 21.6% 15-5 2.1% 95% True False 159,783
60 733-0 576-0 157-0 21.6% 14-7 2.0% 95% True False 133,968
80 733-0 576-0 157-0 21.6% 15-0 2.1% 95% True False 118,195
100 733-0 576-0 157-0 21.6% 14-2 2.0% 95% True False 105,931
120 733-0 548-0 185-0 25.5% 13-7 1.9% 96% True False 95,638
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 776-4
2.618 759-7
1.618 749-5
1.000 743-2
0.618 739-3
HIGH 733-0
0.618 729-1
0.500 727-7
0.382 726-5
LOW 722-6
0.618 716-3
1.000 712-4
1.618 706-1
2.618 695-7
4.250 679-2
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 727-7 724-7
PP 727-1 724-3
S1 726-2 723-6

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

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