CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 737-0 742-2 5-2 0.7% 722-0
High 744-0 748-4 4-4 0.6% 733-0
Low 734-2 739-2 5-0 0.7% 709-6
Close 743-4 743-0 -0-4 -0.1% 725-2
Range 9-6 9-2 -0-4 -5.1% 23-2
ATR 15-7 15-4 -0-4 -3.0% 0-0
Volume 123,198 156,993 33,795 27.4% 736,399
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 771-3 766-3 748-1
R3 762-1 757-1 745-4
R2 752-7 752-7 744-6
R1 747-7 747-7 743-7 750-3
PP 743-5 743-5 743-5 744-6
S1 738-5 738-5 742-1 741-1
S2 734-3 734-3 741-2
S3 725-1 729-3 740-4
S4 715-7 720-1 737-7
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 792-3 782-1 738-0
R3 769-1 758-7 731-5
R2 745-7 745-7 729-4
R1 735-5 735-5 727-3 740-6
PP 722-5 722-5 722-5 725-2
S1 712-3 712-3 723-1 717-4
S2 699-3 699-3 721-0
S3 676-1 689-1 718-7
S4 652-7 665-7 712-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748-4 709-6 38-6 5.2% 8-2 1.1% 86% True False 135,815
10 748-4 709-6 38-6 5.2% 9-2 1.2% 86% True False 154,519
20 748-4 666-0 82-4 11.1% 12-0 1.6% 93% True False 169,610
40 748-4 576-0 172-4 23.2% 13-7 1.9% 97% True False 157,626
60 748-4 576-0 172-4 23.2% 14-3 1.9% 97% True False 139,774
80 748-4 576-0 172-4 23.2% 14-4 1.9% 97% True False 122,260
100 748-4 576-0 172-4 23.2% 14-1 1.9% 97% True False 110,288
120 748-4 548-0 200-4 27.0% 13-7 1.9% 97% True False 100,008
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 False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 787-6
2.618 772-6
1.618 763-4
1.000 757-6
0.618 754-2
HIGH 748-4
0.618 745-0
0.500 743-7
0.382 742-6
LOW 739-2
0.618 733-4
1.000 730-0
1.618 724-2
2.618 715-0
4.250 700-0
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 743-7 741-5
PP 743-5 740-3
S1 743-2 739-0

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

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