CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 735-4 742-4 7-0 1.0% 734-2
High 746-2 768-4 22-2 3.0% 768-4
Low 735-4 742-4 7-0 1.0% 729-4
Close 743-4 767-0 23-4 3.2% 767-0
Range 10-6 26-0 15-2 141.9% 39-0
ATR 15-1 15-7 0-6 5.1% 0-0
Volume 144,125 150,906 6,781 4.7% 703,137
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 837-3 828-1 781-2
R3 811-3 802-1 774-1
R2 785-3 785-3 771-6
R1 776-1 776-1 769-3 780-6
PP 759-3 759-3 759-3 761-5
S1 750-1 750-1 764-5 754-6
S2 733-3 733-3 762-2
S3 707-3 724-1 759-7
S4 681-3 698-1 752-6
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 872-0 858-4 788-4
R3 833-0 819-4 777-6
R2 794-0 794-0 774-1
R1 780-4 780-4 770-5 787-2
PP 755-0 755-0 755-0 758-3
S1 741-4 741-4 763-3 748-2
S2 716-0 716-0 759-7
S3 677-0 702-4 756-2
S4 638-0 663-4 745-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768-4 729-4 39-0 5.1% 12-4 1.6% 96% True False 140,627
10 768-4 709-6 58-6 7.7% 11-0 1.4% 97% True False 143,953
20 768-4 675-4 93-0 12.1% 13-0 1.7% 98% True False 170,483
40 768-4 576-0 192-4 25.1% 14-1 1.8% 99% True False 157,009
60 768-4 576-0 192-4 25.1% 14-5 1.9% 99% True False 142,572
80 768-4 576-0 192-4 25.1% 14-4 1.9% 99% True False 124,196
100 768-4 576-0 192-4 25.1% 14-3 1.9% 99% True False 111,538
120 768-4 548-0 220-4 28.7% 14-0 1.8% 99% True False 101,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 879-0
2.618 836-5
1.618 810-5
1.000 794-4
0.618 784-5
HIGH 768-4
0.618 758-5
0.500 755-4
0.382 752-3
LOW 742-4
0.618 726-3
1.000 716-4
1.618 700-3
2.618 674-3
4.250 632-0
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 763-1 762-0
PP 759-3 757-0
S1 755-4 752-0

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

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