CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 742-4 774-4 32-0 4.3% 734-2
High 768-4 775-4 7-0 0.9% 768-4
Low 742-4 767-0 24-4 3.3% 729-4
Close 767-0 770-0 3-0 0.4% 767-0
Range 26-0 8-4 -17-4 -67.3% 39-0
ATR 15-7 15-3 -0-4 -3.3% 0-0
Volume 150,906 176,045 25,139 16.7% 703,137
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 796-3 791-5 774-5
R3 787-7 783-1 772-3
R2 779-3 779-3 771-4
R1 774-5 774-5 770-6 772-6
PP 770-7 770-7 770-7 769-7
S1 766-1 766-1 769-2 764-2
S2 762-3 762-3 768-4
S3 753-7 757-5 767-5
S4 745-3 749-1 765-3
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
5 775-4 734-2 41-2 5.4% 12-7 1.7% 87% True False 150,253
10 775-4 709-6 65-6 8.5% 11-0 1.4% 92% True False 142,595
20 775-4 680-4 95-0 12.3% 12-6 1.7% 94% True False 171,430
40 775-4 600-4 175-0 22.7% 13-6 1.8% 97% True False 159,318
60 775-4 576-0 199-4 25.9% 14-4 1.9% 97% True False 144,165
80 775-4 576-0 199-4 25.9% 14-4 1.9% 97% True False 125,788
100 775-4 576-0 199-4 25.9% 14-3 1.9% 97% True False 112,777
120 775-4 548-0 227-4 29.5% 14-0 1.8% 98% True False 103,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 811-5
2.618 797-6
1.618 789-2
1.000 784-0
0.618 780-6
HIGH 775-4
0.618 772-2
0.500 771-2
0.382 770-2
LOW 767-0
0.618 761-6
1.000 758-4
1.618 753-2
2.618 744-6
4.250 730-7
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 771-2 765-1
PP 770-7 760-3
S1 770-3 755-4

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

View Archives - Comment on this page... - Back to Index of Symbols