CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 720-0 704-0 -16-0 -2.2% 732-0
High 720-4 705-4 -15-0 -2.1% 748-0
Low 700-2 691-6 -8-4 -1.2% 691-6
Close 701-0 692-0 -9-0 -1.3% 692-0
Range 20-2 13-6 -6-4 -32.1% 56-2
ATR 17-2 17-0 -0-2 -1.5% 0-0
Volume 198,274 173,881 -24,393 -12.3% 938,928
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 737-5 728-5 699-4
R3 723-7 714-7 695-6
R2 710-1 710-1 694-4
R1 701-1 701-1 693-2 698-6
PP 696-3 696-3 696-3 695-2
S1 687-3 687-3 690-6 685-0
S2 682-5 682-5 689-4
S3 668-7 673-5 688-2
S4 655-1 659-7 684-4
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 879-3 841-7 723-0
R3 823-1 785-5 707-4
R2 766-7 766-7 702-2
R1 729-3 729-3 697-1 720-0
PP 710-5 710-5 710-5 705-7
S1 673-1 673-1 686-7 663-6
S2 654-3 654-3 681-6
S3 598-1 616-7 676-4
S4 541-7 560-5 661-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748-0 691-6 56-2 8.1% 17-6 2.6% 0% False True 187,785
10 764-6 691-6 73-0 10.5% 17-2 2.5% 0% False True 175,890
20 777-0 691-6 85-2 12.3% 15-2 2.2% 0% False True 166,932
40 777-0 666-0 111-0 16.0% 14-2 2.1% 23% False False 167,646
60 777-0 576-0 201-0 29.0% 15-1 2.2% 58% False False 162,402
80 777-0 576-0 201-0 29.0% 14-6 2.1% 58% False False 143,030
100 777-0 576-0 201-0 29.0% 15-0 2.2% 58% False False 128,743
120 777-0 576-0 201-0 29.0% 14-3 2.1% 58% False False 116,750
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 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 764-0
2.618 741-4
1.618 727-6
1.000 719-2
0.618 714-0
HIGH 705-4
0.618 700-2
0.500 698-5
0.382 697-0
LOW 691-6
0.618 683-2
1.000 678-0
1.618 669-4
2.618 655-6
4.250 633-2
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 698-5 710-0
PP 696-3 704-0
S1 694-2 698-0

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

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