CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 684-0 702-0 18-0 2.6% 732-0
High 694-4 703-0 8-4 1.2% 748-0
Low 677-0 690-2 13-2 2.0% 691-6
Close 692-2 690-2 -2-0 -0.3% 692-0
Range 17-4 12-6 -4-6 -27.1% 56-2
ATR 17-1 16-6 -0-2 -1.8% 0-0
Volume 195,636 146,325 -49,311 -25.2% 938,928
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 732-6 724-2 697-2
R3 720-0 711-4 693-6
R2 707-2 707-2 692-5
R1 698-6 698-6 691-3 696-5
PP 694-4 694-4 694-4 693-4
S1 686-0 686-0 689-1 683-7
S2 681-6 681-6 687-7
S3 669-0 673-2 686-6
S4 656-2 660-4 683-2
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
5 728-2 677-0 51-2 7.4% 14-7 2.2% 26% False False 172,354
10 764-6 677-0 87-6 12.7% 16-4 2.4% 15% False False 177,670
20 777-0 677-0 100-0 14.5% 16-0 2.3% 13% False False 170,737
40 777-0 666-0 111-0 16.1% 14-3 2.1% 22% False False 169,493
60 777-0 576-0 201-0 29.1% 14-6 2.1% 57% False False 161,436
80 777-0 576-0 201-0 29.1% 14-7 2.2% 57% False False 145,589
100 777-0 576-0 201-0 29.1% 15-0 2.2% 57% False False 130,701
120 777-0 576-0 201-0 29.1% 14-4 2.1% 57% False False 118,969
Crabel Price Patterns
NR True
NR4 True
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 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 757-2
2.618 736-3
1.618 723-5
1.000 715-6
0.618 710-7
HIGH 703-0
0.618 698-1
0.500 696-5
0.382 695-1
LOW 690-2
0.618 682-3
1.000 677-4
1.618 669-5
2.618 656-7
4.250 636-0
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 696-5 691-2
PP 694-4 690-7
S1 692-3 690-5

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

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