CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 702-0 692-0 -10-0 -1.4% 732-0
High 703-0 697-0 -6-0 -0.9% 748-0
Low 690-2 685-0 -5-2 -0.8% 691-6
Close 690-2 685-6 -4-4 -0.7% 692-0
Range 12-6 12-0 -0-6 -5.9% 56-2
ATR 16-6 16-3 -0-3 -2.0% 0-0
Volume 146,325 119,485 -26,840 -18.3% 938,928
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 725-2 717-4 692-3
R3 713-2 705-4 689-0
R2 701-2 701-2 688-0
R1 693-4 693-4 686-7 691-3
PP 689-2 689-2 689-2 688-2
S1 681-4 681-4 684-5 679-3
S2 677-2 677-2 683-4
S3 665-2 669-4 682-4
S4 653-2 657-4 679-1
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
5 720-4 677-0 43-4 6.3% 15-2 2.2% 20% False False 166,720
10 748-0 677-0 71-0 10.4% 15-5 2.3% 12% False False 174,780
20 777-0 677-0 100-0 14.6% 16-0 2.3% 9% False False 170,551
40 777-0 666-0 111-0 16.2% 14-2 2.1% 18% False False 169,381
60 777-0 576-0 201-0 29.3% 14-6 2.2% 55% False False 161,452
80 777-0 576-0 201-0 29.3% 14-7 2.2% 55% False False 146,168
100 777-0 576-0 201-0 29.3% 14-6 2.2% 55% False False 130,966
120 777-0 576-0 201-0 29.3% 14-4 2.1% 55% False False 119,679
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 2-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 748-0
2.618 728-3
1.618 716-3
1.000 709-0
0.618 704-3
HIGH 697-0
0.618 692-3
0.500 691-0
0.382 689-5
LOW 685-0
0.618 677-5
1.000 673-0
1.618 665-5
2.618 653-5
4.250 634-0
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 691-0 690-0
PP 689-2 688-5
S1 687-4 687-1

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

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