CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 647-0 641-0 -6-0 -0.9% 684-0
High 655-2 653-0 -2-2 -0.3% 703-0
Low 638-0 639-4 1-4 0.2% 638-0
Close 638-4 648-0 9-4 1.5% 638-4
Range 17-2 13-4 -3-6 -21.7% 65-0
ATR 18-0 17-6 -0-2 -1.4% 0-0
Volume 197,223 145,514 -51,709 -26.2% 906,605
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 687-3 681-1 655-3
R3 673-7 667-5 651-6
R2 660-3 660-3 650-4
R1 654-1 654-1 649-2 657-2
PP 646-7 646-7 646-7 648-3
S1 640-5 640-5 646-6 643-6
S2 633-3 633-3 645-4
S3 619-7 627-1 644-2
S4 606-3 613-5 640-5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 854-7 811-5 674-2
R3 789-7 746-5 656-3
R2 724-7 724-7 650-3
R1 681-5 681-5 644-4 670-6
PP 659-7 659-7 659-7 654-3
S1 616-5 616-5 632-4 605-6
S2 594-7 594-7 626-5
S3 529-7 551-5 620-5
S4 464-7 486-5 602-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 703-0 638-0 65-0 10.0% 16-2 2.5% 15% False False 171,296
10 742-6 638-0 104-6 16.2% 16-7 2.6% 10% False False 180,022
20 777-0 638-0 139-0 21.5% 16-5 2.6% 7% False False 177,483
40 777-0 638-0 139-0 21.5% 14-6 2.3% 7% False False 173,983
60 777-0 576-0 201-0 31.0% 15-0 2.3% 36% False False 163,834
80 777-0 576-0 201-0 31.0% 15-1 2.3% 36% False False 151,300
100 777-0 576-0 201-0 31.0% 15-0 2.3% 36% False False 134,854
120 777-0 576-0 201-0 31.0% 14-6 2.3% 36% False False 122,529
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 710-3
2.618 688-3
1.618 674-7
1.000 666-4
0.618 661-3
HIGH 653-0
0.618 647-7
0.500 646-2
0.382 644-5
LOW 639-4
0.618 631-1
1.000 626-0
1.618 617-5
2.618 604-1
4.250 582-1
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 647-3 655-6
PP 646-7 653-1
S1 646-2 650-5

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

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