CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 644-4 632-4 -12-0 -1.9% 684-0
High 650-0 637-0 -13-0 -2.0% 703-0
Low 629-0 627-4 -1-4 -0.2% 638-0
Close 630-6 632-4 1-6 0.3% 638-4
Range 21-0 9-4 -11-4 -54.8% 65-0
ATR 18-2 17-5 -0-5 -3.4% 0-0
Volume 195,068 160,960 -34,108 -17.5% 906,605
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 660-7 656-1 637-6
R3 651-3 646-5 635-1
R2 641-7 641-7 634-2
R1 637-1 637-1 633-3 637-2
PP 632-3 632-3 632-3 632-3
S1 627-5 627-5 631-5 627-6
S2 622-7 622-7 630-6
S3 613-3 618-1 629-7
S4 603-7 608-5 627-2
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
5 665-6 627-4 38-2 6.0% 16-2 2.6% 13% False True 176,147
10 705-4 627-4 78-0 12.3% 16-2 2.6% 6% False True 176,400
20 766-0 627-4 138-4 21.9% 17-4 2.8% 4% False True 177,375
40 777-0 627-4 149-4 23.6% 14-6 2.3% 3% False True 174,081
60 777-0 613-2 163-6 25.9% 14-7 2.4% 12% False False 165,428
80 777-0 576-0 201-0 31.8% 15-3 2.4% 28% False False 155,386
100 777-0 576-0 201-0 31.8% 15-0 2.4% 28% False False 138,143
120 777-0 576-0 201-0 31.8% 15-0 2.4% 28% False False 125,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-5
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 677-3
2.618 661-7
1.618 652-3
1.000 646-4
0.618 642-7
HIGH 637-0
0.618 633-3
0.500 632-2
0.382 631-1
LOW 627-4
0.618 621-5
1.000 618-0
1.618 612-1
2.618 602-5
4.250 587-1
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 632-3 646-5
PP 632-3 641-7
S1 632-2 637-2

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

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