CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 632-4 601-0 -31-4 -5.0% 641-0
High 637-0 601-0 -36-0 -5.7% 665-6
Low 627-4 592-4 -35-0 -5.6% 592-4
Close 632-4 592-4 -40-0 -6.3% 592-4
Range 9-4 8-4 -1-0 -10.5% 73-2
ATR 17-5 19-2 1-5 9.1% 0-0
Volume 160,960 208,573 47,613 29.6% 892,088
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 620-7 615-1 597-1
R3 612-3 606-5 594-7
R2 603-7 603-7 594-0
R1 598-1 598-1 593-2 596-6
PP 595-3 595-3 595-3 594-5
S1 589-5 589-5 591-6 588-2
S2 586-7 586-7 591-0
S3 578-3 581-1 590-1
S4 569-7 572-5 587-7
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 836-5 787-7 632-6
R3 763-3 714-5 612-5
R2 690-1 690-1 605-7
R1 641-3 641-3 599-2 629-1
PP 616-7 616-7 616-7 610-6
S1 568-1 568-1 585-6 555-7
S2 543-5 543-5 579-1
S3 470-3 494-7 572-3
S4 397-1 421-5 552-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-6 592-4 73-2 12.4% 14-4 2.4% 0% False True 178,417
10 703-0 592-4 110-4 18.6% 15-6 2.7% 0% False True 179,869
20 764-6 592-4 172-2 29.1% 16-4 2.8% 0% False True 177,879
40 777-0 592-4 184-4 31.1% 14-4 2.4% 0% False True 174,739
60 777-0 592-4 184-4 31.1% 14-7 2.5% 0% False True 166,893
80 777-0 576-0 201-0 33.9% 15-2 2.6% 8% False False 157,088
100 777-0 576-0 201-0 33.9% 14-7 2.5% 8% False False 139,626
120 777-0 576-0 201-0 33.9% 15-0 2.5% 8% False False 127,026
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 4-4
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 637-1
2.618 623-2
1.618 614-6
1.000 609-4
0.618 606-2
HIGH 601-0
0.618 597-6
0.500 596-6
0.382 595-6
LOW 592-4
0.618 587-2
1.000 584-0
1.618 578-6
2.618 570-2
4.250 556-3
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 596-6 621-2
PP 595-3 611-5
S1 593-7 602-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.