CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 579-4 580-4 1-0 0.2% 641-0
High 598-6 592-4 -6-2 -1.0% 665-6
Low 578-0 577-0 -1-0 -0.2% 592-4
Close 592-4 587-6 -4-6 -0.8% 592-4
Range 20-6 15-4 -5-2 -25.3% 73-2
ATR 19-3 19-0 -0-2 -1.4% 0-0
Volume 231,131 205,470 -25,661 -11.1% 892,088
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 632-2 625-4 596-2
R3 616-6 610-0 592-0
R2 601-2 601-2 590-5
R1 594-4 594-4 589-1 597-7
PP 585-6 585-6 585-6 587-4
S1 579-0 579-0 586-3 582-3
S2 570-2 570-2 584-7
S3 554-6 563-4 583-4
S4 539-2 548-0 579-2
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
5 650-0 577-0 73-0 12.4% 15-0 2.6% 15% False True 200,240
10 697-0 577-0 120-0 20.4% 16-3 2.8% 9% False True 189,333
20 764-6 577-0 187-6 31.9% 16-3 2.8% 6% False True 183,501
40 777-0 577-0 200-0 34.0% 14-3 2.4% 5% False True 174,952
60 777-0 577-0 200-0 34.0% 15-0 2.6% 5% False True 170,046
80 777-0 576-0 201-0 34.2% 15-4 2.6% 6% False False 160,014
100 777-0 576-0 201-0 34.2% 15-0 2.5% 6% False False 142,174
120 777-0 576-0 201-0 34.2% 15-0 2.5% 6% False False 129,861
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 4-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 658-3
2.618 633-1
1.618 617-5
1.000 608-0
0.618 602-1
HIGH 592-4
0.618 586-5
0.500 584-6
0.382 582-7
LOW 577-0
0.618 567-3
1.000 561-4
1.618 551-7
2.618 536-3
4.250 511-1
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 586-6 589-0
PP 585-6 588-5
S1 584-6 588-1

Download as Excel Spreadsheet

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

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