CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 613-4 600-6 -12-6 -2.1% 579-4
High 615-0 603-6 -11-2 -1.8% 615-0
Low 604-6 597-4 -7-2 -1.2% 577-0
Close 605-4 600-0 -5-4 -0.9% 600-0
Range 10-2 6-2 -4-0 -39.0% 38-0
ATR 18-4 17-6 -0-6 -4.0% 0-0
Volume 163,234 116,715 -46,519 -28.5% 868,113
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 619-1 615-7 603-4
R3 612-7 609-5 601-6
R2 606-5 606-5 601-1
R1 603-3 603-3 600-5 601-7
PP 600-3 600-3 600-3 599-6
S1 597-1 597-1 599-3 595-5
S2 594-1 594-1 598-7
S3 587-7 590-7 598-2
S4 581-5 584-5 596-4
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 711-3 693-5 620-7
R3 673-3 655-5 610-4
R2 635-3 635-3 607-0
R1 617-5 617-5 603-4 626-4
PP 597-3 597-3 597-3 601-6
S1 579-5 579-5 596-4 588-4
S2 559-3 559-3 593-0
S3 521-3 541-5 589-4
S4 483-3 503-5 579-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-0 577-0 38-0 6.3% 12-5 2.1% 61% False False 173,622
10 665-6 577-0 88-6 14.8% 13-4 2.3% 26% False False 176,020
20 748-0 577-0 171-0 28.5% 15-4 2.6% 13% False False 180,286
40 777-0 577-0 200-0 33.3% 14-3 2.4% 12% False False 170,484
60 777-0 577-0 200-0 33.3% 14-4 2.4% 12% False False 168,836
80 777-0 576-0 201-0 33.5% 15-1 2.5% 12% False False 162,150
100 777-0 576-0 201-0 33.5% 14-7 2.5% 12% False False 144,321
120 777-0 576-0 201-0 33.5% 14-7 2.5% 12% False False 132,017
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 630-2
2.618 620-1
1.618 613-7
1.000 610-0
0.618 607-5
HIGH 603-6
0.618 601-3
0.500 600-5
0.382 599-7
LOW 597-4
0.618 593-5
1.000 591-2
1.618 587-3
2.618 581-1
4.250 571-0
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 600-5 606-0
PP 600-3 604-0
S1 600-2 602-0

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

View Archives - Comment on this page... - Back to Index of Symbols