CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 607-4 639-0 31-4 5.2% 579-4
High 645-0 644-0 -1-0 -0.2% 615-0
Low 607-4 629-0 21-4 3.5% 577-0
Close 645-0 640-6 -4-2 -0.7% 600-0
Range 37-4 15-0 -22-4 -60.0% 38-0
ATR 19-3 19-1 -0-2 -1.2% 0-0
Volume 233,739 208,857 -24,882 -10.6% 868,113
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 682-7 676-7 649-0
R3 667-7 661-7 644-7
R2 652-7 652-7 643-4
R1 646-7 646-7 642-1 649-7
PP 637-7 637-7 637-7 639-4
S1 631-7 631-7 639-3 634-7
S2 622-7 622-7 638-0
S3 607-7 616-7 636-5
S4 592-7 601-7 632-4
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
5 645-0 597-4 47-4 7.4% 16-6 2.6% 91% False False 171,764
10 645-0 577-0 68-0 10.6% 14-7 2.3% 94% False False 181,652
20 720-4 577-0 143-4 22.4% 16-1 2.5% 44% False False 180,891
40 777-0 577-0 200-0 31.2% 15-2 2.4% 32% False False 172,032
60 777-0 577-0 200-0 31.2% 14-6 2.3% 32% False False 171,090
80 777-0 576-0 201-0 31.4% 15-3 2.4% 32% False False 164,850
100 777-0 576-0 201-0 31.4% 15-0 2.3% 32% False False 148,071
120 777-0 576-0 201-0 31.4% 15-0 2.3% 32% False False 135,134
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 707-6
2.618 683-2
1.618 668-2
1.000 659-0
0.618 653-2
HIGH 644-0
0.618 638-2
0.500 636-4
0.382 634-6
LOW 629-0
0.618 619-6
1.000 614-0
1.618 604-6
2.618 589-6
4.250 565-2
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 639-3 635-3
PP 637-7 629-7
S1 636-4 624-4

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

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