CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 645-2 636-0 -9-2 -1.4% 615-0
High 648-0 645-0 -3-0 -0.5% 648-0
Low 634-0 636-0 2-0 0.3% 604-0
Close 640-0 640-4 0-4 0.1% 640-0
Range 14-0 9-0 -5-0 -35.7% 44-0
ATR 18-6 18-0 -0-6 -3.7% 0-0
Volume 168,789 131,651 -37,138 -22.0% 922,342
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 667-4 663-0 645-4
R3 658-4 654-0 643-0
R2 649-4 649-4 642-1
R1 645-0 645-0 641-3 647-2
PP 640-4 640-4 640-4 641-5
S1 636-0 636-0 639-5 638-2
S2 631-4 631-4 638-7
S3 622-4 627-0 638-0
S4 613-4 618-0 635-4
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 762-5 745-3 664-2
R3 718-5 701-3 652-1
R2 674-5 674-5 648-1
R1 657-3 657-3 644-0 666-0
PP 630-5 630-5 630-5 635-0
S1 613-3 613-3 636-0 622-0
S2 586-5 586-5 631-7
S3 542-5 569-3 627-7
S4 498-5 525-3 615-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648-0 607-4 40-4 6.3% 18-6 2.9% 81% False False 183,542
10 648-0 577-0 71-0 11.1% 15-1 2.4% 89% False False 169,097
20 703-0 577-0 126-0 19.7% 15-5 2.4% 50% False False 176,258
40 777-0 577-0 200-0 31.2% 15-5 2.4% 32% False False 173,037
60 777-0 577-0 200-0 31.2% 14-6 2.3% 32% False False 171,370
80 777-0 576-0 201-0 31.4% 15-1 2.4% 32% False False 165,998
100 777-0 576-0 201-0 31.4% 15-0 2.3% 32% False False 150,808
120 777-0 576-0 201-0 31.4% 15-1 2.4% 32% False False 137,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 683-2
2.618 668-4
1.618 659-4
1.000 654-0
0.618 650-4
HIGH 645-0
0.618 641-4
0.500 640-4
0.382 639-4
LOW 636-0
0.618 630-4
1.000 627-0
1.618 621-4
2.618 612-4
4.250 597-6
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 640-4 638-6
PP 640-4 637-0
S1 640-4 635-2

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

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