CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 646-4 637-6 -8-6 -1.4% 615-0
High 651-0 651-0 0-0 0.0% 648-0
Low 638-0 635-2 -2-6 -0.4% 604-0
Close 638-4 649-4 11-0 1.7% 640-0
Range 13-0 15-6 2-6 21.2% 44-0
ATR 17-3 17-2 -0-1 -0.7% 0-0
Volume 163,882 159,507 -4,375 -2.7% 922,342
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 692-4 686-6 658-1
R3 676-6 671-0 653-7
R2 661-0 661-0 652-3
R1 655-2 655-2 651-0 658-1
PP 645-2 645-2 645-2 646-6
S1 639-4 639-4 648-0 642-3
S2 629-4 629-4 646-5
S3 613-6 623-6 645-1
S4 598-0 608-0 640-7
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
5 651-0 632-4 18-4 2.8% 13-1 2.0% 92% True False 160,902
10 651-0 597-4 53-4 8.2% 15-6 2.4% 97% True False 167,478
20 665-6 577-0 88-6 13.7% 15-2 2.3% 82% False False 175,774
40 777-0 577-0 200-0 30.8% 16-0 2.5% 36% False False 175,436
60 777-0 577-0 200-0 30.8% 14-6 2.3% 36% False False 173,494
80 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 166,531
100 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 154,039
120 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 139,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 718-0
2.618 692-2
1.618 676-4
1.000 666-6
0.618 660-6
HIGH 651-0
0.618 645-0
0.500 643-1
0.382 641-2
LOW 635-2
0.618 625-4
1.000 619-4
1.618 609-6
2.618 594-0
4.250 568-2
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 647-3 646-7
PP 645-2 644-3
S1 643-1 641-6

Download as Excel Spreadsheet

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

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