CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 637-6 660-0 22-2 3.5% 636-0
High 651-0 664-0 13-0 2.0% 664-0
Low 635-2 646-4 11-2 1.8% 632-4
Close 649-4 649-2 -0-2 0.0% 649-2
Range 15-6 17-4 1-6 11.1% 31-4
ATR 17-2 17-2 0-0 0.1% 0-0
Volume 159,507 183,602 24,095 15.1% 819,327
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 705-6 695-0 658-7
R3 688-2 677-4 654-0
R2 670-6 670-6 652-4
R1 660-0 660-0 650-7 656-5
PP 653-2 653-2 653-2 651-4
S1 642-4 642-4 647-5 639-1
S2 635-6 635-6 646-0
S3 618-2 625-0 644-4
S4 600-6 607-4 639-5
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 743-1 727-5 666-5
R3 711-5 696-1 657-7
R2 680-1 680-1 655-0
R1 664-5 664-5 652-1 672-3
PP 648-5 648-5 648-5 652-4
S1 633-1 633-1 646-3 640-7
S2 617-1 617-1 643-4
S3 585-5 601-5 640-5
S4 554-1 570-1 631-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-0 632-4 31-4 4.9% 13-7 2.1% 53% True False 163,865
10 664-0 604-0 60-0 9.2% 16-7 2.6% 75% True False 174,166
20 665-6 577-0 88-6 13.7% 15-2 2.3% 81% False False 175,093
40 777-0 577-0 200-0 30.8% 16-2 2.5% 36% False False 176,423
60 777-0 577-0 200-0 30.8% 14-7 2.3% 36% False False 174,195
80 777-0 576-0 201-0 31.0% 14-7 2.3% 36% False False 166,996
100 777-0 576-0 201-0 31.0% 15-1 2.3% 36% False False 155,309
120 777-0 576-0 201-0 31.0% 15-0 2.3% 36% False False 140,959
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 738-3
2.618 709-7
1.618 692-3
1.000 681-4
0.618 674-7
HIGH 664-0
0.618 657-3
0.500 655-2
0.382 653-1
LOW 646-4
0.618 635-5
1.000 629-0
1.618 618-1
2.618 600-5
4.250 572-1
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 655-2 649-5
PP 653-2 649-4
S1 651-2 649-3

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

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