CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 647-4 637-2 -10-2 -1.6% 653-4
High 648-0 639-0 -9-0 -1.4% 665-0
Low 636-4 630-2 -6-2 -1.0% 636-4
Close 638-4 633-4 -5-0 -0.8% 638-4
Range 11-4 8-6 -2-6 -23.9% 28-4
ATR 15-2 14-6 -0-4 -3.0% 0-0
Volume 188,468 187,297 -1,171 -0.6% 1,188,716
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 660-4 655-6 638-2
R3 651-6 647-0 635-7
R2 643-0 643-0 635-1
R1 638-2 638-2 634-2 636-2
PP 634-2 634-2 634-2 633-2
S1 629-4 629-4 632-6 627-4
S2 625-4 625-4 631-7
S3 616-6 620-6 631-1
S4 608-0 612-0 628-6
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 732-1 713-7 654-1
R3 703-5 685-3 646-3
R2 675-1 675-1 643-6
R1 656-7 656-7 641-1 651-6
PP 646-5 646-5 646-5 644-1
S1 628-3 628-3 635-7 623-2
S2 618-1 618-1 633-2
S3 589-5 599-7 630-5
S4 561-1 571-3 622-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 630-2 34-6 5.5% 12-4 2.0% 9% False True 235,061
10 665-0 630-2 34-6 5.5% 13-4 2.1% 9% False True 207,567
20 665-0 630-2 34-6 5.5% 13-5 2.1% 9% False True 181,447
40 703-0 577-0 126-0 19.9% 14-5 2.3% 45% False False 178,853
60 777-0 577-0 200-0 31.6% 14-7 2.4% 28% False False 175,840
80 777-0 577-0 200-0 31.6% 14-3 2.3% 28% False False 173,889
100 777-0 576-0 201-0 31.7% 14-6 2.3% 29% False False 169,088
120 777-0 576-0 201-0 31.7% 14-6 2.3% 29% False False 155,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 676-2
2.618 661-7
1.618 653-1
1.000 647-6
0.618 644-3
HIGH 639-0
0.618 635-5
0.500 634-5
0.382 633-5
LOW 630-2
0.618 624-7
1.000 621-4
1.618 616-1
2.618 607-3
4.250 593-0
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 634-5 645-1
PP 634-2 641-2
S1 633-7 637-3

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

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