CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 637-0 615-0 -22-0 -3.5% 637-2
High 637-0 615-4 -21-4 -3.4% 647-4
Low 610-6 602-0 -8-6 -1.4% 602-0
Close 614-4 610-2 -4-2 -0.7% 610-2
Range 26-2 13-4 -12-6 -48.6% 45-4
ATR 15-5 15-4 -0-1 -1.0% 0-0
Volume 204,069 156,943 -47,126 -23.1% 910,099
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 649-6 643-4 617-5
R3 636-2 630-0 614-0
R2 622-6 622-6 612-6
R1 616-4 616-4 611-4 612-7
PP 609-2 609-2 609-2 607-4
S1 603-0 603-0 609-0 599-3
S2 595-6 595-6 607-6
S3 582-2 589-4 606-4
S4 568-6 576-0 602-7
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 756-3 728-7 635-2
R3 710-7 683-3 622-6
R2 665-3 665-3 618-5
R1 637-7 637-7 614-3 628-7
PP 619-7 619-7 619-7 615-4
S1 592-3 592-3 606-1 583-3
S2 574-3 574-3 601-7
S3 528-7 546-7 597-6
S4 483-3 501-3 585-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 647-4 602-0 45-4 7.5% 14-5 2.4% 18% False True 182,019
10 665-0 602-0 63-0 10.3% 13-3 2.2% 13% False True 209,881
20 665-0 602-0 63-0 10.3% 13-6 2.3% 13% False True 183,204
40 665-6 577-0 88-6 14.5% 14-4 2.4% 37% False False 179,148
60 777-0 577-0 200-0 32.8% 15-3 2.5% 17% False False 178,683
80 777-0 577-0 200-0 32.8% 14-5 2.4% 17% False False 176,448
100 777-0 576-0 201-0 32.9% 14-5 2.4% 17% False False 170,238
120 777-0 576-0 201-0 32.9% 14-7 2.4% 17% False False 159,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 672-7
2.618 650-7
1.618 637-3
1.000 629-0
0.618 623-7
HIGH 615-4
0.618 610-3
0.500 608-6
0.382 607-1
LOW 602-0
0.618 593-5
1.000 588-4
1.618 580-1
2.618 566-5
4.250 544-5
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 609-6 624-6
PP 609-2 619-7
S1 608-6 615-1

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

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