CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 615-0 600-0 -15-0 -2.4% 637-2
High 615-4 601-0 -14-4 -2.4% 647-4
Low 602-0 594-0 -8-0 -1.3% 602-0
Close 610-2 597-6 -12-4 -2.0% 610-2
Range 13-4 7-0 -6-4 -48.1% 45-4
ATR 15-4 15-5 0-0 0.3% 0-0
Volume 156,943 155,849 -1,094 -0.7% 910,099
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 618-5 615-1 601-5
R3 611-5 608-1 599-5
R2 604-5 604-5 599-0
R1 601-1 601-1 598-3 599-3
PP 597-5 597-5 597-5 596-6
S1 594-1 594-1 597-1 592-3
S2 590-5 590-5 596-4
S3 583-5 587-1 595-7
S4 576-5 580-1 593-7
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
5 647-4 594-0 53-4 9.0% 14-2 2.4% 7% False True 175,730
10 665-0 594-0 71-0 11.9% 13-3 2.2% 5% False True 205,395
20 665-0 594-0 71-0 11.9% 13-4 2.3% 5% False True 184,929
40 665-6 577-0 88-6 14.8% 14-3 2.4% 23% False False 179,407
60 777-0 577-0 200-0 33.5% 15-1 2.5% 10% False False 178,766
80 777-0 577-0 200-0 33.5% 14-4 2.4% 10% False False 176,695
100 777-0 576-0 201-0 33.6% 14-6 2.5% 11% False False 170,063
120 777-0 576-0 201-0 33.6% 14-7 2.5% 11% False False 160,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 630-6
2.618 619-3
1.618 612-3
1.000 608-0
0.618 605-3
HIGH 601-0
0.618 598-3
0.500 597-4
0.382 596-5
LOW 594-0
0.618 589-5
1.000 587-0
1.618 582-5
2.618 575-5
4.250 564-2
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 597-5 615-4
PP 597-5 609-5
S1 597-4 603-5

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

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