CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 584-4 584-0 -0-4 -0.1% 594-0
High 584-4 591-4 7-0 1.2% 609-0
Low 579-0 584-0 5-0 0.9% 585-4
Close 582-2 590-0 7-6 1.3% 586-4
Range 5-4 7-4 2-0 36.4% 23-4
ATR 13-4 13-1 -0-2 -2.2% 0-0
Volume 4,049 2,933 -1,116 -27.6% 422,207
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 611-0 608-0 594-1
R3 603-4 600-4 592-0
R2 596-0 596-0 591-3
R1 593-0 593-0 590-6 594-4
PP 588-4 588-4 588-4 589-2
S1 585-4 585-4 589-2 587-0
S2 581-0 581-0 588-5
S3 573-4 578-0 588-0
S4 566-0 570-4 585-7
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 664-1 648-7 599-3
R3 640-5 625-3 593-0
R2 617-1 617-1 590-6
R1 601-7 601-7 588-5 597-6
PP 593-5 593-5 593-5 591-5
S1 578-3 578-3 584-3 574-2
S2 570-1 570-1 582-2
S3 546-5 554-7 580-0
S4 523-1 531-3 573-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 597-0 571-4 25-4 4.3% 10-1 1.7% 73% False False 8,229
10 609-0 571-4 37-4 6.4% 11-0 1.9% 49% False False 54,209
20 660-0 571-4 88-4 15.0% 11-4 1.9% 21% False False 118,009
40 665-0 571-4 93-4 15.8% 12-5 2.1% 20% False False 146,286
60 720-4 571-4 149-0 25.3% 13-6 2.3% 12% False False 157,821
80 777-0 571-4 205-4 34.8% 14-0 2.4% 9% False False 159,159
100 777-0 571-4 205-4 34.8% 14-0 2.4% 9% False False 161,168
120 777-0 571-4 205-4 34.8% 14-4 2.5% 9% False False 158,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 623-3
2.618 611-1
1.618 603-5
1.000 599-0
0.618 596-1
HIGH 591-4
0.618 588-5
0.500 587-6
0.382 586-7
LOW 584-0
0.618 579-3
1.000 576-4
1.618 571-7
2.618 564-3
4.250 552-1
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 589-2 587-1
PP 588-4 584-3
S1 587-6 581-4

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

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