CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 650-2 670-2 20-0 3.1% 658-2
High 663-4 685-2 21-6 3.3% 673-0
Low 647-4 670-2 22-6 3.5% 631-6
Close 663-4 682-2 18-6 2.8% 638-4
Range 16-0 15-0 -1-0 -6.3% 41-2
ATR
Volume 5,961 4,943 -1,018 -17.1% 29,525
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 724-2 718-2 690-4
R3 709-2 703-2 686-3
R2 694-2 694-2 685-0
R1 688-2 688-2 683-5 691-2
PP 679-2 679-2 679-2 680-6
S1 673-2 673-2 680-7 676-2
S2 664-2 664-2 679-4
S3 649-2 658-2 678-1
S4 634-2 643-2 674-0
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 771-4 746-2 661-2
R3 730-2 705-0 649-7
R2 689-0 689-0 646-0
R1 663-6 663-6 642-2 655-6
PP 647-6 647-6 647-6 643-6
S1 622-4 622-4 634-6 614-4
S2 606-4 606-4 631-0
S3 565-2 581-2 627-1
S4 524-0 540-0 615-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685-2 631-6 53-4 7.8% 13-3 2.0% 94% True False 4,983
10 685-2 631-6 53-4 7.8% 13-5 2.0% 94% True False 4,786
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 749-0
2.618 724-4
1.618 709-4
1.000 700-2
0.618 694-4
HIGH 685-2
0.618 679-4
0.500 677-6
0.382 676-0
LOW 670-2
0.618 661-0
1.000 655-2
1.618 646-0
2.618 631-0
4.250 606-4
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 680-6 676-4
PP 679-2 670-7
S1 677-6 665-1

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

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