CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 735-0 727-4 -7-4 -1.0% 698-0
High 736-0 740-6 4-6 0.6% 732-0
Low 731-0 727-4 -3-4 -0.5% 694-0
Close 733-0 740-2 7-2 1.0% 727-4
Range 5-0 13-2 8-2 165.0% 38-0
ATR 16-0 15-7 -0-2 -1.2% 0-0
Volume 32,283 11,327 -20,956 -64.9% 159,792
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 775-7 771-3 747-4
R3 762-5 758-1 743-7
R2 749-3 749-3 742-5
R1 744-7 744-7 741-4 747-1
PP 736-1 736-1 736-1 737-2
S1 731-5 731-5 739-0 733-7
S2 722-7 722-7 737-7
S3 709-5 718-3 736-5
S4 696-3 705-1 733-0
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 831-7 817-5 748-3
R3 793-7 779-5 738-0
R2 755-7 755-7 734-4
R1 741-5 741-5 731-0 748-6
PP 717-7 717-7 717-7 721-3
S1 703-5 703-5 724-0 710-6
S2 679-7 679-7 720-4
S3 641-7 665-5 717-0
S4 603-7 627-5 706-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 740-6 700-0 40-6 5.5% 8-0 1.1% 99% True False 28,655
10 740-6 694-0 46-6 6.3% 9-4 1.3% 99% True False 27,770
20 740-6 678-0 62-6 8.5% 10-6 1.5% 99% True False 21,324
40 740-6 594-0 146-6 19.8% 12-2 1.6% 100% True False 18,629
60 740-6 594-0 146-6 19.8% 12-2 1.7% 100% True False 14,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 797-0
2.618 775-4
1.618 762-2
1.000 754-0
0.618 749-0
HIGH 740-6
0.618 735-6
0.500 734-1
0.382 732-4
LOW 727-4
0.618 719-2
1.000 714-2
1.618 706-0
2.618 692-6
4.250 671-2
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 738-2 737-5
PP 736-1 735-0
S1 734-1 732-3

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

View Archives - Comment on this page... - Back to Index of Symbols