CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 665-0 667-0 2-0 0.3% 657-0
High 666-0 674-0 8-0 1.2% 668-4
Low 660-0 666-4 6-4 1.0% 644-4
Close 665-2 671-0 5-6 0.9% 666-2
Range 6-0 7-4 1-4 25.0% 24-0
ATR 13-7 13-4 -0-3 -2.6% 0-0
Volume 71,139 113,451 42,312 59.5% 316,094
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 693-0 689-4 675-1
R3 685-4 682-0 673-0
R2 678-0 678-0 672-3
R1 674-4 674-4 671-6 676-2
PP 670-4 670-4 670-4 671-3
S1 667-0 667-0 670-2 668-6
S2 663-0 663-0 669-5
S3 655-4 659-4 669-0
S4 648-0 652-0 666-7
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 731-6 723-0 679-4
R3 707-6 699-0 672-7
R2 683-6 683-6 670-5
R1 675-0 675-0 668-4 679-3
PP 659-6 659-6 659-6 662-0
S1 651-0 651-0 664-0 655-3
S2 635-6 635-6 661-7
S3 611-6 627-0 659-5
S4 587-6 603-0 653-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 674-0 653-4 20-4 3.1% 9-5 1.4% 85% True False 78,919
10 674-0 644-4 29-4 4.4% 12-0 1.8% 90% True False 65,003
20 674-0 636-4 37-4 5.6% 11-3 1.7% 92% True False 57,716
40 740-0 592-4 147-4 22.0% 12-7 1.9% 53% False False 48,195
60 788-0 592-4 195-4 29.1% 12-5 1.9% 40% False False 40,669
80 788-0 592-4 195-4 29.1% 12-2 1.8% 40% False False 35,851
100 788-0 592-4 195-4 29.1% 12-3 1.9% 40% False False 31,833
120 788-0 592-4 195-4 29.1% 12-4 1.9% 40% False False 27,733
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705-7
2.618 693-5
1.618 686-1
1.000 681-4
0.618 678-5
HIGH 674-0
0.618 671-1
0.500 670-2
0.382 669-3
LOW 666-4
0.618 661-7
1.000 659-0
1.618 654-3
2.618 646-7
4.250 634-5
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 670-6 668-7
PP 670-4 666-5
S1 670-2 664-4

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

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