CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 650-0 645-4 -4-4 -0.7% 665-0
High 656-2 646-4 -9-6 -1.5% 674-0
Low 647-0 619-0 -28-0 -4.3% 645-4
Close 652-0 623-2 -28-6 -4.4% 647-6
Range 9-2 27-4 18-2 197.3% 28-4
ATR 12-7 14-3 1-3 11.1% 0-0
Volume 117,239 108,884 -8,355 -7.1% 641,829
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 712-1 695-1 638-3
R3 684-5 667-5 630-6
R2 657-1 657-1 628-2
R1 640-1 640-1 625-6 634-7
PP 629-5 629-5 629-5 627-0
S1 612-5 612-5 620-6 607-3
S2 602-1 602-1 618-2
S3 574-5 585-1 615-6
S4 547-1 557-5 608-1
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 741-2 723-0 663-3
R3 712-6 694-4 655-5
R2 684-2 684-2 653-0
R1 666-0 666-0 650-3 660-7
PP 655-6 655-6 655-6 653-2
S1 637-4 637-4 645-1 632-3
S2 627-2 627-2 642-4
S3 598-6 609-0 639-7
S4 570-2 580-4 632-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-4 619-0 38-4 6.2% 14-3 2.3% 11% False True 121,281
10 674-0 619-0 55-0 8.8% 12-2 2.0% 8% False True 116,504
20 674-0 619-0 55-0 8.8% 12-3 2.0% 8% False True 85,430
40 677-4 592-4 85-0 13.6% 12-7 2.1% 36% False False 64,837
60 788-0 592-4 195-4 31.4% 13-3 2.2% 16% False False 53,813
80 788-0 592-4 195-4 31.4% 12-3 2.0% 16% False False 46,181
100 788-0 592-4 195-4 31.4% 12-3 2.0% 16% False False 40,225
120 788-0 592-4 195-4 31.4% 12-4 2.0% 16% False False 35,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 763-3
2.618 718-4
1.618 691-0
1.000 674-0
0.618 663-4
HIGH 646-4
0.618 636-0
0.500 632-6
0.382 629-4
LOW 619-0
0.618 602-0
1.000 591-4
1.618 574-4
2.618 547-0
4.250 502-1
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 632-6 637-5
PP 629-5 632-7
S1 626-3 628-0

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

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