CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 600-4 582-4 -18-0 -3.0% 600-6
High 602-0 597-0 -5-0 -0.8% 615-2
Low 589-4 580-4 -9-0 -1.5% 594-0
Close 591-0 596-4 5-4 0.9% 595-2
Range 12-4 16-4 4-0 32.0% 21-2
ATR 13-4 13-6 0-2 1.6% 0-0
Volume 126,609 170,899 44,290 35.0% 785,552
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 640-7 635-1 605-5
R3 624-3 618-5 601-0
R2 607-7 607-7 599-4
R1 602-1 602-1 598-0 605-0
PP 591-3 591-3 591-3 592-6
S1 585-5 585-5 595-0 588-4
S2 574-7 574-7 593-4
S3 558-3 569-1 592-0
S4 541-7 552-5 587-3
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 665-2 651-4 607-0
R3 644-0 630-2 601-1
R2 622-6 622-6 599-1
R1 609-0 609-0 597-2 605-2
PP 601-4 601-4 601-4 599-5
S1 587-6 587-6 593-2 584-0
S2 580-2 580-2 591-3
S3 559-0 566-4 589-3
S4 537-6 545-2 583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-2 580-4 34-6 5.8% 13-3 2.2% 46% False True 160,633
10 615-2 580-4 34-6 5.8% 11-4 1.9% 46% False True 147,971
20 674-0 580-4 93-4 15.7% 12-0 2.0% 17% False True 138,621
40 674-0 580-4 93-4 15.7% 12-4 2.1% 17% False True 96,364
60 754-0 580-4 173-4 29.1% 12-6 2.1% 9% False True 77,081
80 788-0 580-4 207-4 34.8% 12-4 2.1% 8% False True 64,142
100 788-0 580-4 207-4 34.8% 12-1 2.0% 8% False True 55,431
120 788-0 580-4 207-4 34.8% 12-3 2.1% 8% False True 48,759
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 1-7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 667-1
2.618 640-2
1.618 623-6
1.000 613-4
0.618 607-2
HIGH 597-0
0.618 590-6
0.500 588-6
0.382 586-6
LOW 580-4
0.618 570-2
1.000 564-0
1.618 553-6
2.618 537-2
4.250 510-3
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 593-7 595-2
PP 591-3 594-0
S1 588-6 592-6

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

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