CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 750-4 751-6 1-2 0.2% 737-0
High 750-4 756-6 6-2 0.8% 748-4
Low 746-0 751-6 5-6 0.8% 729-0
Close 750-4 758-0 7-4 1.0% 742-0
Range 4-4 5-0 0-4 11.1% 19-4
ATR 11-5 11-2 -0-3 -3.3% 0-0
Volume 2,305 5,049 2,744 119.0% 18,820
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 770-4 769-2 760-6
R3 765-4 764-2 759-3
R2 760-4 760-4 758-7
R1 759-2 759-2 758-4 759-7
PP 755-4 755-4 755-4 755-6
S1 754-2 754-2 757-4 754-7
S2 750-4 750-4 757-1
S3 745-4 749-2 756-5
S4 740-4 744-2 755-2
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 798-3 789-5 752-6
R3 778-7 770-1 747-3
R2 759-3 759-3 745-5
R1 750-5 750-5 743-6 755-0
PP 739-7 739-7 739-7 742-0
S1 731-1 731-1 740-2 735-4
S2 720-3 720-3 738-3
S3 700-7 711-5 736-5
S4 681-3 692-1 731-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 756-6 729-0 27-6 3.7% 3-6 0.5% 105% True False 3,765
10 756-6 707-4 49-2 6.5% 3-0 0.4% 103% True False 4,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 778-0
2.618 769-7
1.618 764-7
1.000 761-6
0.618 759-7
HIGH 756-6
0.618 754-7
0.500 754-2
0.382 753-5
LOW 751-6
0.618 748-5
1.000 746-6
1.618 743-5
2.618 738-5
4.250 730-4
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 756-6 755-1
PP 755-4 752-2
S1 754-2 749-3

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

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