CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 751-6 757-4 5-6 0.8% 737-0
High 756-6 765-0 8-2 1.1% 748-4
Low 751-6 755-4 3-6 0.5% 729-0
Close 758-0 757-2 -0-6 -0.1% 742-0
Range 5-0 9-4 4-4 90.0% 19-4
ATR 11-2 11-1 -0-1 -1.1% 0-0
Volume 5,049 8,445 3,396 67.3% 18,820
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 787-6 782-0 762-4
R3 778-2 772-4 759-7
R2 768-6 768-6 759-0
R1 763-0 763-0 758-1 761-1
PP 759-2 759-2 759-2 758-2
S1 753-4 753-4 756-3 751-5
S2 749-6 749-6 755-4
S3 740-2 744-0 754-5
S4 730-6 734-4 752-0
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
5 765-0 729-0 36-0 4.8% 4-4 0.6% 78% True False 4,469
10 765-0 729-0 36-0 4.8% 3-5 0.5% 78% True False 5,036
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 0-2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 805-3
2.618 789-7
1.618 780-3
1.000 774-4
0.618 770-7
HIGH 765-0
0.618 761-3
0.500 760-2
0.382 759-1
LOW 755-4
0.618 749-5
1.000 746-0
1.618 740-1
2.618 730-5
4.250 715-1
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 760-2 756-5
PP 759-2 756-1
S1 758-2 755-4

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

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