CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 758-2 788-4 30-2 4.0% 750-4
High 780-0 789-0 9-0 1.2% 780-0
Low 758-2 783-0 24-6 3.3% 746-0
Close 782-0 785-6 3-6 0.5% 782-0
Range 21-6 6-0 -15-6 -72.4% 34-0
ATR 11-6 11-3 -0-3 -2.9% 0-0
Volume 5,790 7,763 1,973 34.1% 26,203
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 803-7 800-7 789-0
R3 797-7 794-7 787-3
R2 791-7 791-7 786-7
R1 788-7 788-7 786-2 787-3
PP 785-7 785-7 785-7 785-2
S1 782-7 782-7 785-2 781-3
S2 779-7 779-7 784-5
S3 773-7 776-7 784-1
S4 767-7 770-7 782-4
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 871-3 860-5 800-6
R3 837-3 826-5 791-3
R2 803-3 803-3 788-2
R1 792-5 792-5 785-1 798-0
PP 769-3 769-3 769-3 772-0
S1 758-5 758-5 778-7 764-0
S2 735-3 735-3 775-6
S3 701-3 724-5 772-5
S4 667-3 690-5 763-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 789-0 751-2 37-6 4.8% 10-2 1.3% 91% True False 6,332
10 789-0 729-0 60-0 7.6% 6-5 0.8% 95% True False 4,780
20 789-0 703-0 86-0 10.9% 6-4 0.8% 96% True False 5,400
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 814-4
2.618 804-6
1.618 798-6
1.000 795-0
0.618 792-6
HIGH 789-0
0.618 786-6
0.500 786-0
0.382 785-2
LOW 783-0
0.618 779-2
1.000 777-0
1.618 773-2
2.618 767-2
4.250 757-4
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 786-0 780-4
PP 785-7 775-3
S1 785-7 770-1

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

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