CME Pit-Traded Corn Future July 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 610-4 610-2 -0-2 0.0% 617-0
High 610-4 621-0 10-4 1.7% 617-2
Low 606-6 610-2 3-4 0.6% 598-4
Close 609-0 615-6 6-6 1.1% 599-2
Range 3-6 10-6 7-0 186.7% 18-6
ATR 11-6 11-6 0-0 0.1% 0-0
Volume 13,176 27,184 14,008 106.3% 96,044
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 647-7 642-5 621-5
R3 637-1 631-7 618-6
R2 626-3 626-3 617-6
R1 621-1 621-1 616-6 623-6
PP 615-5 615-5 615-5 617-0
S1 610-3 610-3 614-6 613-0
S2 604-7 604-7 613-6
S3 594-1 599-5 612-6
S4 583-3 588-7 609-7
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 661-2 649-0 609-4
R3 642-4 630-2 604-3
R2 623-6 623-6 602-6
R1 611-4 611-4 601-0 608-2
PP 605-0 605-0 605-0 603-3
S1 592-6 592-6 597-4 589-4
S2 586-2 586-2 595-6
S3 567-4 574-0 594-1
S4 548-6 555-2 589-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-0 598-4 22-4 3.7% 7-0 1.1% 77% True False 21,994
10 661-6 598-4 63-2 10.3% 7-7 1.3% 27% False False 22,765
20 683-0 598-4 84-4 13.7% 8-7 1.4% 20% False False 22,729
40 683-0 598-4 84-4 13.7% 9-1 1.5% 20% False False 21,070
60 780-0 598-4 181-4 29.5% 9-2 1.5% 10% False False 18,717
80 794-4 598-4 196-0 31.8% 8-7 1.4% 9% False False 16,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 666-6
2.618 649-1
1.618 638-3
1.000 631-6
0.618 627-5
HIGH 621-0
0.618 616-7
0.500 615-5
0.382 614-3
LOW 610-2
0.618 603-5
1.000 599-4
1.618 592-7
2.618 582-1
4.250 564-4
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 615-6 613-6
PP 615-5 611-6
S1 615-5 609-6

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

View Archives - Comment on this page... - Back to Index of Symbols