CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 586-4 569-0 -17-4 -3.0% 601-4
High 586-4 569-0 -17-4 -3.0% 608-4
Low 577-0 569-0 -8-0 -1.4% 577-0
Close 583-0 569-0 -14-0 -2.4% 583-0
Range 9-4 0-0 -9-4 -100.0% 31-4
ATR 8-5 9-0 0-3 4.4% 0-0
Volume 2,936 1,675 -1,261 -42.9% 11,446
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 569-0 569-0 569-0
R3 569-0 569-0 569-0
R2 569-0 569-0 569-0
R1 569-0 569-0 569-0 569-0
PP 569-0 569-0 569-0 569-0
S1 569-0 569-0 569-0 569-0
S2 569-0 569-0 569-0
S3 569-0 569-0 569-0
S4 569-0 569-0 569-0
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 684-0 665-0 600-3
R3 652-4 633-4 591-5
R2 621-0 621-0 588-6
R1 602-0 602-0 585-7 595-6
PP 589-4 589-4 589-4 586-3
S1 570-4 570-4 580-1 564-2
S2 558-0 558-0 577-2
S3 526-4 539-0 574-3
S4 495-0 507-4 565-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 608-4 569-0 39-4 6.9% 6-0 1.1% 0% False True 2,191
10 636-2 569-0 67-2 11.8% 4-6 0.8% 0% False True 2,181
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 0-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 569-0
2.618 569-0
1.618 569-0
1.000 569-0
0.618 569-0
HIGH 569-0
0.618 569-0
0.500 569-0
0.382 569-0
LOW 569-0
0.618 569-0
1.000 569-0
1.618 569-0
2.618 569-0
4.250 569-0
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 569-0 584-6
PP 569-0 579-4
S1 569-0 574-2

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

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