CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 569-0 568-0 -1-0 -0.2% 601-4
High 569-0 570-0 1-0 0.2% 608-4
Low 569-0 568-0 -1-0 -0.2% 577-0
Close 569-0 569-6 0-6 0.1% 583-0
Range 0-0 2-0 2-0 31-4
ATR 9-0 8-4 -0-4 -5.6% 0-0
Volume 1,675 2,919 1,244 74.3% 11,446
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 575-2 574-4 570-7
R3 573-2 572-4 570-2
R2 571-2 571-2 570-1
R1 570-4 570-4 569-7 570-7
PP 569-2 569-2 569-2 569-4
S1 568-4 568-4 569-5 568-7
S2 567-2 567-2 569-3
S3 565-2 566-4 569-2
S4 563-2 564-4 568-5
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
5 607-6 568-0 39-6 7.0% 6-3 1.1% 4% False True 2,391
10 626-0 568-0 58-0 10.2% 4-7 0.9% 3% False True 2,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578-4
2.618 575-2
1.618 573-2
1.000 572-0
0.618 571-2
HIGH 570-0
0.618 569-2
0.500 569-0
0.382 568-6
LOW 568-0
0.618 566-6
1.000 566-0
1.618 564-6
2.618 562-6
4.250 559-4
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 569-4 577-2
PP 569-2 574-6
S1 569-0 572-2

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

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