CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 566-6 575-2 8-4 1.5% 569-0
High 576-4 575-2 -1-2 -0.2% 570-0
Low 566-6 574-6 8-0 1.4% 557-4
Close 572-6 574-6 2-0 0.3% 557-4
Range 9-6 0-4 -9-2 -94.9% 12-4
ATR 8-7 8-3 -0-4 -5.1% 0-0
Volume 1,435 2,067 632 44.0% 7,921
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 576-3 576-1 575-0
R3 575-7 575-5 574-7
R2 575-3 575-3 574-7
R1 575-1 575-1 574-6 575-0
PP 574-7 574-7 574-7 574-7
S1 574-5 574-5 574-6 574-4
S2 574-3 574-3 574-5
S3 573-7 574-1 574-5
S4 573-3 573-5 574-4
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 599-1 590-7 564-3
R3 586-5 578-3 561-0
R2 574-1 574-1 559-6
R1 565-7 565-7 558-5 563-6
PP 561-5 561-5 561-5 560-5
S1 553-3 553-3 556-3 551-2
S2 549-1 549-1 555-2
S3 536-5 540-7 554-0
S4 524-1 528-3 550-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 576-4 557-4 19-0 3.3% 5-6 1.0% 91% False False 1,574
10 607-6 557-4 50-2 8.7% 6-1 1.1% 34% False False 1,983
20 636-2 557-4 78-6 13.7% 4-5 0.8% 22% False False 2,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 577-3
2.618 576-4
1.618 576-0
1.000 575-6
0.618 575-4
HIGH 575-2
0.618 575-0
0.500 575-0
0.382 575-0
LOW 574-6
0.618 574-4
1.000 574-2
1.618 574-0
2.618 573-4
4.250 572-5
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 575-0 573-2
PP 574-7 571-6
S1 574-7 570-2

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

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