CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 576-2 578-0 1-6 0.3% 564-4
High 583-0 580-2 -2-6 -0.5% 583-0
Low 576-2 577-6 1-4 0.3% 555-4
Close 584-4 580-6 -3-6 -0.6% 584-4
Range 6-6 2-4 -4-2 -63.0% 27-4
ATR 13-7 13-3 -0-4 -3.7% 0-0
Volume 39,008 51,661 12,653 32.4% 129,318
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 587-1 586-3 582-1
R3 584-5 583-7 581-4
R2 582-1 582-1 581-2
R1 581-3 581-3 581-0 581-6
PP 579-5 579-5 579-5 579-6
S1 578-7 578-7 580-4 579-2
S2 577-1 577-1 580-2
S3 574-5 576-3 580-0
S4 572-1 573-7 579-3
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 656-7 648-1 599-5
R3 629-3 620-5 592-0
R2 601-7 601-7 589-4
R1 593-1 593-1 587-0 597-4
PP 574-3 574-3 574-3 576-4
S1 565-5 565-5 582-0 570-0
S2 546-7 546-7 579-4
S3 519-3 538-1 577-0
S4 491-7 510-5 569-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 583-0 555-4 27-4 4.7% 6-0 1.0% 92% False False 33,984
10 583-0 534-6 48-2 8.3% 7-3 1.3% 95% False False 33,026
20 625-0 534-6 90-2 15.5% 10-3 1.8% 51% False False 38,820
40 625-0 534-6 90-2 15.5% 10-4 1.8% 51% False False 35,565
60 625-0 479-0 146-0 25.1% 10-1 1.8% 70% False False 32,997
80 625-0 444-4 180-4 31.1% 9-1 1.6% 75% False False 29,251
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 590-7
2.618 586-6
1.618 584-2
1.000 582-6
0.618 581-6
HIGH 580-2
0.618 579-2
0.500 579-0
0.382 578-6
LOW 577-6
0.618 576-2
1.000 575-2
1.618 573-6
2.618 571-2
4.250 567-1
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 580-1 579-1
PP 579-5 577-3
S1 579-0 575-6

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

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