CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 524-0 543-0 19-0 3.6% 507-6
High 524-0 546-4 22-4 4.3% 532-2
Low 524-0 543-0 19-0 3.6% 502-0
Close 524-0 547-2 23-2 4.4% 531-0
Range 0-0 3-4 3-4 30-2
ATR 0-0 14-5 14-5 0-0
Volume 1,334 2,632 1,298 97.3% 9,915
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 556-1 555-1 549-1
R3 552-5 551-5 548-2
R2 549-1 549-1 547-7
R1 548-1 548-1 547-5 548-5
PP 545-5 545-5 545-5 545-6
S1 544-5 544-5 546-7 545-1
S2 542-1 542-1 546-5
S3 538-5 541-1 546-2
S4 535-1 537-5 545-3
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 612-4 602-0 547-5
R3 582-2 571-6 539-3
R2 552-0 552-0 536-4
R1 541-4 541-4 533-6 546-6
PP 521-6 521-6 521-6 524-3
S1 511-2 511-2 528-2 516-4
S2 491-4 491-4 525-4
S3 461-2 481-0 522-5
S4 431-0 450-6 514-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 546-4 524-0 22-4 4.1% 0-6 0.1% 103% True False 1,987
10 546-4 502-0 44-4 8.1% 5-3 1.0% 102% True False 3,169
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 0-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 561-3
2.618 555-5
1.618 552-1
1.000 550-0
0.618 548-5
HIGH 546-4
0.618 545-1
0.500 544-6
0.382 544-3
LOW 543-0
0.618 540-7
1.000 539-4
1.618 537-3
2.618 533-7
4.250 528-1
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 546-3 543-2
PP 545-5 539-2
S1 544-6 535-2

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

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