CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 540-6 537-6 -3-0 -0.6% 534-0
High 540-6 549-2 8-4 1.6% 551-0
Low 540-6 533-2 -7-4 -1.4% 524-0
Close 542-2 537-6 -4-4 -0.8% 548-2
Range 0-0 16-0 16-0 27-0
ATR 13-4 13-5 0-1 1.4% 0-0
Volume 3,694 2,758 -936 -25.3% 10,398
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 588-1 578-7 546-4
R3 572-1 562-7 542-1
R2 556-1 556-1 540-5
R1 546-7 546-7 539-2 545-6
PP 540-1 540-1 540-1 539-4
S1 530-7 530-7 536-2 529-6
S2 524-1 524-1 534-7
S3 508-1 514-7 533-3
S4 492-1 498-7 529-0
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 622-1 612-1 563-1
R3 595-1 585-1 555-5
R2 568-1 568-1 553-2
R1 558-1 558-1 550-6 563-1
PP 541-1 541-1 541-1 543-4
S1 531-1 531-1 545-6 536-1
S2 514-1 514-1 543-2
S3 487-1 504-1 540-7
S4 460-1 477-1 533-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551-0 533-2 17-6 3.3% 6-0 1.1% 25% False True 2,900
10 551-0 502-0 49-0 9.1% 5-0 0.9% 73% False False 2,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 617-2
2.618 591-1
1.618 575-1
1.000 565-2
0.618 559-1
HIGH 549-2
0.618 543-1
0.500 541-2
0.382 539-3
LOW 533-2
0.618 523-3
1.000 517-2
1.618 507-3
2.618 491-3
4.250 465-2
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 541-2 542-1
PP 540-1 540-5
S1 538-7 539-2

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

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