CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 549-4 555-0 5-4 1.0% 540-6
High 549-4 560-0 10-4 1.9% 549-4
Low 549-4 555-0 5-4 1.0% 533-2
Close 549-2 559-4 10-2 1.9% 549-2
Range 0-0 5-0 5-0 16-2
ATR 11-5 11-4 0-0 -0.5% 0-0
Volume 3,675 3,537 -138 -3.8% 17,043
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 573-1 571-3 562-2
R3 568-1 566-3 560-7
R2 563-1 563-1 560-3
R1 561-3 561-3 560-0 562-2
PP 558-1 558-1 558-1 558-5
S1 556-3 556-3 559-0 557-2
S2 553-1 553-1 558-5
S3 548-1 551-3 558-1
S4 543-1 546-3 556-6
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 592-6 587-2 558-2
R3 576-4 571-0 553-6
R2 560-2 560-2 552-2
R1 554-6 554-6 550-6 557-4
PP 544-0 544-0 544-0 545-3
S1 538-4 538-4 547-6 541-2
S2 527-6 527-6 546-2
S3 511-4 522-2 544-6
S4 495-2 506-0 540-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 560-0 533-2 26-6 4.8% 5-3 1.0% 98% True False 3,377
10 560-0 524-0 36-0 6.4% 4-1 0.7% 99% True False 2,996
20 560-0 502-0 58-0 10.4% 5-6 1.0% 99% True False 3,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 581-2
2.618 573-1
1.618 568-1
1.000 565-0
0.618 563-1
HIGH 560-0
0.618 558-1
0.500 557-4
0.382 556-7
LOW 555-0
0.618 551-7
1.000 550-0
1.618 546-7
2.618 541-7
4.250 533-6
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 558-7 557-3
PP 558-1 555-3
S1 557-4 553-2

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

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