CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 555-0 557-0 2-0 0.4% 540-6
High 560-0 557-0 -3-0 -0.5% 549-4
Low 555-0 556-0 1-0 0.2% 533-2
Close 559-4 554-4 -5-0 -0.9% 549-2
Range 5-0 1-0 -4-0 -80.0% 16-2
ATR 11-4 11-0 -0-5 -5.0% 0-0
Volume 3,537 3,358 -179 -5.1% 17,043
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 558-7 557-5 555-0
R3 557-7 556-5 554-6
R2 556-7 556-7 554-5
R1 555-5 555-5 554-5 555-6
PP 555-7 555-7 555-7 555-7
S1 554-5 554-5 554-3 554-6
S2 554-7 554-7 554-3
S3 553-7 553-5 554-2
S4 552-7 552-5 554-0
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
5 560-0 541-2 18-6 3.4% 2-3 0.4% 71% False False 3,497
10 560-0 533-2 26-6 4.8% 4-2 0.8% 79% False False 3,198
20 560-0 502-0 58-0 10.5% 5-1 0.9% 91% False False 3,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 561-2
2.618 559-5
1.618 558-5
1.000 558-0
0.618 557-5
HIGH 557-0
0.618 556-5
0.500 556-4
0.382 556-3
LOW 556-0
0.618 555-3
1.000 555-0
1.618 554-3
2.618 553-3
4.250 551-6
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 556-4 554-6
PP 555-7 554-5
S1 555-1 554-5

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

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