CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 557-0 555-4 -1-4 -0.3% 540-6
High 557-0 559-0 2-0 0.4% 549-4
Low 556-0 547-2 -8-6 -1.6% 533-2
Close 554-4 548-4 -6-0 -1.1% 549-2
Range 1-0 11-6 10-6 1,075.0% 16-2
ATR 11-0 11-0 0-0 0.5% 0-0
Volume 3,358 2,442 -916 -27.3% 17,043
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 586-7 579-3 555-0
R3 575-1 567-5 551-6
R2 563-3 563-3 550-5
R1 555-7 555-7 549-5 553-6
PP 551-5 551-5 551-5 550-4
S1 544-1 544-1 547-3 542-0
S2 539-7 539-7 546-3
S3 528-1 532-3 545-2
S4 516-3 520-5 542-0
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
5 560-0 546-4 13-4 2.5% 4-0 0.7% 15% False False 3,196
10 560-0 533-2 26-6 4.9% 5-0 0.9% 57% False False 3,179
20 560-0 502-0 58-0 10.6% 5-2 0.9% 80% False False 3,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 609-0
2.618 589-6
1.618 578-0
1.000 570-6
0.618 566-2
HIGH 559-0
0.618 554-4
0.500 553-1
0.382 551-6
LOW 547-2
0.618 540-0
1.000 535-4
1.618 528-2
2.618 516-4
4.250 497-2
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 553-1 553-5
PP 551-5 551-7
S1 550-0 550-2

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

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