CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 563-4 563-6 0-2 0.0% 555-0
High 563-4 567-0 3-4 0.6% 560-4
Low 563-4 562-4 -1-0 -0.2% 547-2
Close 563-4 568-2 4-6 0.8% 561-6
Range 0-0 4-4 4-4 13-2
ATR 9-5 9-2 -0-3 -3.8% 0-0
Volume 4,429 1,498 -2,931 -66.2% 15,445
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 579-3 578-3 570-6
R3 574-7 573-7 569-4
R2 570-3 570-3 569-1
R1 569-3 569-3 568-5 569-7
PP 565-7 565-7 565-7 566-2
S1 564-7 564-7 567-7 565-3
S2 561-3 561-3 567-3
S3 556-7 560-3 567-0
S4 552-3 555-7 565-6
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 596-2 592-2 569-0
R3 583-0 579-0 565-3
R2 569-6 569-6 564-1
R1 565-6 565-6 563-0 567-6
PP 556-4 556-4 556-4 557-4
S1 552-4 552-4 560-4 554-4
S2 543-2 543-2 559-3
S3 530-0 539-2 558-1
S4 516-6 526-0 554-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 567-0 547-2 19-6 3.5% 3-3 0.6% 106% True False 2,895
10 567-0 541-2 25-6 4.5% 2-7 0.5% 105% True False 3,196
20 567-0 502-0 65-0 11.4% 4-0 0.7% 102% True False 2,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 586-1
2.618 578-6
1.618 574-2
1.000 571-4
0.618 569-6
HIGH 567-0
0.618 565-2
0.500 564-6
0.382 564-2
LOW 562-4
0.618 559-6
1.000 558-0
1.618 555-2
2.618 550-6
4.250 543-3
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 567-1 566-5
PP 565-7 565-1
S1 564-6 563-4

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

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