CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 569-6 571-6 2-0 0.4% 555-0
High 573-0 577-2 4-2 0.7% 560-4
Low 569-6 571-6 2-0 0.4% 547-2
Close 573-2 578-4 5-2 0.9% 561-6
Range 3-2 5-4 2-2 69.2% 13-2
ATR 8-7 8-5 -0-2 -2.7% 0-0
Volume 2,062 3,004 942 45.7% 15,445
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 592-3 590-7 581-4
R3 586-7 585-3 580-0
R2 581-3 581-3 579-4
R1 579-7 579-7 579-0 580-5
PP 575-7 575-7 575-7 576-2
S1 574-3 574-3 578-0 575-1
S2 570-3 570-3 577-4
S3 564-7 568-7 577-0
S4 559-3 563-3 575-4
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
5 577-2 560-0 17-2 3.0% 2-6 0.5% 107% True False 2,721
10 577-2 547-2 30-0 5.2% 3-1 0.5% 104% True False 3,011
20 577-2 524-0 53-2 9.2% 3-3 0.6% 102% True False 2,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 600-5
2.618 591-5
1.618 586-1
1.000 582-6
0.618 580-5
HIGH 577-2
0.618 575-1
0.500 574-4
0.382 573-7
LOW 571-6
0.618 568-3
1.000 566-2
1.618 562-7
2.618 557-3
4.250 548-3
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 577-1 575-5
PP 575-7 572-6
S1 574-4 569-7

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

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