CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 571-6 576-4 4-6 0.8% 563-4
High 577-2 581-0 3-6 0.6% 577-2
Low 571-6 576-4 4-6 0.8% 562-4
Close 578-4 579-4 1-0 0.2% 578-4
Range 5-4 4-4 -1-0 -18.2% 14-6
ATR 8-5 8-3 -0-2 -3.4% 0-0
Volume 3,004 2,145 -859 -28.6% 10,993
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 592-4 590-4 582-0
R3 588-0 586-0 580-6
R2 583-4 583-4 580-3
R1 581-4 581-4 579-7 582-4
PP 579-0 579-0 579-0 579-4
S1 577-0 577-0 579-1 578-0
S2 574-4 574-4 578-5
S3 570-0 572-4 578-2
S4 565-4 568-0 577-0
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 617-0 612-4 586-5
R3 602-2 597-6 582-4
R2 587-4 587-4 581-2
R1 583-0 583-0 579-7 585-2
PP 572-6 572-6 572-6 573-7
S1 568-2 568-2 577-1 570-4
S2 558-0 558-0 575-6
S3 543-2 553-4 574-4
S4 528-4 538-6 570-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 581-0 562-4 18-4 3.2% 3-4 0.6% 92% True False 2,627
10 581-0 547-2 33-6 5.8% 3-5 0.6% 96% True False 2,858
20 581-0 524-0 57-0 9.8% 3-5 0.6% 97% True False 2,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 600-1
2.618 592-6
1.618 588-2
1.000 585-4
0.618 583-6
HIGH 581-0
0.618 579-2
0.500 578-6
0.382 578-2
LOW 576-4
0.618 573-6
1.000 572-0
1.618 569-2
2.618 564-6
4.250 557-3
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 579-2 578-1
PP 579-0 576-6
S1 578-6 575-3

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

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