CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 576-4 582-0 5-4 1.0% 563-4
High 581-0 586-0 5-0 0.9% 577-2
Low 576-4 582-0 5-4 1.0% 562-4
Close 579-4 585-0 5-4 0.9% 578-4
Range 4-4 4-0 -0-4 -11.1% 14-6
ATR 8-3 8-2 -0-1 -1.6% 0-0
Volume 2,145 919 -1,226 -57.2% 10,993
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 596-3 594-5 587-2
R3 592-3 590-5 586-1
R2 588-3 588-3 585-6
R1 586-5 586-5 585-3 587-4
PP 584-3 584-3 584-3 584-6
S1 582-5 582-5 584-5 583-4
S2 580-3 580-3 584-2
S3 576-3 578-5 583-7
S4 572-3 574-5 582-6
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
5 586-0 562-4 23-4 4.0% 4-3 0.7% 96% True False 1,925
10 586-0 547-2 38-6 6.6% 3-4 0.6% 97% True False 2,596
20 586-0 524-0 62-0 10.6% 3-6 0.6% 98% True False 2,796
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 3 trading days
Fibonacci Retracements and Extensions
4.250 603-0
2.618 596-4
1.618 592-4
1.000 590-0
0.618 588-4
HIGH 586-0
0.618 584-4
0.500 584-0
0.382 583-4
LOW 582-0
0.618 579-4
1.000 578-0
1.618 575-4
2.618 571-4
4.250 565-0
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 584-5 583-0
PP 584-3 580-7
S1 584-0 578-7

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

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