CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 680-4 682-0 1-4 0.2% 685-4
High 687-4 690-6 3-2 0.5% 722-4
Low 672-0 677-0 5-0 0.7% 671-0
Close 678-6 689-6 11-0 1.6% 690-0
Range 15-4 13-6 -1-6 -11.3% 51-4
ATR 20-3 20-0 -0-4 -2.3% 0-0
Volume 42,844 52,851 10,007 23.4% 244,414
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 727-1 722-1 697-2
R3 713-3 708-3 693-4
R2 699-5 699-5 692-2
R1 694-5 694-5 691-0 697-1
PP 685-7 685-7 685-7 687-0
S1 680-7 680-7 688-4 683-3
S2 672-1 672-1 687-2
S3 658-3 667-1 686-0
S4 644-5 653-3 682-2
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 849-0 821-0 718-3
R3 797-4 769-4 704-1
R2 746-0 746-0 699-4
R1 718-0 718-0 694-6 732-0
PP 694-4 694-4 694-4 701-4
S1 666-4 666-4 685-2 680-4
S2 643-0 643-0 680-4
S3 591-4 615-0 675-7
S4 540-0 563-4 661-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 703-0 671-0 32-0 4.6% 15-6 2.3% 59% False False 42,275
10 722-4 671-0 51-4 7.5% 16-5 2.4% 36% False False 55,129
20 722-4 603-0 119-4 17.3% 15-5 2.3% 73% False False 70,389
40 764-0 603-0 161-0 23.3% 16-1 2.3% 54% False False 71,775
60 764-0 603-0 161-0 23.3% 15-5 2.3% 54% False False 58,850
80 764-0 603-0 161-0 23.3% 14-7 2.2% 54% False False 49,916
100 764-0 583-4 180-4 26.2% 14-4 2.1% 59% False False 43,065
120 764-0 583-4 180-4 26.2% 13-3 1.9% 59% False False 36,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 749-2
2.618 726-6
1.618 713-0
1.000 704-4
0.618 699-2
HIGH 690-6
0.618 685-4
0.500 683-7
0.382 682-2
LOW 677-0
0.618 668-4
1.000 663-2
1.618 654-6
2.618 641-0
4.250 618-4
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 687-6 687-0
PP 685-7 684-2
S1 683-7 681-4

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

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