CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 710-4 702-4 -8-0 -1.1% 675-0
High 711-0 714-4 3-4 0.5% 708-0
Low 703-0 701-4 -1-4 -0.2% 670-4
Close 707-2 714-0 6-6 1.0% 701-6
Range 8-0 13-0 5-0 62.5% 37-4
ATR 17-4 17-1 -0-3 -1.8% 0-0
Volume 53,319 62,716 9,397 17.6% 450,814
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 749-0 744-4 721-1
R3 736-0 731-4 717-5
R2 723-0 723-0 716-3
R1 718-4 718-4 715-2 720-6
PP 710-0 710-0 710-0 711-1
S1 705-4 705-4 712-6 707-6
S2 697-0 697-0 711-5
S3 684-0 692-4 710-3
S4 671-0 679-4 706-7
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 805-7 791-3 722-3
R3 768-3 753-7 712-0
R2 730-7 730-7 708-5
R1 716-3 716-3 705-2 723-5
PP 693-3 693-3 693-3 697-0
S1 678-7 678-7 698-2 686-1
S2 655-7 655-7 694-7
S3 618-3 641-3 691-4
S4 580-7 603-7 681-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714-4 677-0 37-4 5.3% 9-1 1.3% 99% True False 76,641
10 714-4 670-4 44-0 6.2% 10-3 1.5% 99% True False 65,537
20 714-4 662-4 52-0 7.3% 13-0 1.8% 99% True False 63,163
40 722-4 603-0 119-4 16.7% 15-1 2.1% 93% False False 71,981
60 764-0 603-0 161-0 22.5% 14-7 2.1% 69% False False 68,162
80 764-0 603-0 161-0 22.5% 15-0 2.1% 69% False False 58,491
100 764-0 603-0 161-0 22.5% 14-5 2.0% 69% False False 51,036
120 764-0 583-4 180-4 25.3% 14-0 2.0% 72% False False 44,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 769-6
2.618 748-4
1.618 735-4
1.000 727-4
0.618 722-4
HIGH 714-4
0.618 709-4
0.500 708-0
0.382 706-4
LOW 701-4
0.618 693-4
1.000 688-4
1.618 680-4
2.618 667-4
4.250 646-2
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 712-0 711-3
PP 710-0 708-7
S1 708-0 706-2

Download as Excel Spreadsheet

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

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