CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 730-0 736-0 6-0 0.8% 710-4
High 736-4 736-0 -0-4 -0.1% 718-6
Low 729-0 725-4 -3-4 -0.5% 695-0
Close 731-6 732-2 0-4 0.1% 711-0
Range 7-4 10-4 3-0 40.0% 23-6
ATR 15-0 14-6 -0-3 -2.1% 0-0
Volume 52,826 65,215 12,389 23.5% 267,900
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 762-6 758-0 738-0
R3 752-2 747-4 735-1
R2 741-6 741-6 734-1
R1 737-0 737-0 733-2 734-1
PP 731-2 731-2 731-2 729-6
S1 726-4 726-4 731-2 723-5
S2 720-6 720-6 730-3
S3 710-2 716-0 729-3
S4 699-6 705-4 726-4
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 779-4 769-0 724-0
R3 755-6 745-2 717-4
R2 732-0 732-0 715-3
R1 721-4 721-4 713-1 726-6
PP 708-2 708-2 708-2 710-7
S1 697-6 697-6 708-7 703-0
S2 684-4 684-4 706-5
S3 660-6 674-0 704-4
S4 637-0 650-2 698-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 736-4 705-4 31-0 4.2% 8-2 1.1% 86% False False 54,015
10 736-4 695-0 41-4 5.7% 8-4 1.2% 90% False False 58,350
20 736-4 662-4 74-0 10.1% 10-5 1.5% 94% False False 64,159
40 736-4 603-0 133-4 18.2% 12-5 1.7% 97% False False 64,020
60 764-0 603-0 161-0 22.0% 14-2 1.9% 80% False False 70,628
80 764-0 603-0 161-0 22.0% 14-3 2.0% 80% False False 61,399
100 764-0 603-0 161-0 22.0% 14-1 1.9% 80% False False 53,797
120 764-0 583-4 180-4 24.7% 14-0 1.9% 82% False False 47,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 780-5
2.618 763-4
1.618 753-0
1.000 746-4
0.618 742-4
HIGH 736-0
0.618 732-0
0.500 730-6
0.382 729-4
LOW 725-4
0.618 719-0
1.000 715-0
1.618 708-4
2.618 698-0
4.250 680-7
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 731-6 730-7
PP 731-2 729-5
S1 730-6 728-2

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

View Archives - Comment on this page... - Back to Index of Symbols