CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 736-0 731-4 -4-4 -0.6% 720-0
High 736-0 755-4 19-4 2.6% 755-4
Low 725-4 731-4 6-0 0.8% 716-2
Close 732-2 752-4 20-2 2.8% 752-4
Range 10-4 24-0 13-4 128.6% 39-2
ATR 14-6 15-3 0-5 4.5% 0-0
Volume 65,215 102,950 37,735 57.9% 331,820
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 818-4 809-4 765-6
R3 794-4 785-4 759-1
R2 770-4 770-4 756-7
R1 761-4 761-4 754-6 766-0
PP 746-4 746-4 746-4 748-6
S1 737-4 737-4 750-2 742-0
S2 722-4 722-4 748-1
S3 698-4 713-4 745-7
S4 674-4 689-4 739-2
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 859-1 845-1 774-1
R3 819-7 805-7 763-2
R2 780-5 780-5 759-6
R1 766-5 766-5 756-1 773-5
PP 741-3 741-3 741-3 745-0
S1 727-3 727-3 748-7 734-3
S2 702-1 702-1 745-2
S3 662-7 688-1 741-6
S4 623-5 648-7 730-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755-4 716-2 39-2 5.2% 11-6 1.6% 92% True False 66,364
10 755-4 695-0 60-4 8.0% 10-1 1.3% 95% True False 59,972
20 755-4 670-4 85-0 11.3% 11-3 1.5% 96% True False 65,475
40 755-4 603-0 152-4 20.3% 13-2 1.8% 98% True False 64,509
60 764-0 603-0 161-0 21.4% 14-3 1.9% 93% False False 71,684
80 764-0 603-0 161-0 21.4% 14-4 1.9% 93% False False 62,388
100 764-0 603-0 161-0 21.4% 14-2 1.9% 93% False False 54,570
120 764-0 583-4 180-4 24.0% 14-1 1.9% 94% False False 48,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 857-4
2.618 818-3
1.618 794-3
1.000 779-4
0.618 770-3
HIGH 755-4
0.618 746-3
0.500 743-4
0.382 740-5
LOW 731-4
0.618 716-5
1.000 707-4
1.618 692-5
2.618 668-5
4.250 629-4
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 749-4 748-4
PP 746-4 744-4
S1 743-4 740-4

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

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