CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 761-0 751-0 -10-0 -1.3% 720-0
High 761-0 765-0 4-0 0.5% 755-4
Low 754-0 749-0 -5-0 -0.7% 716-2
Close 756-2 763-4 7-2 1.0% 752-4
Range 7-0 16-0 9-0 128.6% 39-2
ATR 14-7 15-0 0-1 0.5% 0-0
Volume 70,090 94,560 24,470 34.9% 331,820
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 807-1 801-3 772-2
R3 791-1 785-3 767-7
R2 775-1 775-1 766-3
R1 769-3 769-3 765-0 772-2
PP 759-1 759-1 759-1 760-5
S1 753-3 753-3 762-0 756-2
S2 743-1 743-1 760-5
S3 727-1 737-3 759-1
S4 711-1 721-3 754-6
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
5 765-0 725-4 39-4 5.2% 13-0 1.7% 96% True False 77,128
10 765-0 695-0 70-0 9.2% 10-3 1.4% 98% True False 64,833
20 765-0 670-4 94-4 12.4% 10-3 1.4% 98% True False 65,185
40 765-0 618-2 146-6 19.2% 13-0 1.7% 99% True False 63,716
60 765-0 603-0 162-0 21.2% 14-4 1.9% 99% True False 73,127
80 765-0 603-0 162-0 21.2% 14-2 1.9% 99% True False 63,809
100 765-0 603-0 162-0 21.2% 14-3 1.9% 99% True False 55,799
120 765-0 583-4 181-4 23.8% 14-1 1.9% 99% True False 49,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 833-0
2.618 806-7
1.618 790-7
1.000 781-0
0.618 774-7
HIGH 765-0
0.618 758-7
0.500 757-0
0.382 755-1
LOW 749-0
0.618 739-1
1.000 733-0
1.618 723-1
2.618 707-1
4.250 681-0
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 761-3 758-3
PP 759-1 753-3
S1 757-0 748-2

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

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