CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 674-0 669-2 -4-6 -0.7% 667-4
High 677-0 686-0 9-0 1.3% 703-0
Low 663-4 667-4 4-0 0.6% 663-4
Close 673-0 685-4 12-4 1.9% 685-4
Range 13-4 18-4 5-0 37.0% 39-4
ATR 20-2 20-1 -0-1 -0.6% 0-0
Volume 140,384 144,427 4,043 2.9% 756,760
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 735-1 728-7 695-5
R3 716-5 710-3 690-5
R2 698-1 698-1 688-7
R1 691-7 691-7 687-2 695-0
PP 679-5 679-5 679-5 681-2
S1 673-3 673-3 683-6 676-4
S2 661-1 661-1 682-1
S3 642-5 654-7 680-3
S4 624-1 636-3 675-3
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 802-4 783-4 707-2
R3 763-0 744-0 696-3
R2 723-4 723-4 692-6
R1 704-4 704-4 689-1 714-0
PP 684-0 684-0 684-0 688-6
S1 665-0 665-0 681-7 674-4
S2 644-4 644-4 678-2
S3 605-0 625-4 674-5
S4 565-4 586-0 663-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 703-0 663-4 39-4 5.8% 15-4 2.3% 56% False False 151,352
10 703-0 625-0 78-0 11.4% 16-4 2.4% 78% False False 154,788
20 703-0 576-0 127-0 18.5% 16-3 2.4% 86% False False 149,884
40 720-4 576-0 144-4 21.1% 15-3 2.2% 76% False False 119,965
60 720-4 576-0 144-4 21.1% 15-5 2.3% 76% False False 104,066
80 720-4 576-0 144-4 21.1% 14-4 2.1% 76% False False 92,654
100 720-4 548-0 172-4 25.2% 14-1 2.1% 80% False False 83,302
120 720-4 548-0 172-4 25.2% 13-4 2.0% 80% False False 75,139
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 2-1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 764-5
2.618 734-3
1.618 715-7
1.000 704-4
0.618 697-3
HIGH 686-0
0.618 678-7
0.500 676-6
0.382 674-5
LOW 667-4
0.618 656-1
1.000 649-0
1.618 637-5
2.618 619-1
4.250 588-7
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 682-5 683-0
PP 679-5 680-4
S1 676-6 678-0

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

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