CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 734-2 737-0 2-6 0.4% 722-0
High 736-0 744-0 8-0 1.1% 733-0
Low 729-4 734-2 4-6 0.7% 709-6
Close 734-4 743-4 9-0 1.2% 725-2
Range 6-4 9-6 3-2 50.0% 23-2
ATR 16-3 15-7 -0-4 -2.9% 0-0
Volume 127,915 123,198 -4,717 -3.7% 736,399
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 769-7 766-3 748-7
R3 760-1 756-5 746-1
R2 750-3 750-3 745-2
R1 746-7 746-7 744-3 748-5
PP 740-5 740-5 740-5 741-4
S1 737-1 737-1 742-5 738-7
S2 730-7 730-7 741-6
S3 721-1 727-3 740-7
S4 711-3 717-5 738-1
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 792-3 782-1 738-0
R3 769-1 758-7 731-5
R2 745-7 745-7 729-4
R1 735-5 735-5 727-3 740-6
PP 722-5 722-5 722-5 725-2
S1 712-3 712-3 723-1 717-4
S2 699-3 699-3 721-0
S3 676-1 689-1 718-7
S4 652-7 665-7 712-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 744-0 709-6 34-2 4.6% 8-3 1.1% 99% True False 137,206
10 744-0 686-2 57-6 7.8% 9-2 1.2% 99% True False 161,322
20 744-0 666-0 78-0 10.5% 12-4 1.7% 99% True False 168,211
40 744-0 576-0 168-0 22.6% 14-1 1.9% 100% True False 156,903
60 744-0 576-0 168-0 22.6% 14-4 1.9% 100% True False 138,040
80 744-0 576-0 168-0 22.6% 14-4 1.9% 100% True False 121,070
100 744-0 576-0 168-0 22.6% 14-2 1.9% 100% True False 109,504
120 744-0 548-0 196-0 26.4% 13-7 1.9% 100% True False 98,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 785-4
2.618 769-4
1.618 759-6
1.000 753-6
0.618 750-0
HIGH 744-0
0.618 740-2
0.500 739-1
0.382 738-0
LOW 734-2
0.618 728-2
1.000 724-4
1.618 718-4
2.618 708-6
4.250 692-6
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 742-0 739-5
PP 740-5 735-6
S1 739-1 731-7

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

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