CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 704-0 684-0 -20-0 -2.8% 732-0
High 705-4 694-4 -11-0 -1.6% 748-0
Low 691-6 677-0 -14-6 -2.1% 691-6
Close 692-0 692-2 0-2 0.0% 692-0
Range 13-6 17-4 3-6 27.3% 56-2
ATR 17-0 17-1 0-0 0.2% 0-0
Volume 173,881 195,636 21,755 12.5% 938,928
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 740-3 733-7 701-7
R3 722-7 716-3 697-0
R2 705-3 705-3 695-4
R1 698-7 698-7 693-7 702-1
PP 687-7 687-7 687-7 689-4
S1 681-3 681-3 690-5 684-5
S2 670-3 670-3 689-0
S3 652-7 663-7 687-4
S4 635-3 646-3 682-5
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 879-3 841-7 723-0
R3 823-1 785-5 707-4
R2 766-7 766-7 702-2
R1 729-3 729-3 697-1 720-0
PP 710-5 710-5 710-5 705-7
S1 673-1 673-1 686-7 663-6
S2 654-3 654-3 681-6
S3 598-1 616-7 676-4
S4 541-7 560-5 661-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742-6 677-0 65-6 9.5% 17-4 2.5% 23% False True 188,748
10 764-6 677-0 87-6 12.7% 16-5 2.4% 17% False True 178,443
20 777-0 677-0 100-0 14.4% 15-5 2.3% 15% False True 169,816
40 777-0 666-0 111-0 16.0% 14-2 2.1% 24% False False 168,926
60 777-0 576-0 201-0 29.0% 15-0 2.2% 58% False False 162,579
80 777-0 576-0 201-0 29.0% 14-7 2.1% 58% False False 144,446
100 777-0 576-0 201-0 29.0% 15-1 2.2% 58% False False 130,010
120 777-0 576-0 201-0 29.0% 14-3 2.1% 58% False False 118,078
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 3-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-7
2.618 740-3
1.618 722-7
1.000 712-0
0.618 705-3
HIGH 694-4
0.618 687-7
0.500 685-6
0.382 683-5
LOW 677-0
0.618 666-1
1.000 659-4
1.618 648-5
2.618 631-1
4.250 602-5
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 690-1 698-6
PP 687-7 696-5
S1 685-6 694-3

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

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