CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 692-0 663-0 -29-0 -4.2% 732-0
High 697-0 673-4 -23-4 -3.4% 748-0
Low 685-0 647-4 -37-4 -5.5% 691-6
Close 685-6 650-0 -35-6 -5.2% 692-0
Range 12-0 26-0 14-0 116.7% 56-2
ATR 16-3 18-0 1-4 9.5% 0-0
Volume 119,485 247,936 128,451 107.5% 938,928
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 735-0 718-4 664-2
R3 709-0 692-4 657-1
R2 683-0 683-0 654-6
R1 666-4 666-4 652-3 661-6
PP 657-0 657-0 657-0 654-5
S1 640-4 640-4 647-5 635-6
S2 631-0 631-0 645-2
S3 605-0 614-4 642-7
S4 579-0 588-4 635-6
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
5 705-4 647-4 58-0 8.9% 16-3 2.5% 4% False True 176,652
10 748-0 647-4 100-4 15.5% 16-5 2.6% 2% False True 180,238
20 777-0 647-4 129-4 19.9% 16-7 2.6% 2% False True 175,098
40 777-0 647-4 129-4 19.9% 14-4 2.2% 2% False True 172,354
60 777-0 576-0 201-0 30.9% 14-7 2.3% 37% False False 163,450
80 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 148,605
100 777-0 576-0 201-0 30.9% 14-7 2.3% 37% False False 132,828
120 777-0 576-0 201-0 30.9% 14-5 2.3% 37% False False 121,090
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 3-3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 784-0
2.618 741-5
1.618 715-5
1.000 699-4
0.618 689-5
HIGH 673-4
0.618 663-5
0.500 660-4
0.382 657-3
LOW 647-4
0.618 631-3
1.000 621-4
1.618 605-3
2.618 579-3
4.250 537-0
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 660-4 675-2
PP 657-0 666-7
S1 653-4 658-3

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

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