CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 659-2 651-0 -8-2 -1.3% 636-0
High 660-0 655-2 -4-6 -0.7% 664-0
Low 647-0 647-2 0-2 0.0% 632-4
Close 651-0 650-6 -0-2 0.0% 649-2
Range 13-0 8-0 -5-0 -38.5% 31-4
ATR 17-0 16-3 -0-5 -3.8% 0-0
Volume 121,335 130,234 8,899 7.3% 819,327
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 675-1 670-7 655-1
R3 667-1 662-7 653-0
R2 659-1 659-1 652-2
R1 654-7 654-7 651-4 653-0
PP 651-1 651-1 651-1 650-1
S1 646-7 646-7 650-0 645-0
S2 643-1 643-1 649-2
S3 635-1 638-7 648-4
S4 627-1 630-7 646-3
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 743-1 727-5 666-5
R3 711-5 696-1 657-7
R2 680-1 680-1 655-0
R1 664-5 664-5 652-1 672-3
PP 648-5 648-5 648-5 652-4
S1 633-1 633-1 646-3 640-7
S2 617-1 617-1 643-4
S3 585-5 601-5 640-5
S4 554-1 570-1 631-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-0 635-2 28-6 4.4% 13-4 2.1% 54% False False 151,712
10 664-0 622-4 41-4 6.4% 13-6 2.1% 68% False False 162,322
20 664-0 577-0 87-0 13.4% 14-5 2.2% 85% False False 171,297
40 777-0 577-0 200-0 30.7% 15-7 2.4% 37% False False 174,538
60 777-0 577-0 200-0 30.7% 14-7 2.3% 37% False False 173,502
80 777-0 577-0 200-0 30.7% 14-6 2.3% 37% False False 166,928
100 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 156,314
120 777-0 576-0 201-0 30.9% 15-0 2.3% 37% False False 142,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 689-2
2.618 676-2
1.618 668-2
1.000 663-2
0.618 660-2
HIGH 655-2
0.618 652-2
0.500 651-2
0.382 650-2
LOW 647-2
0.618 642-2
1.000 639-2
1.618 634-2
2.618 626-2
4.250 613-2
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 651-2 655-2
PP 651-1 653-6
S1 650-7 652-2

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

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