CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 600-0 599-6 -0-2 0.0% 637-2
High 601-0 600-0 -1-0 -0.2% 647-4
Low 594-0 595-0 1-0 0.2% 602-0
Close 597-6 599-0 1-2 0.2% 610-2
Range 7-0 5-0 -2-0 -28.6% 45-4
ATR 15-5 14-7 -0-6 -4.9% 0-0
Volume 155,849 170,292 14,443 9.3% 910,099
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 613-0 611-0 601-6
R3 608-0 606-0 600-3
R2 603-0 603-0 599-7
R1 601-0 601-0 599-4 599-4
PP 598-0 598-0 598-0 597-2
S1 596-0 596-0 598-4 594-4
S2 593-0 593-0 598-1
S3 588-0 591-0 597-5
S4 583-0 586-0 596-2
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 756-3 728-7 635-2
R3 710-7 683-3 622-6
R2 665-3 665-3 618-5
R1 637-7 637-7 614-3 628-7
PP 619-7 619-7 619-7 615-4
S1 592-3 592-3 606-1 583-3
S2 574-3 574-3 601-7
S3 528-7 546-7 597-6
S4 483-3 501-3 585-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 647-4 594-0 53-4 8.9% 12-4 2.1% 9% False False 171,977
10 665-0 594-0 71-0 11.9% 13-0 2.2% 7% False False 199,201
20 665-0 594-0 71-0 11.9% 13-3 2.2% 7% False False 186,932
40 665-0 577-0 88-0 14.7% 14-0 2.3% 25% False False 179,115
60 777-0 577-0 200-0 33.4% 15-0 2.5% 11% False False 178,670
80 777-0 577-0 200-0 33.4% 14-4 2.4% 11% False False 176,860
100 777-0 577-0 200-0 33.4% 14-4 2.4% 11% False False 170,929
120 777-0 576-0 201-0 33.6% 14-6 2.5% 11% False False 161,417
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 False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 621-2
2.618 613-1
1.618 608-1
1.000 605-0
0.618 603-1
HIGH 600-0
0.618 598-1
0.500 597-4
0.382 596-7
LOW 595-0
0.618 591-7
1.000 590-0
1.618 586-7
2.618 581-7
4.250 573-6
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 598-4 604-6
PP 598-0 602-7
S1 597-4 600-7

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

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