CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 732-0 737-0 5-0 0.7% 703-0
High 732-2 737-0 4-6 0.6% 736-0
Low 732-0 737-0 5-0 0.7% 703-0
Close 732-0 737-6 5-6 0.8% 732-0
Range 0-2 0-0 -0-2 -100.0% 33-0
ATR
Volume 8,705 4,981 -3,724 -42.8% 32,873
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 737-2 737-4 737-6
R3 737-2 737-4 737-6
R2 737-2 737-2 737-6
R1 737-4 737-4 737-6 737-3
PP 737-2 737-2 737-2 737-2
S1 737-4 737-4 737-6 737-3
S2 737-2 737-2 737-6
S3 737-2 737-4 737-6
S4 737-2 737-4 737-6
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 822-5 810-3 750-1
R3 789-5 777-3 741-1
R2 756-5 756-5 738-0
R1 744-3 744-3 735-0 750-4
PP 723-5 723-5 723-5 726-6
S1 711-3 711-3 729-0 717-4
S2 690-5 690-5 726-0
S3 657-5 678-3 722-7
S4 624-5 645-3 713-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737-0 707-4 29-4 4.0% 2-4 0.3% 103% True False 6,330
10 737-0 703-0 34-0 4.6% 6-2 0.8% 102% True False 6,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 737-0
2.618 737-0
1.618 737-0
1.000 737-0
0.618 737-0
HIGH 737-0
0.618 737-0
0.500 737-0
0.382 737-0
LOW 737-0
0.618 737-0
1.000 737-0
1.618 737-0
2.618 737-0
4.250 737-0
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 737-4 736-3
PP 737-2 734-7
S1 737-0 733-4

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

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