CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 751-0 744-0 -7-0 -0.9% 768-0
High 766-0 747-0 -19-0 -2.5% 776-0
Low 751-0 740-0 -11-0 -1.5% 751-4
Close 765-4 743-6 -21-6 -2.8% 755-6
Range 15-0 7-0 -8-0 -53.3% 24-4
ATR 12-4 13-3 0-7 7.5% 0-0
Volume 12,032 8,754 -3,278 -27.2% 39,566
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 764-5 761-1 747-5
R3 757-5 754-1 745-5
R2 750-5 750-5 745-0
R1 747-1 747-1 744-3 745-3
PP 743-5 743-5 743-5 742-6
S1 740-1 740-1 743-1 738-3
S2 736-5 736-5 742-4
S3 729-5 733-1 741-7
S4 722-5 726-1 739-7
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 834-5 819-5 769-2
R3 810-1 795-1 762-4
R2 785-5 785-5 760-2
R1 770-5 770-5 758-0 765-7
PP 761-1 761-1 761-1 758-6
S1 746-1 746-1 753-4 741-3
S2 736-5 736-5 751-2
S3 712-1 721-5 749-0
S4 687-5 697-1 742-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 740-0 30-0 4.0% 8-3 1.1% 13% False True 10,338
10 792-0 740-0 52-0 7.0% 10-7 1.5% 7% False True 8,930
20 792-0 729-0 63-0 8.5% 8-6 1.2% 23% False False 6,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 776-6
2.618 765-3
1.618 758-3
1.000 754-0
0.618 751-3
HIGH 747-0
0.618 744-3
0.500 743-4
0.382 742-5
LOW 740-0
0.618 735-5
1.000 733-0
1.618 728-5
2.618 721-5
4.250 710-2
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 743-5 753-0
PP 743-5 749-7
S1 743-4 746-7

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

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