CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 623-4 626-0 2-4 0.4% 626-0
High 623-4 626-0 2-4 0.4% 634-0
Low 623-4 611-0 -12-4 -2.0% 624-4
Close 623-4 608-4 -15-0 -2.4% 633-6
Range 0-0 15-0 15-0 9-4
ATR
Volume 1,368 1,614 246 18.0% 9,612
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 660-1 649-3 616-6
R3 645-1 634-3 612-5
R2 630-1 630-1 611-2
R1 619-3 619-3 609-7 617-2
PP 615-1 615-1 615-1 614-1
S1 604-3 604-3 607-1 602-2
S2 600-1 600-1 605-6
S3 585-1 589-3 604-3
S4 570-1 574-3 600-2
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 659-2 656-0 639-0
R3 649-6 646-4 636-3
R2 640-2 640-2 635-4
R1 637-0 637-0 634-5 638-5
PP 630-6 630-6 630-6 631-4
S1 627-4 627-4 632-7 629-1
S2 621-2 621-2 632-0
S3 611-6 618-0 631-1
S4 602-2 608-4 628-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 636-2 611-0 25-2 4.1% 5-1 0.8% -10% False True 1,714
10 636-2 611-0 25-2 4.1% 3-0 0.5% -10% False True 1,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 689-6
2.618 665-2
1.618 650-2
1.000 641-0
0.618 635-2
HIGH 626-0
0.618 620-2
0.500 618-4
0.382 616-6
LOW 611-0
0.618 601-6
1.000 596-0
1.618 586-6
2.618 571-6
4.250 547-2
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 618-4 623-5
PP 615-1 618-5
S1 611-7 613-4

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

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