CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 603-2 601-4 -1-6 -0.3% 632-0
High 603-2 601-4 -1-6 -0.3% 636-2
Low 603-2 599-2 -4-0 -0.7% 603-2
Close 603-2 600-0 -3-2 -0.5% 603-2
Range 0-0 2-2 2-2 33-0
ATR 0-0 7-4 7-4 0-0
Volume 3,441 2,166 -1,275 -37.1% 10,027
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 607-0 605-6 601-2
R3 604-6 603-4 600-5
R2 602-4 602-4 600-3
R1 601-2 601-2 600-2 600-6
PP 600-2 600-2 600-2 600-0
S1 599-0 599-0 599-6 598-4
S2 598-0 598-0 599-5
S3 595-6 596-6 599-3
S4 593-4 594-4 598-6
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 713-2 691-2 621-3
R3 680-2 658-2 612-3
R2 647-2 647-2 609-2
R1 625-2 625-2 606-2 619-6
PP 614-2 614-2 614-2 611-4
S1 592-2 592-2 600-2 586-6
S2 581-2 581-2 597-2
S3 548-2 559-2 594-1
S4 515-2 526-2 585-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 636-2 599-2 37-0 6.2% 3-4 0.6% 2% False True 2,172
10 636-2 599-2 37-0 6.2% 3-2 0.5% 2% False True 2,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 611-0
2.618 607-3
1.618 605-1
1.000 603-6
0.618 602-7
HIGH 601-4
0.618 600-5
0.500 600-3
0.382 600-1
LOW 599-2
0.618 597-7
1.000 597-0
1.618 595-5
2.618 593-3
4.250 589-6
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 600-3 612-5
PP 600-2 608-3
S1 600-1 604-2

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

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