CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 569-0 566-6 -2-2 -0.4% 569-0
High 569-0 576-4 7-4 1.3% 570-0
Low 564-0 566-6 2-6 0.5% 557-4
Close 566-0 572-6 6-6 1.2% 557-4
Range 5-0 9-6 4-6 95.0% 12-4
ATR 8-6 8-7 0-1 1.4% 0-0
Volume 1,043 1,435 392 37.6% 7,921
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 601-2 596-6 578-1
R3 591-4 587-0 575-3
R2 581-6 581-6 574-4
R1 577-2 577-2 573-5 579-4
PP 572-0 572-0 572-0 573-1
S1 567-4 567-4 571-7 569-6
S2 562-2 562-2 571-0
S3 552-4 557-6 570-1
S4 542-6 548-0 567-3
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 599-1 590-7 564-3
R3 586-5 578-3 561-0
R2 574-1 574-1 559-6
R1 565-7 565-7 558-5 563-6
PP 561-5 561-5 561-5 560-5
S1 553-3 553-3 556-3 551-2
S2 549-1 549-1 555-2
S3 536-5 540-7 554-0
S4 524-1 528-3 550-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 576-4 557-4 19-0 3.3% 6-0 1.1% 80% True False 1,744
10 608-4 557-4 51-0 8.9% 6-0 1.1% 30% False False 1,967
20 636-2 557-4 78-6 13.7% 4-5 0.8% 19% False False 2,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 618-0
2.618 602-0
1.618 592-2
1.000 586-2
0.618 582-4
HIGH 576-4
0.618 572-6
0.500 571-5
0.382 570-4
LOW 566-6
0.618 560-6
1.000 557-0
1.618 551-0
2.618 541-2
4.250 525-2
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 572-3 570-7
PP 572-0 568-7
S1 571-5 567-0

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

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