CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 674-0 671-4 -2-4 -0.4% 679-0
High 675-0 676-4 1-4 0.2% 694-6
Low 665-6 670-0 4-2 0.6% 666-0
Close 667-0 676-4 9-4 1.4% 686-2
Range 9-2 6-4 -2-6 -29.7% 28-6
ATR 16-3 15-7 -0-4 -3.0% 0-0
Volume 58,551 72,040 13,489 23.0% 260,575
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 693-7 691-5 680-1
R3 687-3 685-1 678-2
R2 680-7 680-7 677-6
R1 678-5 678-5 677-1 679-6
PP 674-3 674-3 674-3 674-7
S1 672-1 672-1 675-7 673-2
S2 667-7 667-7 675-2
S3 661-3 665-5 674-6
S4 654-7 659-1 672-7
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 768-5 756-1 702-0
R3 739-7 727-3 694-1
R2 711-1 711-1 691-4
R1 698-5 698-5 688-7 704-7
PP 682-3 682-3 682-3 685-4
S1 669-7 669-7 683-5 676-1
S2 653-5 653-5 681-0
S3 624-7 641-1 678-3
S4 596-1 612-3 670-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694-6 665-6 29-0 4.3% 11-0 1.6% 37% False False 67,639
10 694-6 655-4 39-2 5.8% 12-2 1.8% 54% False False 66,893
20 694-6 619-2 75-4 11.2% 13-3 2.0% 76% False False 69,170
40 694-6 619-2 75-4 11.2% 14-2 2.1% 76% False False 66,554
60 694-6 548-0 146-6 21.7% 13-2 2.0% 88% False False 62,256
80 694-6 548-0 146-6 21.7% 12-7 1.9% 88% False False 55,782
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 704-1
2.618 693-4
1.618 687-0
1.000 683-0
0.618 680-4
HIGH 676-4
0.618 674-0
0.500 673-2
0.382 672-4
LOW 670-0
0.618 666-0
1.000 663-4
1.618 659-4
2.618 653-0
4.250 642-3
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 675-3 680-2
PP 674-3 679-0
S1 673-2 677-6

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

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