CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 581-0 606-2 25-2 4.3% 627-0
High 602-4 615-0 12-4 2.1% 671-4
Low 576-0 600-4 24-4 4.3% 576-0
Close 596-6 612-4 15-6 2.6% 596-6
Range 26-4 14-4 -12-0 -45.3% 95-4
ATR 22-5 22-2 -0-2 -1.4% 0-0
Volume 83,673 230,888 147,215 175.9% 649,958
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 652-7 647-1 620-4
R3 638-3 632-5 616-4
R2 623-7 623-7 615-1
R1 618-1 618-1 613-7 621-0
PP 609-3 609-3 609-3 610-6
S1 603-5 603-5 611-1 606-4
S2 594-7 594-7 609-7
S3 580-3 589-1 608-4
S4 565-7 574-5 604-4
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 901-2 844-4 649-2
R3 805-6 749-0 623-0
R2 710-2 710-2 614-2
R1 653-4 653-4 605-4 634-1
PP 614-6 614-6 614-6 605-0
S1 558-0 558-0 588-0 538-5
S2 519-2 519-2 579-2
S3 423-6 462-4 570-4
S4 328-2 367-0 544-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-4 576-0 95-4 15.6% 17-3 2.8% 38% False False 152,468
10 683-4 576-0 107-4 17.6% 18-4 3.0% 34% False False 147,896
20 720-4 576-0 144-4 23.6% 16-3 2.7% 25% False False 122,474
40 720-4 576-0 144-4 23.6% 15-0 2.4% 25% False False 96,208
60 720-4 576-0 144-4 23.6% 15-0 2.4% 25% False False 84,865
80 720-4 548-0 172-4 28.2% 14-1 2.3% 37% False False 77,180
100 720-4 548-0 172-4 28.2% 13-4 2.2% 37% False False 68,937
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 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 676-5
2.618 653-0
1.618 638-4
1.000 629-4
0.618 624-0
HIGH 615-0
0.618 609-4
0.500 607-6
0.382 606-0
LOW 600-4
0.618 591-4
1.000 586-0
1.618 577-0
2.618 562-4
4.250 538-7
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 610-7 607-6
PP 609-3 603-0
S1 607-6 598-2

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

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