CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 606-2 606-0 -0-2 0.0% 627-0
High 615-0 616-6 1-6 0.3% 671-4
Low 600-4 604-0 3-4 0.6% 576-0
Close 612-4 608-4 -4-0 -0.7% 596-6
Range 14-4 12-6 -1-6 -12.1% 95-4
ATR 22-2 21-5 -0-5 -3.1% 0-0
Volume 230,888 127,791 -103,097 -44.7% 649,958
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 648-0 641-0 615-4
R3 635-2 628-2 612-0
R2 622-4 622-4 610-7
R1 615-4 615-4 609-5 619-0
PP 609-6 609-6 609-6 611-4
S1 602-6 602-6 607-3 606-2
S2 597-0 597-0 606-1
S3 584-2 590-0 605-0
S4 571-4 577-2 601-4
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 15.7% 15-7 2.6% 34% False False 152,410
10 674-4 576-0 98-4 16.2% 18-7 3.1% 33% False False 152,741
20 720-4 576-0 144-4 23.7% 16-5 2.7% 22% False False 125,262
40 720-4 576-0 144-4 23.7% 15-0 2.5% 22% False False 97,216
60 720-4 576-0 144-4 23.7% 15-0 2.5% 22% False False 86,123
80 720-4 548-0 172-4 28.3% 14-1 2.3% 35% False False 78,008
100 720-4 548-0 172-4 28.3% 13-5 2.2% 35% False False 69,678
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 3 trading days
Fibonacci Retracements and Extensions
4.250 671-0
2.618 650-1
1.618 637-3
1.000 629-4
0.618 624-5
HIGH 616-6
0.618 611-7
0.500 610-3
0.382 608-7
LOW 604-0
0.618 596-1
1.000 591-2
1.618 583-3
2.618 570-5
4.250 549-6
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 610-3 604-4
PP 609-6 600-3
S1 609-1 596-3

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

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