CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 777-0 764-4 -12-4 -1.6% 755-4
High 777-0 771-4 -5-4 -0.7% 779-4
Low 751-2 752-2 1-0 0.1% 753-0
Close 757-4 761-0 3-4 0.5% 774-0
Range 25-6 19-2 -6-4 -25.2% 26-4
ATR 20-3 20-2 -0-1 -0.4% 0-0
Volume 177,453 178,249 796 0.4% 731,559
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 819-3 809-3 771-5
R3 800-1 790-1 766-2
R2 780-7 780-7 764-4
R1 770-7 770-7 762-6 766-2
PP 761-5 761-5 761-5 759-2
S1 751-5 751-5 759-2 747-0
S2 742-3 742-3 757-4
S3 723-1 732-3 755-6
S4 703-7 713-1 750-3
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 848-3 837-5 788-5
R3 821-7 811-1 781-2
R2 795-3 795-3 778-7
R1 784-5 784-5 776-3 790-0
PP 768-7 768-7 768-7 771-4
S1 758-1 758-1 771-5 763-4
S2 742-3 742-3 769-1
S3 715-7 731-5 766-6
S4 689-3 705-1 759-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782-2 751-2 31-0 4.1% 18-0 2.4% 31% False False 170,913
10 782-2 701-0 81-2 10.7% 14-1 1.9% 74% False False 145,822
20 782-2 644-0 138-2 18.2% 15-1 2.0% 85% False False 115,728
40 782-2 615-4 166-6 21.9% 16-1 2.1% 87% False False 94,913
60 782-2 615-4 166-6 21.9% 14-4 1.9% 87% False False 79,175
80 782-2 608-4 173-6 22.8% 13-0 1.7% 88% False False 67,307
100 782-2 534-6 247-4 32.5% 12-1 1.6% 91% False False 59,613
120 782-2 534-6 247-4 32.5% 11-7 1.6% 91% False False 55,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853-2
2.618 821-7
1.618 802-5
1.000 790-6
0.618 783-3
HIGH 771-4
0.618 764-1
0.500 761-7
0.382 759-5
LOW 752-2
0.618 740-3
1.000 733-0
1.618 721-1
2.618 701-7
4.250 670-4
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 761-7 766-6
PP 761-5 764-7
S1 761-2 762-7

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

View Archives - Comment on this page... - Back to Index of Symbols