CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 731-4 760-0 28-4 3.9% 695-0
High 750-2 760-0 9-6 1.3% 723-0
Low 731-4 743-4 12-0 1.6% 666-0
Close 749-6 748-2 -1-4 -0.2% 682-0
Range 18-6 16-4 -2-2 -12.0% 57-0
ATR 23-0 22-5 -0-4 -2.0% 0-0
Volume 161,524 154,630 -6,894 -4.3% 736,694
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 800-1 790-5 757-3
R3 783-5 774-1 752-6
R2 767-1 767-1 751-2
R1 757-5 757-5 749-6 754-1
PP 750-5 750-5 750-5 748-6
S1 741-1 741-1 746-6 737-5
S2 734-1 734-1 745-2
S3 717-5 724-5 743-6
S4 701-1 708-1 739-1
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 861-3 828-5 713-3
R3 804-3 771-5 697-5
R2 747-3 747-3 692-4
R1 714-5 714-5 687-2 702-4
PP 690-3 690-3 690-3 684-2
S1 657-5 657-5 676-6 645-4
S2 633-3 633-3 671-4
S3 576-3 600-5 666-3
S4 519-3 543-5 650-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 760-0 677-0 83-0 11.1% 16-7 2.3% 86% True False 143,546
10 760-0 666-0 94-0 12.6% 18-7 2.5% 88% True False 155,134
20 777-2 666-0 111-2 14.9% 19-3 2.6% 74% False False 175,947
40 782-2 666-0 116-2 15.5% 17-6 2.4% 71% False False 156,305
60 782-2 615-4 166-6 22.3% 17-2 2.3% 80% False False 131,292
80 782-2 615-4 166-6 22.3% 15-7 2.1% 80% False False 110,731
100 782-2 608-4 173-6 23.2% 14-7 2.0% 80% False False 96,349
120 782-2 555-4 226-6 30.3% 13-5 1.8% 85% False False 84,442
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 True
Stretch 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 830-1
2.618 803-2
1.618 786-6
1.000 776-4
0.618 770-2
HIGH 760-0
0.618 753-6
0.500 751-6
0.382 749-6
LOW 743-4
0.618 733-2
1.000 727-0
1.618 716-6
2.618 700-2
4.250 673-3
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 751-6 741-6
PP 750-5 735-2
S1 749-3 728-6

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

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