CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 758-6 746-4 -12-2 -1.6% 758-4
High 763-0 760-4 -2-4 -0.3% 766-6
Low 743-2 744-2 1-0 0.1% 727-2
Close 747-4 758-4 11-0 1.5% 758-4
Range 19-6 16-2 -3-4 -17.7% 39-4
ATR 21-0 20-6 -0-3 -1.6% 0-0
Volume 134,731 166,275 31,544 23.4% 693,073
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 803-1 797-1 767-4
R3 786-7 780-7 763-0
R2 770-5 770-5 761-4
R1 764-5 764-5 760-0 767-5
PP 754-3 754-3 754-3 756-0
S1 748-3 748-3 757-0 751-3
S2 738-1 738-1 755-4
S3 721-7 732-1 754-0
S4 705-5 715-7 749-4
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 869-3 853-3 780-2
R3 829-7 813-7 769-3
R2 790-3 790-3 765-6
R1 774-3 774-3 762-1 778-2
PP 750-7 750-7 750-7 752-6
S1 734-7 734-7 754-7 738-6
S2 711-3 711-3 751-2
S3 671-7 695-3 747-5
S4 632-3 655-7 736-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 763-0 736-2 26-6 3.5% 15-3 2.0% 83% False False 133,860
10 766-6 727-2 39-4 5.2% 17-7 2.4% 79% False False 146,316
20 766-6 666-0 100-6 13.3% 18-3 2.4% 92% False False 150,594
40 782-2 666-0 116-2 15.3% 18-2 2.4% 80% False False 164,564
60 782-2 615-4 166-6 22.0% 17-4 2.3% 86% False False 141,384
80 782-2 615-4 166-6 22.0% 16-5 2.2% 86% False False 121,679
100 782-2 608-4 173-6 22.9% 15-5 2.1% 86% False False 105,982
120 782-2 582-0 200-2 26.4% 14-2 1.9% 88% False False 92,035
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 829-4
2.618 803-0
1.618 786-6
1.000 776-6
0.618 770-4
HIGH 760-4
0.618 754-2
0.500 752-3
0.382 750-4
LOW 744-2
0.618 734-2
1.000 728-0
1.618 718-0
2.618 701-6
4.250 675-2
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 756-4 756-4
PP 754-3 754-4
S1 752-3 752-4

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

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