CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 758-4 765-0 6-4 0.9% 758-6
High 770-0 765-4 -4-4 -0.6% 770-0
Low 758-4 752-0 -6-4 -0.9% 743-2
Close 766-4 754-0 -12-4 -1.6% 754-0
Range 11-4 13-4 2-0 17.4% 26-6
ATR 20-0 19-5 -0-3 -2.0% 0-0
Volume 129,954 124,789 -5,165 -4.0% 555,749
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 797-5 789-3 761-3
R3 784-1 775-7 757-6
R2 770-5 770-5 756-4
R1 762-3 762-3 755-2 759-6
PP 757-1 757-1 757-1 755-7
S1 748-7 748-7 752-6 746-2
S2 743-5 743-5 751-4
S3 730-1 735-3 750-2
S4 716-5 721-7 746-5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 836-0 821-6 768-6
R3 809-2 795-0 761-3
R2 782-4 782-4 758-7
R1 768-2 768-2 756-4 762-0
PP 755-6 755-6 755-6 752-5
S1 741-4 741-4 751-4 735-2
S2 729-0 729-0 749-1
S3 702-2 714-6 746-5
S4 675-4 688-0 739-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 742-0 28-0 3.7% 15-4 2.1% 43% False False 134,985
10 770-0 727-2 42-6 5.7% 16-7 2.2% 63% False False 140,174
20 770-0 666-0 104-0 13.8% 17-7 2.4% 85% False False 147,654
40 782-2 666-0 116-2 15.4% 18-3 2.4% 76% False False 165,322
60 782-2 615-4 166-6 22.1% 17-3 2.3% 83% False False 143,099
80 782-2 615-4 166-6 22.1% 16-6 2.2% 83% False False 123,595
100 782-2 615-4 166-6 22.1% 15-5 2.1% 83% False False 107,518
120 782-2 594-2 188-0 24.9% 14-3 1.9% 85% False False 93,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 822-7
2.618 800-7
1.618 787-3
1.000 779-0
0.618 773-7
HIGH 765-4
0.618 760-3
0.500 758-6
0.382 757-1
LOW 752-0
0.618 743-5
1.000 738-4
1.618 730-1
2.618 716-5
4.250 694-5
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 758-6 757-1
PP 757-1 756-1
S1 755-5 755-0

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

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