CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 746-0 732-0 -14-0 -1.9% 758-6
High 747-0 737-4 -9-4 -1.3% 770-0
Low 731-4 729-4 -2-0 -0.3% 743-2
Close 732-0 736-4 4-4 0.6% 754-0
Range 15-4 8-0 -7-4 -48.4% 26-6
ATR 19-7 19-0 -0-7 -4.3% 0-0
Volume 134,950 166,273 31,323 23.2% 555,749
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 758-4 755-4 740-7
R3 750-4 747-4 738-6
R2 742-4 742-4 738-0
R1 739-4 739-4 737-2 741-0
PP 734-4 734-4 734-4 735-2
S1 731-4 731-4 735-6 733-0
S2 726-4 726-4 735-0
S3 718-4 723-4 734-2
S4 710-4 715-4 732-1
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
5 770-0 729-4 40-4 5.5% 13-0 1.8% 17% False True 144,448
10 770-0 727-2 42-6 5.8% 15-3 2.1% 22% False False 139,640
20 770-0 666-0 104-0 14.1% 16-3 2.2% 68% False False 144,649
40 782-2 666-0 116-2 15.8% 18-1 2.5% 61% False False 163,635
60 782-2 615-4 166-6 22.6% 17-2 2.3% 73% False False 144,672
80 782-2 615-4 166-6 22.6% 16-7 2.3% 73% False False 125,635
100 782-2 615-4 166-6 22.6% 15-6 2.1% 73% False False 109,825
120 782-2 594-2 188-0 25.5% 14-4 2.0% 76% False False 95,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 771-4
2.618 758-4
1.618 750-4
1.000 745-4
0.618 742-4
HIGH 737-4
0.618 734-4
0.500 733-4
0.382 732-4
LOW 729-4
0.618 724-4
1.000 721-4
1.618 716-4
2.618 708-4
4.250 695-4
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 735-4 747-4
PP 734-4 743-7
S1 733-4 740-1

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

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