CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 788-0 773-0 -15-0 -1.9% 746-0
High 788-0 773-0 -15-0 -1.9% 799-0
Low 777-2 752-4 -24-6 -3.2% 729-4
Close 782-4 755-4 -27-0 -3.5% 787-0
Range 10-6 20-4 9-6 90.7% 69-4
ATR 19-6 20-4 0-6 3.7% 0-0
Volume 162,699 182,429 19,730 12.1% 910,029
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 821-7 809-1 766-6
R3 801-3 788-5 761-1
R2 780-7 780-7 759-2
R1 768-1 768-1 757-3 764-2
PP 760-3 760-3 760-3 758-3
S1 747-5 747-5 753-5 743-6
S2 739-7 739-7 751-6
S3 719-3 727-1 749-7
S4 698-7 706-5 744-2
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 980-3 953-1 825-2
R3 910-7 883-5 806-1
R2 841-3 841-3 799-6
R1 814-1 814-1 793-3 827-6
PP 771-7 771-7 771-7 778-5
S1 744-5 744-5 780-5 758-2
S2 702-3 702-3 774-2
S3 632-7 675-1 767-7
S4 563-3 605-5 748-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799-0 742-0 57-0 7.5% 18-7 2.5% 24% False False 190,786
10 799-0 729-4 69-4 9.2% 15-7 2.1% 37% False False 167,617
20 799-0 697-4 101-4 13.4% 17-2 2.3% 57% False False 155,979
40 799-0 666-0 133-0 17.6% 18-4 2.4% 67% False False 168,168
60 799-0 666-0 133-0 17.6% 17-1 2.3% 67% False False 151,575
80 799-0 615-4 183-4 24.3% 17-3 2.3% 76% False False 133,508
100 799-0 615-4 183-4 24.3% 15-7 2.1% 76% False False 116,616
120 799-0 608-4 190-4 25.2% 14-7 2.0% 77% False False 102,917
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 860-1
2.618 826-5
1.618 806-1
1.000 793-4
0.618 785-5
HIGH 773-0
0.618 765-1
0.500 762-6
0.382 760-3
LOW 752-4
0.618 739-7
1.000 732-0
1.618 719-3
2.618 698-7
4.250 665-3
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 762-6 775-6
PP 760-3 769-0
S1 757-7 762-2

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

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