CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 717-0 711-4 -5-4 -0.8% 788-0
High 726-0 714-0 -12-0 -1.7% 788-0
Low 699-0 692-0 -7-0 -1.0% 692-0
Close 701-4 700-2 -1-2 -0.2% 700-2
Range 27-0 22-0 -5-0 -18.5% 96-0
ATR 21-5 21-5 0-0 0.1% 0-0
Volume 225,305 167,531 -57,774 -25.6% 969,851
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 768-1 756-1 712-3
R3 746-1 734-1 706-2
R2 724-1 724-1 704-2
R1 712-1 712-1 702-2 707-1
PP 702-1 702-1 702-1 699-4
S1 690-1 690-1 698-2 685-1
S2 680-1 680-1 696-2
S3 658-1 668-1 694-2
S4 636-1 646-1 688-1
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1014-6 953-4 753-0
R3 918-6 857-4 726-5
R2 822-6 822-6 717-7
R1 761-4 761-4 709-0 744-1
PP 726-6 726-6 726-6 718-0
S1 665-4 665-4 691-4 648-1
S2 630-6 630-6 682-5
S3 534-6 569-4 673-7
S4 438-6 473-4 647-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788-0 692-0 96-0 13.7% 21-3 3.0% 9% False True 193,970
10 799-0 692-0 107-0 15.3% 19-3 2.8% 8% False True 187,988
20 799-0 692-0 107-0 15.3% 18-1 2.6% 8% False True 164,081
40 799-0 666-0 133-0 19.0% 18-6 2.7% 26% False False 170,014
60 799-0 666-0 133-0 19.0% 17-7 2.6% 26% False False 158,897
80 799-0 615-4 183-4 26.2% 17-3 2.5% 46% False False 139,489
100 799-0 615-4 183-4 26.2% 16-2 2.3% 46% False False 121,401
120 799-0 608-4 190-4 27.2% 15-3 2.2% 48% False False 107,638
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 False
Stretch 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 807-4
2.618 771-5
1.618 749-5
1.000 736-0
0.618 727-5
HIGH 714-0
0.618 705-5
0.500 703-0
0.382 700-3
LOW 692-0
0.618 678-3
1.000 670-0
1.618 656-3
2.618 634-3
4.250 598-4
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 703-0 722-0
PP 702-1 714-6
S1 701-1 707-4

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

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