CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 694-0 666-0 -28-0 -4.0% 702-0
High 695-0 669-0 -26-0 -3.7% 718-4
Low 669-0 651-0 -18-0 -2.7% 640-0
Close 670-0 660-6 -9-2 -1.4% 670-0
Range 26-0 18-0 -8-0 -30.8% 78-4
ATR 23-3 23-1 -0-3 -1.4% 0-0
Volume 0 135,900 135,900 615,406
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 714-2 705-4 670-5
R3 696-2 687-4 665-6
R2 678-2 678-2 664-0
R1 669-4 669-4 662-3 664-7
PP 660-2 660-2 660-2 658-0
S1 651-4 651-4 659-1 646-7
S2 642-2 642-2 657-4
S3 624-2 633-4 655-6
S4 606-2 615-4 650-7
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 911-5 869-3 713-1
R3 833-1 790-7 691-5
R2 754-5 754-5 684-3
R1 712-3 712-3 677-2 694-2
PP 676-1 676-1 676-1 667-1
S1 633-7 633-7 662-6 615-6
S2 597-5 597-5 655-5
S3 519-1 555-3 648-3
S4 440-5 476-7 626-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 718-4 640-0 78-4 11.9% 27-2 4.1% 26% False False 129,128
10 773-0 640-0 133-0 20.1% 24-3 3.7% 16% False False 155,845
20 799-0 640-0 159-0 24.1% 20-1 3.0% 13% False False 159,346
40 799-0 640-0 159-0 24.1% 19-3 2.9% 13% False False 156,024
60 799-0 640-0 159-0 24.1% 18-6 2.8% 13% False False 162,899
80 799-0 615-4 183-4 27.8% 18-1 2.7% 25% False False 143,709
100 799-0 615-4 183-4 27.8% 17-2 2.6% 25% False False 126,830
120 799-0 608-4 190-4 28.8% 16-2 2.5% 27% False False 112,920
Crabel Price Patterns
NR True
NR4 True
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 4-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 745-4
2.618 716-1
1.618 698-1
1.000 687-0
0.618 680-1
HIGH 669-0
0.618 662-1
0.500 660-0
0.382 657-7
LOW 651-0
0.618 639-7
1.000 633-0
1.618 621-7
2.618 603-7
4.250 574-4
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 660-4 667-4
PP 660-2 665-2
S1 660-0 663-0

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

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