CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 666-0 672-0 6-0 0.9% 702-0
High 669-0 684-4 15-4 2.3% 718-4
Low 651-0 667-0 16-0 2.5% 640-0
Close 660-6 683-0 22-2 3.4% 670-0
Range 18-0 17-4 -0-4 -2.8% 78-4
ATR 23-1 23-1 0-0 0.2% 0-0
Volume 135,900 107,575 -28,325 -20.8% 615,406
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 730-5 724-3 692-5
R3 713-1 706-7 687-6
R2 695-5 695-5 686-2
R1 689-3 689-3 684-5 692-4
PP 678-1 678-1 678-1 679-6
S1 671-7 671-7 681-3 675-0
S2 660-5 660-5 679-6
S3 643-1 654-3 678-2
S4 625-5 636-7 673-3
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
5 706-4 640-0 66-4 9.7% 27-6 4.1% 65% False False 116,362
10 752-0 640-0 112-0 16.4% 24-0 3.5% 38% False False 148,360
20 799-0 640-0 159-0 23.3% 20-0 2.9% 27% False False 157,988
40 799-0 640-0 159-0 23.3% 19-1 2.8% 27% False False 154,521
60 799-0 640-0 159-0 23.3% 18-7 2.8% 27% False False 161,908
80 799-0 615-4 183-4 26.9% 18-1 2.7% 37% False False 144,403
100 799-0 615-4 183-4 26.9% 17-3 2.5% 37% False False 127,611
120 799-0 608-4 190-4 27.9% 16-2 2.4% 39% False False 113,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 758-7
2.618 730-3
1.618 712-7
1.000 702-0
0.618 695-3
HIGH 684-4
0.618 677-7
0.500 675-6
0.382 673-5
LOW 667-0
0.618 656-1
1.000 649-4
1.618 638-5
2.618 621-1
4.250 592-5
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 680-5 679-5
PP 678-1 676-3
S1 675-6 673-0

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

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