CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 628-0 655-0 27-0 4.3% 666-0
High 650-4 682-4 32-0 4.9% 714-0
Low 625-0 655-0 30-0 4.8% 616-0
Close 640-6 680-4 39-6 6.2% 640-6
Range 25-4 27-4 2-0 7.8% 98-0
ATR 27-6 28-6 1-0 3.6% 0-0
Volume 33,534 16,721 -16,813 -50.1% 495,747
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 755-1 745-3 695-5
R3 727-5 717-7 688-0
R2 700-1 700-1 685-4
R1 690-3 690-3 683-0 695-2
PP 672-5 672-5 672-5 675-1
S1 662-7 662-7 678-0 667-6
S2 645-1 645-1 675-4
S3 617-5 635-3 673-0
S4 590-1 607-7 665-3
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 950-7 893-7 694-5
R3 852-7 795-7 667-6
R2 754-7 754-7 658-6
R1 697-7 697-7 649-6 677-3
PP 656-7 656-7 656-7 646-6
S1 599-7 599-7 631-6 579-3
S2 558-7 558-7 622-6
S3 460-7 501-7 613-6
S4 362-7 403-7 586-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714-0 616-0 98-0 14.4% 23-6 3.5% 66% False False 75,313
10 718-4 616-0 102-4 15.1% 25-4 3.7% 63% False False 102,220
20 799-0 616-0 183-0 26.9% 22-2 3.3% 35% False False 143,640
40 799-0 616-0 183-0 26.9% 19-4 2.9% 35% False False 143,566
60 799-0 616-0 183-0 26.9% 19-5 2.9% 35% False False 157,773
80 799-0 615-4 183-4 27.0% 18-5 2.7% 35% False False 143,718
100 799-0 615-4 183-4 27.0% 17-7 2.6% 35% False False 128,471
120 799-0 615-4 183-4 27.0% 16-6 2.5% 35% False False 114,355
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 799-3
2.618 754-4
1.618 727-0
1.000 710-0
0.618 699-4
HIGH 682-4
0.618 672-0
0.500 668-6
0.382 665-4
LOW 655-0
0.618 638-0
1.000 627-4
1.618 610-4
2.618 583-0
4.250 538-1
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 676-5 670-1
PP 672-5 659-5
S1 668-6 649-2

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

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