CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 676-0 660-0 -16-0 -2.4% 666-0
High 677-0 666-0 -11-0 -1.6% 714-0
Low 648-6 650-0 1-2 0.2% 616-0
Close 648-6 650-0 1-2 0.2% 640-6
Range 28-2 16-0 -12-2 -43.4% 98-0
ATR 28-7 28-1 -0-7 -2.9% 0-0
Volume 13,574 5,472 -8,102 -59.7% 495,747
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 703-3 692-5 658-6
R3 687-3 676-5 654-3
R2 671-3 671-3 652-7
R1 660-5 660-5 651-4 658-0
PP 655-3 655-3 655-3 654-0
S1 644-5 644-5 648-4 642-0
S2 639-3 639-3 647-1
S3 623-3 628-5 645-5
S4 607-3 612-5 641-2
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
5 682-4 616-0 66-4 10.2% 23-2 3.6% 51% False False 33,323
10 714-0 616-0 98-0 15.1% 25-4 3.9% 35% False False 70,496
20 799-0 616-0 183-0 28.2% 22-6 3.5% 19% False False 125,357
40 799-0 616-0 183-0 28.2% 19-6 3.0% 19% False False 136,860
60 799-0 616-0 183-0 28.2% 19-7 3.1% 19% False False 152,346
80 799-0 615-4 183-4 28.2% 18-6 2.9% 19% False False 141,886
100 799-0 615-4 183-4 28.2% 18-2 2.8% 19% False False 126,898
120 799-0 615-4 183-4 28.2% 17-0 2.6% 19% False False 113,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 734-0
2.618 707-7
1.618 691-7
1.000 682-0
0.618 675-7
HIGH 666-0
0.618 659-7
0.500 658-0
0.382 656-1
LOW 650-0
0.618 640-1
1.000 634-0
1.618 624-1
2.618 608-1
4.250 582-0
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 658-0 665-5
PP 655-3 660-3
S1 652-5 655-2

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

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