CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 715-0 729-4 14-4 2.0% 714-0
High 728-2 741-6 13-4 1.9% 728-0
Low 715-0 729-4 14-4 2.0% 700-0
Close 728-2 741-4 13-2 1.8% 728-2
Range 13-2 12-2 -1-0 -7.5% 28-0
ATR 17-0 16-6 -0-2 -1.5% 0-0
Volume 35,677 39,622 3,945 11.1% 166,813
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 774-3 770-1 748-2
R3 762-1 757-7 744-7
R2 749-7 749-7 743-6
R1 745-5 745-5 742-5 747-6
PP 737-5 737-5 737-5 738-5
S1 733-3 733-3 740-3 735-4
S2 725-3 725-3 739-2
S3 713-1 721-1 738-1
S4 700-7 708-7 734-6
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 802-6 793-4 743-5
R3 774-6 765-4 736-0
R2 746-6 746-6 733-3
R1 737-4 737-4 730-7 742-1
PP 718-6 718-6 718-6 721-0
S1 709-4 709-4 725-5 714-1
S2 690-6 690-6 723-1
S3 662-6 681-4 720-4
S4 634-6 653-4 712-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741-6 712-0 29-6 4.0% 13-1 1.8% 99% True False 35,100
10 741-6 700-0 41-6 5.6% 14-0 1.9% 99% True False 34,413
20 741-6 644-4 97-2 13.1% 14-5 2.0% 100% True False 34,499
40 741-6 644-4 97-2 13.1% 14-0 1.9% 100% True False 28,900
60 741-6 583-4 158-2 21.3% 13-6 1.9% 100% True False 25,091
80 741-6 583-4 158-2 21.3% 12-3 1.7% 100% True False 20,754
100 741-6 574-4 167-2 22.6% 11-3 1.5% 100% True False 17,796
120 741-6 547-2 194-4 26.2% 10-3 1.4% 100% True False 15,279
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 2-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 793-6
2.618 773-7
1.618 761-5
1.000 754-0
0.618 749-3
HIGH 741-6
0.618 737-1
0.500 735-5
0.382 734-1
LOW 729-4
0.618 721-7
1.000 717-2
1.618 709-5
2.618 697-3
4.250 677-4
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 739-4 736-5
PP 737-5 731-6
S1 735-5 726-7

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

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