CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 729-4 740-0 10-4 1.4% 724-4
High 741-6 740-4 -1-2 -0.2% 741-6
Low 729-4 730-0 0-4 0.1% 712-0
Close 741-4 731-0 -10-4 -1.4% 731-0
Range 12-2 10-4 -1-6 -14.3% 29-6
ATR 16-6 16-3 -0-3 -2.2% 0-0
Volume 39,622 46,506 6,884 17.4% 152,050
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 765-3 758-5 736-6
R3 754-7 748-1 733-7
R2 744-3 744-3 732-7
R1 737-5 737-5 732-0 735-6
PP 733-7 733-7 733-7 732-7
S1 727-1 727-1 730-0 725-2
S2 723-3 723-3 729-1
S3 712-7 716-5 728-1
S4 702-3 706-1 725-2
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 817-4 804-0 747-3
R3 787-6 774-2 739-1
R2 758-0 758-0 736-4
R1 744-4 744-4 733-6 751-2
PP 728-2 728-2 728-2 731-5
S1 714-6 714-6 728-2 721-4
S2 698-4 698-4 725-4
S3 668-6 685-0 722-7
S4 639-0 655-2 714-5
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 4.1% 13-3 1.8% 64% False False 38,123
10 741-6 700-0 41-6 5.7% 13-4 1.8% 74% False False 34,753
20 741-6 644-4 97-2 13.3% 14-5 2.0% 89% False False 35,807
40 741-6 644-4 97-2 13.3% 14-1 1.9% 89% False False 29,573
60 741-6 583-4 158-2 21.6% 13-7 1.9% 93% False False 25,482
80 741-6 583-4 158-2 21.6% 12-4 1.7% 93% False False 21,283
100 741-6 580-4 161-2 22.1% 11-4 1.6% 93% False False 18,186
120 741-6 547-2 194-4 26.6% 10-4 1.4% 94% False False 15,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 785-1
2.618 768-0
1.618 757-4
1.000 751-0
0.618 747-0
HIGH 740-4
0.618 736-4
0.500 735-2
0.382 734-0
LOW 730-0
0.618 723-4
1.000 719-4
1.618 713-0
2.618 702-4
4.250 685-3
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 735-2 730-1
PP 733-7 729-2
S1 732-3 728-3

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

View Archives - Comment on this page... - Back to Index of Symbols