CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 713-0 721-4 8-4 1.2% 724-4
High 717-0 736-0 19-0 2.6% 741-6
Low 711-0 719-0 8-0 1.1% 712-0
Close 717-0 736-0 19-0 2.6% 731-0
Range 6-0 17-0 11-0 183.3% 29-6
ATR 15-7 16-0 0-2 1.4% 0-0
Volume 42,567 88,587 46,020 108.1% 152,050
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 781-3 775-5 745-3
R3 764-3 758-5 740-5
R2 747-3 747-3 739-1
R1 741-5 741-5 737-4 744-4
PP 730-3 730-3 730-3 731-6
S1 724-5 724-5 734-4 727-4
S2 713-3 713-3 732-7
S3 696-3 707-5 731-3
S4 679-3 690-5 726-5
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
5 741-6 711-0 30-6 4.2% 11-4 1.6% 81% False False 49,773
10 741-6 706-0 35-6 4.9% 11-7 1.6% 84% False False 42,937
20 741-6 644-4 97-2 13.2% 13-3 1.8% 94% False False 38,516
40 741-6 644-4 97-2 13.2% 14-2 1.9% 94% False False 31,471
60 741-6 583-4 158-2 21.5% 13-7 1.9% 96% False False 27,127
80 741-6 583-4 158-2 21.5% 12-6 1.7% 96% False False 23,029
100 741-6 583-4 158-2 21.5% 11-5 1.6% 96% False False 19,546
120 741-6 550-0 191-6 26.1% 10-5 1.4% 97% False False 16,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 808-2
2.618 780-4
1.618 763-4
1.000 753-0
0.618 746-4
HIGH 736-0
0.618 729-4
0.500 727-4
0.382 725-4
LOW 719-0
0.618 708-4
1.000 702-0
1.618 691-4
2.618 674-4
4.250 646-6
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 733-1 731-7
PP 730-3 727-5
S1 727-4 723-4

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

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