CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 721-4 760-0 38-4 5.3% 724-4
High 736-0 764-0 28-0 3.8% 741-6
Low 719-0 750-0 31-0 4.3% 712-0
Close 736-0 754-0 18-0 2.4% 731-0
Range 17-0 14-0 -3-0 -17.6% 29-6
ATR 16-0 16-7 0-7 5.3% 0-0
Volume 88,587 107,937 19,350 21.8% 152,050
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 798-0 790-0 761-6
R3 784-0 776-0 757-7
R2 770-0 770-0 756-5
R1 762-0 762-0 755-2 759-0
PP 756-0 756-0 756-0 754-4
S1 748-0 748-0 752-6 745-0
S2 742-0 742-0 751-3
S3 728-0 734-0 750-1
S4 714-0 720-0 746-2
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
5 764-0 711-0 53-0 7.0% 11-6 1.6% 81% True False 63,436
10 764-0 711-0 53-0 7.0% 12-4 1.7% 81% True False 49,268
20 764-0 644-4 119-4 15.8% 13-4 1.8% 92% True False 42,064
40 764-0 644-4 119-4 15.8% 14-1 1.9% 92% True False 33,593
60 764-0 583-4 180-4 23.9% 13-7 1.8% 94% True False 28,757
80 764-0 583-4 180-4 23.9% 12-6 1.7% 94% True False 24,253
100 764-0 583-4 180-4 23.9% 11-5 1.5% 94% True False 20,541
120 764-0 560-0 204-0 27.1% 10-6 1.4% 95% True False 17,784
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 823-4
2.618 800-5
1.618 786-5
1.000 778-0
0.618 772-5
HIGH 764-0
0.618 758-5
0.500 757-0
0.382 755-3
LOW 750-0
0.618 741-3
1.000 736-0
1.618 727-3
2.618 713-3
4.250 690-4
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 757-0 748-4
PP 756-0 743-0
S1 755-0 737-4

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

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