CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 760-0 747-0 -13-0 -1.7% 721-4
High 764-0 759-0 -5-0 -0.7% 764-0
Low 750-0 747-0 -3-0 -0.4% 711-0
Close 754-0 756-0 2-0 0.3% 756-0
Range 14-0 12-0 -2-0 -14.3% 53-0
ATR 16-7 16-4 -0-3 -2.1% 0-0
Volume 107,937 93,954 -13,983 -13.0% 364,629
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 790-0 785-0 762-5
R3 778-0 773-0 759-2
R2 766-0 766-0 758-2
R1 761-0 761-0 757-1 763-4
PP 754-0 754-0 754-0 755-2
S1 749-0 749-0 754-7 751-4
S2 742-0 742-0 753-6
S3 730-0 737-0 752-6
S4 718-0 725-0 749-3
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 902-5 882-3 785-1
R3 849-5 829-3 770-5
R2 796-5 796-5 765-6
R1 776-3 776-3 760-7 786-4
PP 743-5 743-5 743-5 748-6
S1 723-3 723-3 751-1 733-4
S2 690-5 690-5 746-2
S3 637-5 670-3 741-3
S4 584-5 617-3 726-7
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% 12-1 1.6% 85% False False 72,925
10 764-0 711-0 53-0 7.0% 12-6 1.7% 85% False False 55,524
20 764-0 655-0 109-0 14.4% 13-2 1.8% 93% False False 44,986
40 764-0 644-4 119-4 15.8% 14-0 1.8% 93% False False 35,264
60 764-0 605-0 159-0 21.0% 13-5 1.8% 95% False False 29,995
80 764-0 583-4 180-4 23.9% 12-6 1.7% 96% False False 25,348
100 764-0 583-4 180-4 23.9% 11-6 1.6% 96% False False 21,414
120 764-0 562-4 201-4 26.7% 10-7 1.4% 96% False False 18,546
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 True
Bull Hook False
Stretch 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810-0
2.618 790-3
1.618 778-3
1.000 771-0
0.618 766-3
HIGH 759-0
0.618 754-3
0.500 753-0
0.382 751-5
LOW 747-0
0.618 739-5
1.000 735-0
1.618 727-5
2.618 715-5
4.250 696-0
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 755-0 751-1
PP 754-0 746-3
S1 753-0 741-4

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

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