CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 644-0 678-0 34-0 5.3% 688-2
High 672-0 678-4 6-4 1.0% 707-4
Low 639-0 653-0 14-0 2.2% 639-0
Close 668-0 657-0 -11-0 -1.6% 657-0
Range 33-0 25-4 -7-4 -22.7% 68-4
ATR 19-6 20-1 0-3 2.1% 0-0
Volume 105,456 0 -105,456 -100.0% 364,784
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 739-3 723-5 671-0
R3 713-7 698-1 664-0
R2 688-3 688-3 661-5
R1 672-5 672-5 659-3 667-6
PP 662-7 662-7 662-7 660-3
S1 647-1 647-1 654-5 642-2
S2 637-3 637-3 652-3
S3 611-7 621-5 650-0
S4 586-3 596-1 643-0
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 873-3 833-5 694-5
R3 804-7 765-1 675-7
R2 736-3 736-3 669-4
R1 696-5 696-5 663-2 682-2
PP 667-7 667-7 667-7 660-5
S1 628-1 628-1 650-6 613-6
S2 599-3 599-3 644-4
S3 530-7 559-5 638-1
S4 462-3 491-1 619-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707-4 639-0 68-4 10.4% 20-2 3.1% 26% False False 72,956
10 754-4 639-0 115-4 17.6% 20-3 3.1% 16% False False 84,139
20 764-0 639-0 125-0 19.0% 16-4 2.5% 14% False False 69,832
40 764-0 639-0 125-0 19.0% 15-6 2.4% 14% False False 50,998
60 764-0 621-4 142-4 21.7% 15-0 2.3% 25% False False 41,533
80 764-0 583-4 180-4 27.5% 14-1 2.2% 41% False False 35,007
100 764-0 583-4 180-4 27.5% 12-7 2.0% 41% False False 29,268
120 764-0 570-0 194-0 29.5% 12-1 1.8% 45% False False 25,369
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 True
Stretch 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 786-7
2.618 745-2
1.618 719-6
1.000 704-0
0.618 694-2
HIGH 678-4
0.618 668-6
0.500 665-6
0.382 662-6
LOW 653-0
0.618 637-2
1.000 627-4
1.618 611-6
2.618 586-2
4.250 544-5
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 665-6 669-2
PP 662-7 665-1
S1 659-7 661-1

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

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