CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 621-0 630-0 9-0 1.4% 650-0
High 628-4 632-0 3-4 0.6% 695-4
Low 618-2 624-6 6-4 1.1% 603-0
Close 618-6 625-0 6-2 1.0% 606-6
Range 10-2 7-2 -3-0 -29.3% 92-4
ATR 22-4 21-7 -0-5 -2.9% 0-0
Volume 60,579 50,297 -10,282 -17.0% 590,551
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 649-0 644-2 629-0
R3 641-6 637-0 627-0
R2 634-4 634-4 626-3
R1 629-6 629-6 625-5 628-4
PP 627-2 627-2 627-2 626-5
S1 622-4 622-4 624-3 621-2
S2 620-0 620-0 623-5
S3 612-6 615-2 623-0
S4 605-4 608-0 621-0
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 912-5 852-1 657-5
R3 820-1 759-5 632-2
R2 727-5 727-5 623-6
R1 667-1 667-1 615-2 651-1
PP 635-1 635-1 635-1 627-0
S1 574-5 574-5 598-2 558-5
S2 542-5 542-5 589-6
S3 450-1 482-1 581-2
S4 357-5 389-5 555-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648-0 603-0 45-0 7.2% 10-4 1.7% 49% False False 78,126
10 695-4 603-0 92-4 14.8% 17-0 2.7% 24% False False 88,085
20 764-0 603-0 161-0 25.8% 17-1 2.7% 14% False False 90,934
40 764-0 603-0 161-0 25.8% 15-2 2.4% 14% False False 64,725
60 764-0 603-0 161-0 25.8% 15-1 2.4% 14% False False 51,292
80 764-0 583-4 180-4 28.9% 14-5 2.3% 23% False False 43,079
100 764-0 583-4 180-4 28.9% 13-5 2.2% 23% False False 36,610
120 764-0 583-4 180-4 28.9% 12-4 2.0% 23% False False 31,444
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 662-6
2.618 651-0
1.618 643-6
1.000 639-2
0.618 636-4
HIGH 632-0
0.618 629-2
0.500 628-3
0.382 627-4
LOW 624-6
0.618 620-2
1.000 617-4
1.618 613-0
2.618 605-6
4.250 594-0
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 628-3 624-3
PP 627-2 623-7
S1 626-1 623-2

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

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