CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 628-4 632-4 4-0 0.6% 622-0
High 644-4 644-2 -0-2 0.0% 644-4
Low 628-4 632-0 3-4 0.6% 614-4
Close 642-2 643-0 0-6 0.1% 642-2
Range 16-0 12-2 -3-6 -23.4% 30-0
ATR 21-5 21-0 -0-5 -3.1% 0-0
Volume 56,722 51,056 -5,666 -10.0% 241,574
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 676-4 672-0 649-6
R3 664-2 659-6 646-3
R2 652-0 652-0 645-2
R1 647-4 647-4 644-1 649-6
PP 639-6 639-6 639-6 640-7
S1 635-2 635-2 641-7 637-4
S2 627-4 627-4 640-6
S3 615-2 623-0 639-5
S4 603-0 610-6 636-2
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 723-6 713-0 658-6
R3 693-6 683-0 650-4
R2 663-6 663-6 647-6
R1 653-0 653-0 645-0 658-3
PP 633-6 633-6 633-6 636-4
S1 623-0 623-0 639-4 628-3
S2 603-6 603-6 636-6
S3 573-6 593-0 634-0
S4 543-6 563-0 625-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 644-4 614-4 30-0 4.7% 12-4 1.9% 95% False False 58,526
10 695-4 603-0 92-4 14.4% 14-0 2.2% 43% False False 88,318
20 754-4 603-0 151-4 23.6% 17-2 2.7% 26% False False 86,228
40 764-0 603-0 161-0 25.0% 15-2 2.4% 25% False False 65,607
60 764-0 603-0 161-0 25.0% 15-0 2.3% 25% False False 52,252
80 764-0 603-0 161-0 25.0% 14-4 2.3% 25% False False 44,053
100 764-0 583-4 180-4 28.1% 13-5 2.1% 33% False False 37,524
120 764-0 583-4 180-4 28.1% 12-5 2.0% 33% False False 32,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 696-2
2.618 676-3
1.618 664-1
1.000 656-4
0.618 651-7
HIGH 644-2
0.618 639-5
0.500 638-1
0.382 636-5
LOW 632-0
0.618 624-3
1.000 619-6
1.618 612-1
2.618 599-7
4.250 580-0
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 641-3 640-2
PP 639-6 637-3
S1 638-1 634-5

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

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