CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 652-4 678-0 25-4 3.9% 622-0
High 668-0 692-6 24-6 3.7% 644-4
Low 645-0 678-0 33-0 5.1% 614-4
Close 664-0 686-6 22-6 3.4% 642-2
Range 23-0 14-6 -8-2 -35.9% 30-0
ATR 21-2 21-7 0-4 2.5% 0-0
Volume 78,483 80,885 2,402 3.1% 241,574
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 730-1 723-1 694-7
R3 715-3 708-3 690-6
R2 700-5 700-5 689-4
R1 693-5 693-5 688-1 697-1
PP 685-7 685-7 685-7 687-4
S1 678-7 678-7 685-3 682-3
S2 671-1 671-1 684-0
S3 656-3 664-1 682-6
S4 641-5 649-3 678-5
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
5 692-6 624-6 68-0 9.9% 14-5 2.1% 91% True False 63,488
10 695-4 603-0 92-4 13.5% 14-5 2.1% 91% False False 81,990
20 728-6 603-0 125-6 18.3% 17-5 2.6% 67% False False 86,282
40 764-0 603-0 161-0 23.4% 15-6 2.3% 52% False False 67,759
60 764-0 603-0 161-0 23.4% 15-3 2.2% 52% False False 53,993
80 764-0 603-0 161-0 23.4% 14-4 2.1% 52% False False 45,425
100 764-0 583-4 180-4 26.3% 13-7 2.0% 57% False False 38,964
120 764-0 583-4 180-4 26.3% 12-6 1.8% 57% False False 33,412
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 755-4
2.618 731-3
1.618 716-5
1.000 707-4
0.618 701-7
HIGH 692-6
0.618 687-1
0.500 685-3
0.382 683-5
LOW 678-0
0.618 668-7
1.000 663-2
1.618 654-1
2.618 639-3
4.250 615-2
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 686-2 678-5
PP 685-7 670-4
S1 685-3 662-3

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

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