CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 678-0 690-4 12-4 1.8% 622-0
High 692-6 695-0 2-2 0.3% 644-4
Low 678-0 677-2 -0-6 -0.1% 614-4
Close 686-6 690-6 4-0 0.6% 642-2
Range 14-6 17-6 3-0 20.3% 30-0
ATR 21-7 21-4 -0-2 -1.3% 0-0
Volume 80,885 59,665 -21,220 -26.2% 241,574
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 740-7 733-5 700-4
R3 723-1 715-7 695-5
R2 705-3 705-3 694-0
R1 698-1 698-1 692-3 701-6
PP 687-5 687-5 687-5 689-4
S1 680-3 680-3 689-1 684-0
S2 669-7 669-7 687-4
S3 652-1 662-5 685-7
S4 634-3 644-7 681-0
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
5 695-0 628-4 66-4 9.6% 16-6 2.4% 94% True False 65,362
10 695-0 603-0 92-0 13.3% 13-5 2.0% 95% True False 71,744
20 707-4 603-0 104-4 15.1% 17-0 2.5% 84% False False 84,877
40 764-0 603-0 161-0 23.3% 15-6 2.3% 55% False False 68,438
60 764-0 603-0 161-0 23.3% 15-3 2.2% 55% False False 54,686
80 764-0 603-0 161-0 23.3% 14-5 2.1% 55% False False 45,841
100 764-0 583-4 180-4 26.1% 14-0 2.0% 59% False False 39,504
120 764-0 583-4 180-4 26.1% 12-6 1.8% 59% False False 33,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 770-4
2.618 741-4
1.618 723-6
1.000 712-6
0.618 706-0
HIGH 695-0
0.618 688-2
0.500 686-1
0.382 684-0
LOW 677-2
0.618 666-2
1.000 659-4
1.618 648-4
2.618 630-6
4.250 601-6
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 689-2 683-7
PP 687-5 676-7
S1 686-1 670-0

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

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