CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 679-0 669-4 -9-4 -1.4% 660-0
High 681-0 680-0 -1-0 -0.1% 684-0
Low 666-0 667-0 1-0 0.2% 655-4
Close 673-0 679-4 6-4 1.0% 684-0
Range 15-0 13-0 -2-0 -13.3% 28-4
ATR 16-6 16-3 -0-2 -1.6% 0-0
Volume 52,971 56,547 3,576 6.8% 329,469
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 714-4 710-0 686-5
R3 701-4 697-0 683-1
R2 688-4 688-4 681-7
R1 684-0 684-0 680-6 686-2
PP 675-4 675-4 675-4 676-5
S1 671-0 671-0 678-2 673-2
S2 662-4 662-4 677-1
S3 649-4 658-0 675-7
S4 636-4 645-0 672-3
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 760-0 750-4 699-5
R3 731-4 722-0 691-7
R2 703-0 703-0 689-2
R1 693-4 693-4 686-5 698-2
PP 674-4 674-4 674-4 676-7
S1 665-0 665-0 681-3 669-6
S2 646-0 646-0 678-6
S3 617-4 636-4 676-1
S4 589-0 608-0 668-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684-0 662-0 22-0 3.2% 11-3 1.7% 80% False False 63,990
10 684-0 654-4 29-4 4.3% 14-3 2.1% 85% False False 64,281
20 684-0 619-2 64-6 9.5% 14-4 2.1% 93% False False 69,208
40 684-0 619-2 64-6 9.5% 14-0 2.1% 93% False False 64,868
60 684-0 548-0 136-0 20.0% 13-3 2.0% 97% False False 60,735
80 684-0 548-0 136-0 20.0% 12-5 1.9% 97% False False 54,120
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 735-2
2.618 714-0
1.618 701-0
1.000 693-0
0.618 688-0
HIGH 680-0
0.618 675-0
0.500 673-4
0.382 672-0
LOW 667-0
0.618 659-0
1.000 654-0
1.618 646-0
2.618 633-0
4.250 611-6
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 677-4 678-0
PP 675-4 676-4
S1 673-4 675-0

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

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