CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 680-4 692-4 12-0 1.8% 679-0
High 694-0 694-6 0-6 0.1% 694-6
Low 680-4 682-0 1-4 0.2% 666-0
Close 695-0 686-2 -8-6 -1.3% 686-2
Range 13-4 12-6 -0-6 -5.6% 28-6
ATR 16-2 16-0 -0-2 -1.4% 0-0
Volume 70,549 80,508 9,959 14.1% 260,575
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 725-7 718-7 693-2
R3 713-1 706-1 689-6
R2 700-3 700-3 688-5
R1 693-3 693-3 687-3 690-4
PP 687-5 687-5 687-5 686-2
S1 680-5 680-5 685-1 677-6
S2 674-7 674-7 683-7
S3 662-1 667-7 682-6
S4 649-3 655-1 679-2
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 768-5 756-1 702-0
R3 739-7 727-3 694-1
R2 711-1 711-1 691-4
R1 698-5 698-5 688-7 704-7
PP 682-3 682-3 682-3 685-4
S1 669-7 669-7 683-5 676-1
S2 653-5 653-5 681-0
S3 624-7 641-1 678-3
S4 596-1 612-3 670-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694-6 666-0 28-6 4.2% 13-3 1.9% 70% True False 66,755
10 694-6 654-4 40-2 5.9% 13-6 2.0% 79% True False 65,249
20 694-6 619-2 75-4 11.0% 14-5 2.1% 89% True False 70,658
40 694-6 619-2 75-4 11.0% 14-3 2.1% 89% True False 65,695
60 694-6 548-0 146-6 21.4% 13-4 2.0% 94% True False 61,929
80 694-6 548-0 146-6 21.4% 12-7 1.9% 94% True False 55,261
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 749-0
2.618 728-1
1.618 715-3
1.000 707-4
0.618 702-5
HIGH 694-6
0.618 689-7
0.500 688-3
0.382 686-7
LOW 682-0
0.618 674-1
1.000 669-2
1.618 661-3
2.618 648-5
4.250 627-6
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 688-3 684-4
PP 687-5 682-5
S1 687-0 680-7

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

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