CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 692-4 674-0 -18-4 -2.7% 679-0
High 694-6 675-0 -19-6 -2.8% 694-6
Low 682-0 665-6 -16-2 -2.4% 666-0
Close 686-2 667-0 -19-2 -2.8% 686-2
Range 12-6 9-2 -3-4 -27.5% 28-6
ATR 16-0 16-3 0-3 2.0% 0-0
Volume 80,508 58,551 -21,957 -27.3% 260,575
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 697-0 691-2 672-1
R3 687-6 682-0 669-4
R2 678-4 678-4 668-6
R1 672-6 672-6 667-7 671-0
PP 669-2 669-2 669-2 668-3
S1 663-4 663-4 666-1 661-6
S2 660-0 660-0 665-2
S3 650-6 654-2 664-4
S4 641-4 645-0 661-7
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
5 694-6 665-6 29-0 4.3% 12-6 1.9% 4% False True 63,825
10 694-6 655-4 39-2 5.9% 13-0 1.9% 29% False False 64,859
20 694-6 619-2 75-4 11.3% 13-5 2.0% 63% False False 69,941
40 694-6 619-2 75-4 11.3% 14-2 2.1% 63% False False 66,060
60 694-6 548-0 146-6 22.0% 13-3 2.0% 81% False False 62,082
80 694-6 548-0 146-6 22.0% 12-7 1.9% 81% False False 55,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 714-2
2.618 699-2
1.618 690-0
1.000 684-2
0.618 680-6
HIGH 675-0
0.618 671-4
0.500 670-3
0.382 669-2
LOW 665-6
0.618 660-0
1.000 656-4
1.618 650-6
2.618 641-4
4.250 626-4
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 670-3 680-2
PP 669-2 675-7
S1 668-1 671-3

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

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