CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 671-4 679-4 8-0 1.2% 679-0
High 676-4 692-6 16-2 2.4% 694-6
Low 670-0 679-0 9-0 1.3% 666-0
Close 676-4 693-6 17-2 2.5% 686-2
Range 6-4 13-6 7-2 111.5% 28-6
ATR 15-7 15-7 0-0 0.2% 0-0
Volume 72,040 72,458 418 0.6% 260,575
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 729-6 725-4 701-2
R3 716-0 711-6 697-4
R2 702-2 702-2 696-2
R1 698-0 698-0 695-0 700-1
PP 688-4 688-4 688-4 689-4
S1 684-2 684-2 692-4 686-3
S2 674-6 674-6 691-2
S3 661-0 670-4 690-0
S4 647-2 656-6 686-2
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
5 694-6 665-6 29-0 4.2% 11-1 1.6% 97% False False 70,821
10 694-6 662-0 32-6 4.7% 11-2 1.6% 97% False False 67,405
20 694-6 619-2 75-4 10.9% 13-4 1.9% 99% False False 69,778
40 694-6 619-2 75-4 10.9% 14-3 2.1% 99% False False 66,903
60 694-6 548-0 146-6 21.2% 13-2 1.9% 99% False False 62,631
80 694-6 548-0 146-6 21.2% 13-0 1.9% 99% False False 56,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 751-2
2.618 728-6
1.618 715-0
1.000 706-4
0.618 701-2
HIGH 692-6
0.618 687-4
0.500 685-7
0.382 684-2
LOW 679-0
0.618 670-4
1.000 665-2
1.618 656-6
2.618 643-0
4.250 620-4
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 691-1 688-7
PP 688-4 684-1
S1 685-7 679-2

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

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