CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 720-0 703-4 -16-4 -2.3% 674-0
High 720-4 714-0 -6-4 -0.9% 720-4
Low 709-0 703-4 -5-4 -0.8% 665-6
Close 714-0 712-4 -1-4 -0.2% 712-4
Range 11-4 10-4 -1-0 -8.7% 54-6
ATR 16-5 16-2 -0-4 -2.6% 0-0
Volume 84,836 117,698 32,862 38.7% 405,583
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 741-4 737-4 718-2
R3 731-0 727-0 715-3
R2 720-4 720-4 714-3
R1 716-4 716-4 713-4 718-4
PP 710-0 710-0 710-0 711-0
S1 706-0 706-0 711-4 708-0
S2 699-4 699-4 710-5
S3 689-0 695-4 709-5
S4 678-4 685-0 706-6
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 863-7 842-7 742-5
R3 809-1 788-1 727-4
R2 754-3 754-3 722-4
R1 733-3 733-3 717-4 743-7
PP 699-5 699-5 699-5 704-6
S1 678-5 678-5 707-4 689-1
S2 644-7 644-7 702-4
S3 590-1 623-7 697-4
S4 535-3 569-1 682-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-4 665-6 54-6 7.7% 10-2 1.4% 85% False False 81,116
10 720-4 665-6 54-6 7.7% 11-7 1.7% 85% False False 73,935
20 720-4 626-0 94-4 13.3% 13-0 1.8% 92% False False 70,817
40 720-4 619-2 101-2 14.2% 14-0 2.0% 92% False False 69,557
60 720-4 572-0 148-4 20.8% 13-0 1.8% 95% False False 64,427
80 720-4 548-0 172-4 24.2% 12-7 1.8% 95% False False 57,926
Crabel Price Patterns
NR True
NR4 False
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 758-5
2.618 741-4
1.618 731-0
1.000 724-4
0.618 720-4
HIGH 714-0
0.618 710-0
0.500 708-6
0.382 707-4
LOW 703-4
0.618 697-0
1.000 693-0
1.618 686-4
2.618 676-0
4.250 658-7
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 711-2 708-2
PP 710-0 704-0
S1 708-6 699-6

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

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