CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 703-4 707-4 4-0 0.6% 674-0
High 714-0 708-0 -6-0 -0.8% 720-4
Low 703-4 700-0 -3-4 -0.5% 665-6
Close 712-4 704-4 -8-0 -1.1% 712-4
Range 10-4 8-0 -2-4 -23.8% 54-6
ATR 16-2 16-0 -0-2 -1.6% 0-0
Volume 117,698 82,905 -34,793 -29.6% 405,583
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 728-1 724-3 708-7
R3 720-1 716-3 706-6
R2 712-1 712-1 706-0
R1 708-3 708-3 705-2 706-2
PP 704-1 704-1 704-1 703-1
S1 700-3 700-3 703-6 698-2
S2 696-1 696-1 703-0
S3 688-1 692-3 702-2
S4 680-1 684-3 700-1
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
5 720-4 670-0 50-4 7.2% 10-0 1.4% 68% False False 85,987
10 720-4 665-6 54-6 7.8% 11-3 1.6% 71% False False 74,906
20 720-4 633-4 87-0 12.3% 12-6 1.8% 82% False False 70,634
40 720-4 619-2 101-2 14.4% 13-6 1.9% 84% False False 70,219
60 720-4 589-0 131-4 18.7% 13-0 1.8% 88% False False 64,423
80 720-4 548-0 172-4 24.5% 12-7 1.8% 91% False False 58,405
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 742-0
2.618 729-0
1.618 721-0
1.000 716-0
0.618 713-0
HIGH 708-0
0.618 705-0
0.500 704-0
0.382 703-0
LOW 700-0
0.618 695-0
1.000 692-0
1.618 687-0
2.618 679-0
4.250 666-0
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 704-3 710-2
PP 704-1 708-3
S1 704-0 706-3

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

View Archives - Comment on this page... - Back to Index of Symbols