CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 707-4 692-4 -15-0 -2.1% 674-0
High 708-0 693-0 -15-0 -2.1% 720-4
Low 700-0 675-0 -25-0 -3.6% 665-6
Close 704-4 685-0 -19-4 -2.8% 712-4
Range 8-0 18-0 10-0 125.0% 54-6
ATR 16-0 17-0 1-0 6.0% 0-0
Volume 82,905 76,119 -6,786 -8.2% 405,583
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 738-3 729-5 694-7
R3 720-3 711-5 690-0
R2 702-3 702-3 688-2
R1 693-5 693-5 686-5 689-0
PP 684-3 684-3 684-3 682-0
S1 675-5 675-5 683-3 671-0
S2 666-3 666-3 681-6
S3 648-3 657-5 680-0
S4 630-3 639-5 675-1
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
5 720-4 675-0 45-4 6.6% 12-3 1.8% 22% False True 86,803
10 720-4 665-6 54-6 8.0% 11-5 1.7% 35% False False 77,221
20 720-4 638-6 81-6 11.9% 13-1 1.9% 57% False False 71,135
40 720-4 619-2 101-2 14.8% 13-7 2.0% 65% False False 70,637
60 720-4 592-0 128-4 18.8% 12-6 1.9% 72% False False 64,705
80 720-4 548-0 172-4 25.2% 12-7 1.9% 79% False False 58,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 769-4
2.618 740-1
1.618 722-1
1.000 711-0
0.618 704-1
HIGH 693-0
0.618 686-1
0.500 684-0
0.382 681-7
LOW 675-0
0.618 663-7
1.000 657-0
1.618 645-7
2.618 627-7
4.250 598-4
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 684-5 694-4
PP 684-3 691-3
S1 684-0 688-1

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

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