CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 692-4 682-0 -10-4 -1.5% 674-0
High 693-0 687-0 -6-0 -0.9% 720-4
Low 675-0 659-0 -16-0 -2.4% 665-6
Close 685-0 666-0 -19-0 -2.8% 712-4
Range 18-0 28-0 10-0 55.6% 54-6
ATR 17-0 17-6 0-6 4.7% 0-0
Volume 76,119 101,583 25,464 33.5% 405,583
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 754-5 738-3 681-3
R3 726-5 710-3 673-6
R2 698-5 698-5 671-1
R1 682-3 682-3 668-5 676-4
PP 670-5 670-5 670-5 667-6
S1 654-3 654-3 663-3 648-4
S2 642-5 642-5 660-7
S3 614-5 626-3 658-2
S4 586-5 598-3 650-5
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
5 720-4 659-0 61-4 9.2% 15-2 2.3% 11% False True 92,628
10 720-4 659-0 61-4 9.2% 13-1 2.0% 11% False True 81,724
20 720-4 654-4 66-0 9.9% 13-6 2.1% 17% False False 73,002
40 720-4 619-2 101-2 15.2% 14-2 2.1% 46% False False 71,752
60 720-4 592-0 128-4 19.3% 13-1 2.0% 58% False False 65,066
80 720-4 548-0 172-4 25.9% 13-1 2.0% 68% False False 59,873
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 1-1
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 806-0
2.618 760-2
1.618 732-2
1.000 715-0
0.618 704-2
HIGH 687-0
0.618 676-2
0.500 673-0
0.382 669-6
LOW 659-0
0.618 641-6
1.000 631-0
1.618 613-6
2.618 585-6
4.250 540-0
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 673-0 683-4
PP 670-5 677-5
S1 668-3 671-7

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

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