CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 661-0 658-4 -2-4 -0.4% 707-4
High 670-0 663-6 -6-2 -0.9% 708-0
Low 650-0 649-4 -0-4 -0.1% 649-4
Close 653-0 660-0 7-0 1.1% 660-0
Range 20-0 14-2 -5-6 -28.8% 58-4
ATR 17-7 17-5 -0-2 -1.5% 0-0
Volume 139,623 116,974 -22,649 -16.2% 517,204
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 700-4 694-4 667-7
R3 686-2 680-2 663-7
R2 672-0 672-0 662-5
R1 666-0 666-0 661-2 669-0
PP 657-6 657-6 657-6 659-2
S1 651-6 651-6 658-6 654-6
S2 643-4 643-4 657-3
S3 629-2 637-4 656-1
S4 615-0 623-2 652-1
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 848-0 812-4 692-1
R3 789-4 754-0 676-1
R2 731-0 731-0 670-6
R1 695-4 695-4 665-3 684-0
PP 672-4 672-4 672-4 666-6
S1 637-0 637-0 654-5 625-4
S2 614-0 614-0 649-2
S3 555-4 578-4 643-7
S4 497-0 520-0 627-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708-0 649-4 58-4 8.9% 17-5 2.7% 18% False True 103,440
10 720-4 649-4 71-0 10.8% 14-0 2.1% 15% False True 92,278
20 720-4 649-4 71-0 10.8% 13-7 2.1% 15% False True 78,763
40 720-4 619-2 101-2 15.3% 14-2 2.2% 40% False False 75,051
60 720-4 592-0 128-4 19.5% 13-3 2.0% 53% False False 68,267
80 720-4 548-0 172-4 26.1% 13-1 2.0% 65% False False 62,262
100 720-4 548-0 172-4 26.1% 12-4 1.9% 65% False False 56,396
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 2-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 724-2
2.618 701-0
1.618 686-6
1.000 678-0
0.618 672-4
HIGH 663-6
0.618 658-2
0.500 656-5
0.382 655-0
LOW 649-4
0.618 640-6
1.000 635-2
1.618 626-4
2.618 612-2
4.250 589-0
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 658-7 668-2
PP 657-6 665-4
S1 656-5 662-6

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

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