CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 658-4 659-0 0-4 0.1% 707-4
High 663-6 665-0 1-2 0.2% 708-0
Low 649-4 653-4 4-0 0.6% 649-4
Close 660-0 660-4 0-4 0.1% 660-0
Range 14-2 11-4 -2-6 -19.3% 58-4
ATR 17-5 17-2 -0-4 -2.5% 0-0
Volume 116,974 106,296 -10,678 -9.1% 517,204
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 694-1 688-7 666-7
R3 682-5 677-3 663-5
R2 671-1 671-1 662-5
R1 665-7 665-7 661-4 668-4
PP 659-5 659-5 659-5 661-0
S1 654-3 654-3 659-4 657-0
S2 648-1 648-1 658-3
S3 636-5 642-7 657-3
S4 625-1 631-3 654-1
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
5 693-0 649-4 43-4 6.6% 18-3 2.8% 25% False False 108,119
10 720-4 649-4 71-0 10.7% 14-2 2.1% 15% False False 97,053
20 720-4 649-4 71-0 10.7% 13-5 2.1% 15% False False 80,956
40 720-4 619-2 101-2 15.3% 14-2 2.2% 41% False False 75,701
60 720-4 592-0 128-4 19.5% 13-4 2.0% 53% False False 69,510
80 720-4 548-0 172-4 26.1% 13-1 2.0% 65% False False 62,928
100 720-4 548-0 172-4 26.1% 12-4 1.9% 65% False False 57,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 713-7
2.618 695-1
1.618 683-5
1.000 676-4
0.618 672-1
HIGH 665-0
0.618 660-5
0.500 659-2
0.382 657-7
LOW 653-4
0.618 646-3
1.000 642-0
1.618 634-7
2.618 623-3
4.250 604-5
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 660-1 660-2
PP 659-5 660-0
S1 659-2 659-6

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

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