CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 672-6 624-0 -48-6 -7.2% 707-4
High 674-4 652-0 -22-4 -3.3% 708-0
Low 650-2 622-0 -28-2 -4.3% 649-4
Close 650-2 646-0 -4-2 -0.7% 660-0
Range 24-2 30-0 5-6 23.7% 58-4
ATR 18-4 19-3 0-7 4.4% 0-0
Volume 118,840 185,049 66,209 55.7% 517,204
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 730-0 718-0 662-4
R3 700-0 688-0 654-2
R2 670-0 670-0 651-4
R1 658-0 658-0 648-6 664-0
PP 640-0 640-0 640-0 643-0
S1 628-0 628-0 643-2 634-0
S2 610-0 610-0 640-4
S3 580-0 598-0 637-6
S4 550-0 568-0 629-4
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
5 683-4 622-0 61-4 9.5% 17-6 2.7% 39% False True 121,300
10 714-0 622-0 92-0 14.2% 17-2 2.7% 26% False True 112,443
20 720-4 622-0 98-4 15.2% 14-4 2.2% 24% False True 90,047
40 720-4 619-2 101-2 15.7% 15-2 2.4% 26% False False 81,157
60 720-4 592-0 128-4 19.9% 13-7 2.1% 42% False False 73,577
80 720-4 548-0 172-4 26.7% 13-4 2.1% 57% False False 66,657
100 720-4 548-0 172-4 26.7% 12-7 2.0% 57% False False 60,190
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 3-1
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 779-4
2.618 730-4
1.618 700-4
1.000 682-0
0.618 670-4
HIGH 652-0
0.618 640-4
0.500 637-0
0.382 633-4
LOW 622-0
0.618 603-4
1.000 592-0
1.618 573-4
2.618 543-4
4.250 494-4
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 643-0 652-6
PP 640-0 650-4
S1 637-0 648-2

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

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