CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 624-0 650-0 26-0 4.2% 659-0
High 652-0 651-6 -0-2 0.0% 683-4
Low 622-0 629-0 7-0 1.1% 622-0
Close 646-0 632-0 -14-0 -2.2% 632-0
Range 30-0 22-6 -7-2 -24.2% 61-4
ATR 19-3 19-4 0-2 1.3% 0-0
Volume 185,049 214,884 29,835 16.1% 704,412
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 705-7 691-5 644-4
R3 683-1 668-7 638-2
R2 660-3 660-3 636-1
R1 646-1 646-1 634-1 641-7
PP 637-5 637-5 637-5 635-4
S1 623-3 623-3 629-7 619-1
S2 614-7 614-7 627-7
S3 592-1 600-5 625-6
S4 569-3 577-7 619-4
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 830-3 792-5 665-7
R3 768-7 731-1 648-7
R2 707-3 707-3 643-2
R1 669-5 669-5 637-5 657-6
PP 645-7 645-7 645-7 639-7
S1 608-1 608-1 626-3 596-2
S2 584-3 584-3 620-6
S3 522-7 546-5 615-1
S4 461-3 485-1 598-1
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 9.7% 19-3 3.1% 16% False False 140,882
10 708-0 622-0 86-0 13.6% 18-4 2.9% 12% False False 122,161
20 720-4 622-0 98-4 15.6% 15-1 2.4% 10% False False 98,048
40 720-4 619-2 101-2 16.0% 15-1 2.4% 13% False False 84,599
60 720-4 619-2 101-2 16.0% 14-1 2.2% 13% False False 76,502
80 720-4 548-0 172-4 27.3% 13-5 2.2% 49% False False 69,041
100 720-4 548-0 172-4 27.3% 13-0 2.1% 49% False False 62,036
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 748-4
2.618 711-2
1.618 688-4
1.000 674-4
0.618 665-6
HIGH 651-6
0.618 643-0
0.500 640-3
0.382 637-6
LOW 629-0
0.618 615-0
1.000 606-2
1.618 592-2
2.618 569-4
4.250 532-2
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 640-3 648-2
PP 637-5 642-7
S1 634-6 637-3

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

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