CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 650-0 627-0 -23-0 -3.5% 659-0
High 651-6 632-4 -19-2 -3.0% 683-4
Low 629-0 620-4 -8-4 -1.4% 622-0
Close 632-0 626-6 -5-2 -0.8% 632-0
Range 22-6 12-0 -10-6 -47.3% 61-4
ATR 19-4 19-0 -0-4 -2.8% 0-0
Volume 214,884 118,503 -96,381 -44.9% 704,412
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 662-5 656-5 633-3
R3 650-5 644-5 630-0
R2 638-5 638-5 629-0
R1 632-5 632-5 627-7 629-5
PP 626-5 626-5 626-5 625-0
S1 620-5 620-5 625-5 617-5
S2 614-5 614-5 624-4
S3 602-5 608-5 623-4
S4 590-5 596-5 620-1
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
5 683-4 620-4 63-0 10.1% 19-4 3.1% 10% False True 143,323
10 693-0 620-4 72-4 11.6% 18-7 3.0% 9% False True 125,721
20 720-4 620-4 100-0 16.0% 15-1 2.4% 6% False True 100,313
40 720-4 619-2 101-2 16.2% 14-6 2.4% 7% False False 85,237
60 720-4 619-2 101-2 16.2% 14-2 2.3% 7% False False 77,905
80 720-4 548-0 172-4 27.5% 13-5 2.2% 46% False False 69,944
100 720-4 548-0 172-4 27.5% 13-1 2.1% 46% False False 62,913
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 3-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 683-4
2.618 663-7
1.618 651-7
1.000 644-4
0.618 639-7
HIGH 632-4
0.618 627-7
0.500 626-4
0.382 625-1
LOW 620-4
0.618 613-1
1.000 608-4
1.618 601-1
2.618 589-1
4.250 569-4
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 626-5 636-2
PP 626-5 633-1
S1 626-4 629-7

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

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