CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 627-0 637-0 10-0 1.6% 659-0
High 632-4 656-4 24-0 3.8% 683-4
Low 620-4 636-0 15-4 2.5% 622-0
Close 626-6 653-0 26-2 4.2% 632-0
Range 12-0 20-4 8-4 70.8% 61-4
ATR 19-0 19-6 0-6 4.0% 0-0
Volume 118,503 128,081 9,578 8.1% 704,412
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 710-0 702-0 664-2
R3 689-4 681-4 658-5
R2 669-0 669-0 656-6
R1 661-0 661-0 654-7 665-0
PP 648-4 648-4 648-4 650-4
S1 640-4 640-4 651-1 644-4
S2 628-0 628-0 649-2
S3 607-4 620-0 647-3
S4 587-0 599-4 641-6
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
5 674-4 620-4 54-0 8.3% 21-7 3.4% 60% False False 153,071
10 687-0 620-4 66-4 10.2% 19-1 2.9% 49% False False 130,917
20 720-4 620-4 100-0 15.3% 15-3 2.4% 33% False False 104,069
40 720-4 619-2 101-2 15.5% 15-0 2.3% 33% False False 86,894
60 720-4 619-2 101-2 15.5% 14-3 2.2% 33% False False 78,729
80 720-4 548-0 172-4 26.4% 13-7 2.1% 61% False False 71,199
100 720-4 548-0 172-4 26.4% 13-1 2.0% 61% False False 63,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 743-5
2.618 710-1
1.618 689-5
1.000 677-0
0.618 669-1
HIGH 656-4
0.618 648-5
0.500 646-2
0.382 643-7
LOW 636-0
0.618 623-3
1.000 615-4
1.618 602-7
2.618 582-3
4.250 548-7
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 650-6 648-1
PP 648-4 643-3
S1 646-2 638-4

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

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