CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 606-0 618-0 12-0 2.0% 627-0
High 616-6 620-4 3-6 0.6% 671-4
Low 604-0 613-2 9-2 1.5% 576-0
Close 608-4 615-4 7-0 1.2% 596-6
Range 12-6 7-2 -5-4 -43.1% 95-4
ATR 21-5 20-7 -0-5 -3.2% 0-0
Volume 127,791 120,688 -7,103 -5.6% 649,958
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 638-1 634-1 619-4
R3 630-7 626-7 617-4
R2 623-5 623-5 616-7
R1 619-5 619-5 616-1 618-0
PP 616-3 616-3 616-3 615-5
S1 612-3 612-3 614-7 610-6
S2 609-1 609-1 614-1
S3 601-7 605-1 613-4
S4 594-5 597-7 611-4
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 901-2 844-4 649-2
R3 805-6 749-0 623-0
R2 710-2 710-2 614-2
R1 653-4 653-4 605-4 634-1
PP 614-6 614-6 614-6 605-0
S1 558-0 558-0 588-0 538-5
S2 519-2 519-2 579-2
S3 423-6 462-4 570-4
S4 328-2 367-0 544-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620-4 576-0 44-4 7.2% 12-2 2.0% 89% True False 147,271
10 671-4 576-0 95-4 15.5% 17-1 2.8% 41% False False 152,925
20 720-4 576-0 144-4 23.5% 16-2 2.7% 27% False False 127,673
40 720-4 576-0 144-4 23.5% 14-7 2.4% 27% False False 98,726
60 720-4 576-0 144-4 23.5% 15-0 2.4% 27% False False 87,159
80 720-4 548-0 172-4 28.0% 14-0 2.3% 39% False False 78,891
100 720-4 548-0 172-4 28.0% 13-5 2.2% 39% False False 70,578
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 651-2
2.618 639-4
1.618 632-2
1.000 627-6
0.618 625-0
HIGH 620-4
0.618 617-6
0.500 616-7
0.382 616-0
LOW 613-2
0.618 608-6
1.000 606-0
1.618 601-4
2.618 594-2
4.250 582-4
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 616-7 613-7
PP 616-3 612-1
S1 616-0 610-4

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

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