CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 618-0 617-0 -1-0 -0.2% 606-2
High 620-4 637-4 17-0 2.7% 637-4
Low 613-2 617-0 3-6 0.6% 600-4
Close 615-4 637-0 21-4 3.5% 637-0
Range 7-2 20-4 13-2 182.8% 37-0
ATR 20-7 21-0 0-1 0.4% 0-0
Volume 120,688 105,602 -15,086 -12.5% 584,969
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 692-0 685-0 648-2
R3 671-4 664-4 642-5
R2 651-0 651-0 640-6
R1 644-0 644-0 638-7 647-4
PP 630-4 630-4 630-4 632-2
S1 623-4 623-4 635-1 627-0
S2 610-0 610-0 633-2
S3 589-4 603-0 631-3
S4 569-0 582-4 625-6
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 736-0 723-4 657-3
R3 699-0 686-4 647-1
R2 662-0 662-0 643-6
R1 649-4 649-4 640-3 655-6
PP 625-0 625-0 625-0 628-1
S1 612-4 612-4 633-5 618-6
S2 588-0 588-0 630-2
S3 551-0 575-4 626-7
S4 514-0 538-4 616-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 637-4 576-0 61-4 9.7% 16-2 2.6% 99% True False 133,728
10 671-4 576-0 95-4 15.0% 16-2 2.5% 64% False False 144,981
20 714-0 576-0 138-0 21.7% 16-6 2.6% 44% False False 128,712
40 720-4 576-0 144-4 22.7% 15-0 2.4% 42% False False 99,564
60 720-4 576-0 144-4 22.7% 15-0 2.4% 42% False False 88,309
80 720-4 548-0 172-4 27.1% 14-1 2.2% 52% False False 79,820
100 720-4 548-0 172-4 27.1% 13-6 2.2% 52% False False 71,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 724-5
2.618 691-1
1.618 670-5
1.000 658-0
0.618 650-1
HIGH 637-4
0.618 629-5
0.500 627-2
0.382 624-7
LOW 617-0
0.618 604-3
1.000 596-4
1.618 583-7
2.618 563-3
4.250 529-7
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 633-6 631-5
PP 630-4 626-1
S1 627-2 620-6

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

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