CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 617-0 625-0 8-0 1.3% 606-2
High 637-4 634-4 -3-0 -0.5% 637-4
Low 617-0 625-0 8-0 1.3% 600-4
Close 637-0 632-6 -4-2 -0.7% 637-0
Range 20-4 9-4 -11-0 -53.7% 37-0
ATR 21-0 20-3 -0-5 -3.1% 0-0
Volume 105,602 141,777 36,175 34.3% 584,969
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 659-2 655-4 638-0
R3 649-6 646-0 635-3
R2 640-2 640-2 634-4
R1 636-4 636-4 633-5 638-3
PP 630-6 630-6 630-6 631-6
S1 627-0 627-0 631-7 628-7
S2 621-2 621-2 631-0
S3 611-6 617-4 630-1
S4 602-2 608-0 627-4
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
5 637-4 600-4 37-0 5.8% 12-7 2.0% 87% False False 145,349
10 671-4 576-0 95-4 15.1% 14-7 2.4% 59% False False 137,670
20 708-0 576-0 132-0 20.9% 16-6 2.6% 43% False False 129,916
40 720-4 576-0 144-4 22.8% 14-7 2.3% 39% False False 100,366
60 720-4 576-0 144-4 22.8% 14-7 2.3% 39% False False 89,676
80 720-4 572-0 148-4 23.5% 13-7 2.2% 41% False False 80,799
100 720-4 548-0 172-4 27.3% 13-5 2.1% 49% False False 72,324
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 674-7
2.618 659-3
1.618 649-7
1.000 644-0
0.618 640-3
HIGH 634-4
0.618 630-7
0.500 629-6
0.382 628-5
LOW 625-0
0.618 619-1
1.000 615-4
1.618 609-5
2.618 600-1
4.250 584-5
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 631-6 630-2
PP 630-6 627-7
S1 629-6 625-3

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

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