CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 625-0 638-0 13-0 2.1% 606-2
High 634-4 660-4 26-0 4.1% 637-4
Low 625-0 636-2 11-2 1.8% 600-4
Close 632-6 658-0 25-2 4.0% 637-0
Range 9-4 24-2 14-6 155.3% 37-0
ATR 20-3 20-7 0-4 2.6% 0-0
Volume 141,777 113,159 -28,618 -20.2% 584,969
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 724-3 715-3 671-3
R3 700-1 691-1 664-5
R2 675-7 675-7 662-4
R1 666-7 666-7 660-2 671-3
PP 651-5 651-5 651-5 653-6
S1 642-5 642-5 655-6 647-1
S2 627-3 627-3 653-4
S3 603-1 618-3 651-3
S4 578-7 594-1 644-5
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
5 660-4 604-0 56-4 8.6% 14-7 2.3% 96% True False 121,803
10 671-4 576-0 95-4 14.5% 16-1 2.5% 86% False False 137,136
20 693-0 576-0 117-0 17.8% 17-4 2.7% 70% False False 131,428
40 720-4 576-0 144-4 22.0% 15-1 2.3% 57% False False 101,031
60 720-4 576-0 144-4 22.0% 15-0 2.3% 57% False False 90,622
80 720-4 576-0 144-4 22.0% 14-1 2.1% 57% False False 81,175
100 720-4 548-0 172-4 26.2% 13-6 2.1% 64% False False 73,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 763-4
2.618 724-0
1.618 699-6
1.000 684-6
0.618 675-4
HIGH 660-4
0.618 651-2
0.500 648-3
0.382 645-4
LOW 636-2
0.618 621-2
1.000 612-0
1.618 597-0
2.618 572-6
4.250 533-2
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 654-6 651-5
PP 651-5 645-1
S1 648-3 638-6

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

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